{"id":7013,"date":"2025-08-28T22:11:57","date_gmt":"2025-08-29T03:11:57","guid":{"rendered":"https:\/\/librarytestdev.wpenginepowered.com\/?post_type=doc&p=7013"},"modified":"2026-06-29T11:09:05","modified_gmt":"2026-06-29T16:09:05","slug":"working-with-price-subscriptions","status":"publish","type":"doc","link":"https:\/\/library-staging.tradingtechnologies.com\/apis\/tt-core-sdk\/subscribing-for-market-data\/working-with-price-subscriptions\/","title":{"rendered":"Working with Price Subscriptions"},"content":{"rendered":"\n

Note:<\/strong>\u00a0Market data subscriptions are throttled at 750 per second and applications are limited to making no more than 15,000 market data subscriptions.<\/p>\n\n\n\n

To create a price subscription and start receiving updates, you:<\/p>\n\n\n\n

    \n
  1. Create a class that is derived from\u00a0ttsdk::IPriceEventHandler<\/strong>\u00a0and defines your event handler. You must provide implementations for:\n
      \n
    • virtual void OnPriceUpdate(const uint64_t subId, const InstrumentPtr& instrument, const PriceSnap& snap) = 0;\n
        \n
      • Callback delivering price updates<\/li>\n<\/ul>\n<\/li>\n\n\n\n
      • virtual void OnError(const uint64_t subId, const InstrumentPtr& instrument, const SubscriptionError code, const char* error) = 0;\n
          \n
        • Callback fired when an error occurs fulfilling a price subscription request<\/li>\n<\/ul>\n<\/li>\n\n\n\n
        • virtual void OnDisconnect(const uint64_t subId, const InstrumentPtr& instrument, const PriceEventType type) = 0;\n
            \n
          • Callback fired when an disconnection event happens<\/li>\n<\/ul>\n<\/li>\n\n\n\n
          • virtual void OnUnsubscribed(const uint64_t subId) = 0;\n
              \n
            • Callback fired when the unsubscribe request is complete and it is safe to destroy the handler object<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<\/li>\n\n\n\n
            • Call the SubscribePrices() function passing your event handler instance variable.\n
                \n
              • The SubscribePrices() function allows you to specify whether to wish to optionally receive:\n
                  \n
                • market depth<\/li>\n\n\n\n
                • exchange calculated and disseminated implied prices<\/li>\n\n\n\n
                • TT calculated and disseminated implied prices<\/li>\n\n\n\n
                • TT\u2019s simulation price stream<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<\/li>\n<\/ol>\n\n\n\n

                  The following code snippet demonstrates an example of this process.<\/p>\n\n\n\n

                  \n\nclass PriceObserver : public ttsdk::IPriceEventHandler\n{\n  public:\n        PriceObserver() {}\n\n      virtual void OnPriceUpdate(const uint64_t subId, \n              const ttsdk::InstrumentPtr& instrument, const ttsdk::PriceSnap& snap)\n      {\n              std::cout << \u201cPrice snapshot received.\u201d << std::endl;\n      }\n\n      virtual void OnError(const uint64_t subId, const ttsdk::InstrumentPtr& instrument, \n              const ttsdk::SubscriptionError code, const char* error)\n      {\n              std::cout << \"Error [\" << error  << \"] occurred for instrument:\" \n                      << instrument->GetAlias() << \" subId=\" << subId \n                      << \" code=\" << (int)code << std::endl;\n      }\n\n      virtual void OnDisconnect(const uint64_t subId, \n              const ttsdk::InstrumentPtr& instrument, const ttsdk::PriceEventType type)\n      {\n              std::cout << \"Prices disconnected for subscription for instrument:\" \n                      << instrument->GetAlias() << \" subid=\" << subId << std::endl;\n      }\n\n      virtual void OnUnsubscribed(const uint64_t subId) \n      {\n              std::cout << \"Price observer for subId=\" << subId \n                      << \" has been successfully unsubscribed. \" << std::endl;\n      }        \n};\n\nvoid foo()\n{\n        \/\/ \u2026\n\n        PriceObserver prcObserver;\n\n        ttsdk::Instrument::ResponseCode respCode;\n        ttsdk::MarketId market = ttsdk::MarketId::CME;\n        std::string product = \u201cGE\u201d;\n        ttsdk::ProductType productType = ttsdk::ProductType::Future;\n        std::string alias = \"GE Sep28\";\n        ttsdk::InstrumentPtr instrument = ttsdk::GetInstrument(market, product.c_str(),\n                  productType, alias.c_str(), respCode);\n        if (!instrument)\n        {\n          std::cout << \"Unable to find instrument with alias = \u201c << alias << std::endl;\n        }\n        else\n        {\n          uint64_t subId = 0;\n          subId = ttsdk::SubscribePrices(instrument, 10, true, true, false, &prcObserver);\n          std::cout << \"Subscription id=\" << subId << std::endl; \n        }\n\n          \/\/ ...\n}\n<\/code><\/pre>\n","protected":false},"excerpt":{"rendered":"
                  Note:<\/strong>\u00a0Market data subscriptions are throttled at 750 per second and applications are limited to making no more than 15,000 market data subscriptions.<\/p>\n
                  To create a price subscription and start receiving updates, you:<\/p>\n
                  The following code snippet demonstrates an example of this process.<\/p>\n","protected":false},"author":2,"template":"wp-custom-template-single-doc-tt-core-sdk","meta":{"_acf_changed":false,"footnotes":""},"docs-category":[447],"class_list":["post-7013","doc","type-doc","status-publish","hentry","docs-category-subscribing-for-market-data"],"acf":[],"_links":{"self":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc\/7013","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc"}],"about":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/types\/doc"}],"author":[{"embeddable":true,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/users\/2"}],"version-history":[{"count":0,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc\/7013\/revisions"}],"wp:attachment":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/media?parent=7013"}],"wp:term":[{"taxonomy":"docs-category","embeddable":true,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/docs-category?post=7013"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}