Entwickler-Example

TPRAccess Interface – Developer Documentation

Quick Start

Download

First, download the required DLL:

Download TPRAccess.dll

Then extract the file TPRAccess.zip.

Integrating the DLL Interface

Project Configuration (.NET Core)

Usage

After successful integration, you can use the interface as follows:

using TPRAccess;
            

Connection & Login

TPRClientLanguages

connection.ClientLanguage = TPRClientLanguages.German;

TPRServerConnection

The TPRServerConnection object initializes the connection to the API and provides all core functions of the interface.

A connection cannot be established without a valid Developer ID.

Login

The Login method logs the user into the Tai-Pan server and initializes the session for subsequent API calls.

bool ok = connection.Login(string "CustomerID", string "Password");
        

bool Login(string customerId, string password)

Parameter Return Value Possible Error Causes

Client Information

GetConnectionClientInfo can be used to retrieve information about the client or DLL version currently in use.

Parameter Return Value Properties

User Data

GetUserInfo

var userInfo = connection.GetUserInfo();

Signature

TPRUserInfo GetUserInfo()

Return Value

TPRUserInfo

The TPRUserInfo object provides user-specific information, notification settings, and available collections such as watchlists, exchanges, and subscriptions.

Data Collections

Catalog Structure

GetCatalogStructure can be used to load the complete catalog structure including folders and entries. Catalogs represent a folder structure of securities grouped by exchanges, markets, or thematic categories. The method provides both the hierarchical structure and direct access to all contained folder and catalog objects.

var entries = new List();
        var folders = new Dictionary();
        var items = new Dictionary();
        
        connection.GetCatalogStructure(ref entries, ref folders, ref items);
        

GetCatalogStructure Signature

bool GetCatalogStructure(
            ref List entries,
            ref Dictionary folders,
            ref Dictionary items
        )

Parameters Return Value

Search

The Search function allows searching for securities using different search types such as symbol, ISIN, name, or internal identifiers. Additionally, the search can be restricted to specific security types and exchanges.

TPRSearchTypes

Search

var result = connection.Search(
            TPRSearchTypes.Name,
            string "Daimler",
            TPRSecurityType.All.Id,
            0
        );
        

Signature

TPRSymbolList Search(
            TPRSearchTypes searchType,
            string searchText,
            int securityTypeId,
            int exchangeId
        )

Parameters Return Value

TPRSecurityType

Watchlists

The watchlist functions allow creating, managing, and loading personal watchlists. Securities can be added individually, in groups, or directly from search results.

---

AddWatchList

Creates a new watchlist.

Signature

TPRWatchList AddWatchList(string name)

Parameters Return Value Example

var watchlist = userInfo.WatchLists.AddWatchList(string "My Watchlist");

---

Add (Single Instrument)

Adds a single instrument to the watchlist.

Example

watchlist.Add(169286);

Signature

void Add(int symbolNo)

Parameters

---

Add (Multiple Instruments)

Adds multiple instruments to the watchlist at the same time.

Example

watchlist.Add(new List<int> {169286, 79514});

Signature

void Add(List<int> symbolNumbers)

Parameters

---

Add (From Search Result)

Adds all instruments from a search result list to the watchlist.

Example

watchlist.Add(result);

Signature

void Add(TPRSymbolList symbols)

Parameters

---

GetWatchListContent

Loads the contents of a watchlist.

Example

var entries = connection.GetWatchListContent(watchlist.Id);

Signature

TPRSymbolList GetWatchListContent(int watchListId)

Parameters Return Value

---

DeleteWatchList

Deletes an existing watchlist.

Example

userInfo.WatchLists.DeleteWatchList(watchlist.Id);

Signature

bool DeleteWatchList(int watchListId)

Parameters Return Value

Realtime Push Feed

The Realtime Push Feed enables the reception of real-time data and push messages for subscribed securities. Instruments can be subscribed to or removed dynamically, while incoming feed messages can continuously be processed.

Processing Feed Messages – Code Example

TPRPushFeedMessage pfm = m_PushFeed.GetNextPushFeedMessage();
        if (pfm != null)
        {
            do
            {
                switch (pfm.MessageType)
                {
                    case TPRPushFeedMessageTypes.Quote:
                        var TickMessage = pfm as TPRQuoteTickMessage;
        
                        switch (TickMessage.QuoteType)
                        {
                            case TPRQuoteTypes.Ask:
                                // TickMessage.QuoteTick.Quote
                                // TickMessage.QuoteTick.Volume
                                // TickMessage.QuoteTick.Time
                                break;
        
                            case TPRQuoteTypes.Last:
                                // TickMessage.QuoteTick.Quote
                                // TickMessage.QuoteTick.Volume
                                // TickMessage.QuoteTick.Time
                                break;
        
                            case TPRQuoteTypes.Bid:
                                // TickMessage.QuoteTick.Quote
                                // TickMessage.QuoteTick.Volume
                                // TickMessage.QuoteTick.Time
                                break;
        
                            case TPRQuoteTypes.OFF_MARKET:
                                // TickMessage.QuoteTick.Quote
                                // TickMessage.QuoteTick.Volume
                                // TickMessage.QuoteTick.Time
                                break;
        
