C++ Trading API Examples for Market Data, Indicators, and Futures

Summary

This document is a broad C++ API example for an algorithmic trading platform. It demonstrates retrieving ticker, order book, account, position, and bar data; checking returned objects for validity; and making concurrent market data requests with optional wait timeouts. It also shows how to calculate EMA and MACD values from bar records and log results, alongside examples of charts, tables, persistent values, hashing, and system information.

The futures section illustrates selecting a contract, setting margin and trade direction, querying positions, and receiving commodity futures updates. The material is an API usage demonstration rather than a trading strategy: it supplies no entry or exit rules, performance evidence, or risk analysis. Many examples depend on platform-specific interfaces and exchange names, so users would need to verify compatibility, data validity, and execution behavior in their own environment.

Key ideas

• Check validity flags on returned market data and account objects before using them.
• Concurrent API requests can be awaited with or without a timeout.
• Bar data can be passed to built-in tools for EMA and MACD calculations.
• The example includes futures contract selection, margin configuration, and position queries.
• The document demonstrates platform plumbing and gives no tested strategy results.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.