Sections: #1. Connection #2. Request a monitoring ID #3. Monitoring using the ID #4. Unsubscribe

1. Connection

Connect to TT Live server: ttConnect()

options(warn=-1)
require(rFdk)
## Loading required package: rFdk
ttConnect()
## Loading required package: rClr
## Loading the dynamic library for Microsoft .NET runtime...
## Loaded Common Language Runtime version 4.0.30319.42000
## Loading required package: stringi
## Loading required package: data.table
## [1] TRUE

2. Request a monitoring ID

sym = ttFeed.Subscribe("EURUSD", 2)

3. Monitoring using the ID

ttFeed.GetLevel2(sym)
##    bidPrice bidVolume askPrice askVolume          createTime
## 1:  1.12468     1e+06  1.12471     1e+06 2016-09-13 12:21:55
## 2:  1.12466     1e+05  1.12472     1e+05 2016-09-13 12:21:55
Sys.sleep(3)

ttFeed.GetLevel2(sym)
##    bidPrice bidVolume askPrice askVolume          createTime
## 1:  1.12468     1e+06  1.12471     1e+06 2016-09-13 12:21:55
## 2:  1.12466     1e+05  1.12472     1e+05 2016-09-13 12:21:55
Sys.sleep(3)

ttFeed.GetLevel2(sym)
##    bidPrice bidVolume askPrice askVolume          createTime
## 1:  1.12468     1e+06  1.12471     1e+06 2016-09-13 12:21:55
## 2:  1.12466     1e+05  1.12472     1e+05 2016-09-13 12:21:55

4. Unsubscribe

# Commented as it takes to long
ttFeed.Unsubscribe(sym)
## NULL