                            case TPRQuoteTypes.Auction:
                                // TickMessage.QuoteTick.Quote
                                // TickMessage.QuoteTick.Volume
                                // TickMessage.QuoteTick.Time
                                break;
        
                            case TPRQuoteTypes.OpenInterest:
                                // TickMessage.QuoteTick.Quote
                                // TickMessage.QuoteTick.Volume
                                // TickMessage.QuoteTick.Time
                                break;
                        }
                        break;
        
                    case TPRPushFeedMessageTypes.MarketDepth:
                        var MarketDepthMessage = pfm as TPRMarketDepthMessage;
        
                        // MarketDepthMessage.QuoteTick.Quote
                        // MarketDepthMessage.QuoteTick.Time
                        // MarketDepthMessage.QuoteTick.Volume
                        // MarketDepthMessage.QuoteType
                        // MarketDepthMessage.Position
                        break;
                }
        
                m_PushFeed.ReturnFeedMessage(pfm);   // Release memory
                pfm = m_PushFeed.GetNextPushFeedMessage();
        
            } while (pfm != null);
        }
        

---

GetPushFeed

Creates a TPRPushFeed object for receiving realtime messages.

Signature

TPRPushFeed GetPushFeed()

Return Value Initialization

var feed = connection.GetPushFeed();
        feed.ConnectFeed();

---

SubscribeSymbol

Subscribes realtime data for a single instrument.

Example

feed.SubscribeSymbol(169286);

Signature

bool SubscribeSymbol(int symbolNo)

Parameters Return Value

---

SubscribeSymbol (Multiple Instruments)

Subscribes realtime data for multiple instruments simultaneously.

Example

feed.SubscribeSymbol(new List<int> {169286, 79514});

Signature

bool SubscribeSymbol(List<int> symbolNumbers)

Parameters Return Value

---

UnsubscribeSymbol

Removes an existing realtime subscription.

Example

feed.UnsubscribeSymbol(169286);

Signature

bool UnsubscribeSymbol(int symbolNo)

Parameters Return Value

---

GetNextPushFeedMessage

Reads the next available feed message.

Example

var msg = feed.GetNextPushFeedMessage();

Signature

TPRPushFeedMessage GetNextPushFeedMessage()

Return Value TPRQuoteTypes (Quote Types)

TPRPushFeedMessageTypes

Disconnect

feed.DisconnectFeed();

Candle Charts

GetCandleChart can be used to load historical candle or price data for a security. Both daily data and compressed intervals such as minute candles can be retrieved.

GetCandleChart

Available Overloads

TPRCandleList GetCandleChart(int symbolNo, DateTime from)
        TPRCandleList GetCandleChart(int symbolNo, int compression, int count)
        TPRCandleList GetCandleChart(int symbolNo, int compression, DateTime from)
        

Parameters Return Value Daily Data

var candles = connection.GetCandleChart(169286, DateTime.Now.AddDays(-10));

Minute Data

var candles = connection.GetCandleChart(169286, 15, DateTime.Now.AddDays(-10));

By Count

var candles = connection.GetCandleChart(169286, 12, 42);

Intraday Charts

GetIntradayChart can be used to load intraday price data and tick data for securities. Different quote types such as last, bid, or ask prices as well as different time ranges and detail levels can be requested.

Important Overloads

TPRQuoteTickList GetIntradayChart(int symbolNo, DateTime from)
        TPRQuoteTickList GetIntradayChart(int symbolNo, DateTime from, int dayCount)
        bool GetIntradayChart(int symbolNo, DateTime from, out TPRQuoteTickList last, out TPRQuoteTickList ask, out TPRQuoteTickList bid, int dayCount)
        TPRQuoteTickList GetIntradayChart(SymbolNo startDate, DateTime endDateThisLoad, TPRQuoteTypes quoteType)
        

Parameters TPRQuoteTypes (Quote Types) Return Value Simple

var ticks = connection.GetIntradayChart(169286, DateTime.Now.AddDays(-1));

With Bid/Ask

TPRQuoteTickList last, ask, bid;
        connection.GetIntradayChart(169286, DateTime.Now.AddDays(-3), out last, out ask, out bid, 1);

With QuoteType

var ticks = connection.GetIntradayChart(169286, DateTime.Now.AddDays(-1), DateTime.Now, TPRQuoteTypes.last);

Market Depth

GetMarketDepth can be used to retrieve the current market depth (Level 2) of an instrument. Both the bid and ask sides of the order book including price and volume information are available.

var depth = connection.GetMarketDepth(169286);

Signature

TPRMarketDepth GetMarketDepth(int symbolNo)

Parameters Return Value Ask

foreach (var a in depth.Ask)
        {
            var price = a.Quote;
        }
        

Bid

foreach (var b in depth.Bid)
        {
            var price = b.Quote;
        }
        

Options Matrix

GetOptionsMatrix can be used to load the structured options matrix of an underlying instrument. The matrix contains available options and warrants including expirations, strike prices, and additional market data.

var matrix = connection.GetOptionsMatrix(169286);

Signature

TPROptionsMatrix GetOptionsMatrix(int symbolNo)

Parameters Return Value

Objects

TPRSymbol

TPRCandle

TPRQuoteTick

Notes