The purpose of this documents it to introduce allowed third party programmers to implement financial applications and fully integrated external plug-ins using ECN2API libraries. For the most demanding trading solutions, ECN2 Technologies offers an Application Protocol Interface (API) which operates through ECN2 Api, to create a direct link with your front end. The API is a software component intended for the development of applications accessing the services of ECN2 Trader™, and is currently available as a set of .NET 3.5 DLL libraries to facilitate its access and programming through an intuitive and object based programming language.
ECN2 API allows traders to take full advantage of some of the richest
functionalities that our designed DMA system has to offer. The API environment will allow your application to interact with the infrastructure to perform advanced functions such as: Quote subscription (including Depth of Market), Data Broadcasting, Advanced trading on a fully proprietary algorithms, Historical Rates Queries (including ticks data and range based queries), and Reporting.
Using the ECN2 API class you can:
- Access the list of connected feeds;
- Request to connect or disconnect one or a list of feeds;
- Receive real time alerts on connections change events;
- Receive real time alerts on counterpart messages updates;
- Place orders type supported by the selected counterpart;
- Receive real time Market rates and price updates
- Receive depth of market (level 2) both in aggregated or extended method (for supported Data-Feeds);
- Query for Historical data displayed in full customized timeframes;
- Request Ticks, Range based and bars history data;
- Access ECN2 Server to receive market replay data;
- Retrieve Margin account information, including Balance and execution history;
- Manage orders modification, including send or cancel orders (as supported by the counterpart);
- Receive real Time Order Status updates;
- Request Orders and execution historiy, active orders status and portfolio updates;
- Access detailed info on any symbol or contract offered by the counterpart;
- Access user account info and activation status;
- Activate a DDE server to share Real Time data with Microsoft Excel or based application or other DDE clients.