Web API Documentation
The Web API protocol found at the bottom of this page is the primary reference for the interface. It includes extensive comments and explanations as well as specific documentation necessary to construct client messages and interpret server messages.
Basic API Examples
If you are just getting started with the Web API, you may find it helpful to study the basic sample code packages below. Here you will find comments regarding special concepts necessary to working efficiently with the interface. Each sample module demonstrates all the necessary steps to accomplishing its basic function; e.g. all modules include the functions for connecting to the server and logging in with user credentials. Please note these samples stop short of recommending best practices for error handling or memory management.
|Python basic samples||Download|
Full-Featured Application Samples
Examples of many common use cases can be found in the more full-featured sample code packages, including exchange order book details (DOM data), order routing and related order details, and account information.
|C# Instrument subscription sample (.zip)||Download|
|C# market data and order routing sample (.zip)||Download|