{"id":8060,"date":"2025-09-04T23:22:08","date_gmt":"2025-09-05T04:22:08","guid":{"rendered":"https:\/\/librarytestdev.wpenginepowered.com\/?post_type=doc&#038;p=8060"},"modified":"2025-09-04T23:23:53","modified_gmt":"2025-09-05T04:23:53","slug":"market-data-subscription-classes","status":"publish","type":"doc","link":"https:\/\/library-staging.tradingtechnologies.com\/apis\/tt-net-sdk\/subscribing-for-market-data-tt-net-sdk\/market-data-subscription-classes\/","title":{"rendered":"Market data subscription classes"},"content":{"rendered":"\n<p class=\"wp-block-paragraph\">TT .NET SDK provides the following classes to access market data.<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"\/tt-net-sdk\/api\/tt_net_sdk.PriceSubscription.html\">PriceSubscription<\/a>Allows you to subscribe for:\n<ul class=\"wp-block-list\">\n<li>Inside Market, which includes fields such as Bid, Bid Quantity, Ask, Ask Quantity, Last, Last Quantity, and so on (client-side mode is coalesced up to 35ms).<\/li>\n\n\n\n<li>Market Depth, which includes all Inside Market fields and full market depth (client-side mode is coalesced up to 80ms).<\/li>\n\n\n\n<li>Detailed Depth, which includes Market Depth and full details of every order at every price level, if supported by the exchange (client-side mode is coalesced up to 80ms).<\/li>\n\n\n\n<li>Trade Data, which includes settle, open, last, close, status, and additional trade data.<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\">This class can be used to subscribe for market data for Autospreader and Aggregator instruments as well.<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><a href=\"\/tt-net-sdk\/api\/tt_net_sdk.TimeAndSalesSubscription.html\">TimeAndSalesSubscription<\/a>Allows you to subscribe for non-coalesced LTP and LTQ data.<\/li>\n\n\n\n<li><a href=\"\/tt-net-sdk\/api\/tt_net_sdk.OptionsChainSubscription.html\">OptionsChainSubscription<\/a>Allows you to subscribe to options Greeks.<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n","protected":false},"excerpt":{"rendered":"<p>TT .NET SDK provides the following classes to access market data. This class can be used to subscribe for mark [&hellip;]<\/p>\n","protected":false},"author":2,"template":"wp-custom-template-single-doc-tt-net-sdk","meta":{"_acf_changed":true,"footnotes":""},"docs-category":[771],"class_list":["post-8060","doc","type-doc","status-publish","hentry","docs-category-subscribing-for-market-data-tt-net-sdk"],"acf":[],"_links":{"self":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc\/8060","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\/8060\/revisions"}],"wp:attachment":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/media?parent=8060"}],"wp:term":[{"taxonomy":"docs-category","embeddable":true,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/docs-category?post=8060"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}