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NAQ Professional Data Feed API (Level I and Level II)

Methods


The following methods are used with the NAQ Professional Data Feed API.
Method Description
Initialize Initializes the data feed connection.
Login Authenticates an RT Trader Pro login.
Ping Pings an NAQ server to keep connection alive.
CloseSocket Closes the socket(s) that were in use.
Watch Adds a real-time watch of a Level I symbol.
Remove Removes a real-time watch of a Level I symbol.
WatchL2 Adds a real-time watch to a Level II symbol.
RemoveL2 Removes a real-time watch of a Level II symbol.
EnumFields Starts enumeration of allowed field names.
AddField Adds a field to the grid interface.
RemoveField Removes a field from the grid interface.
GetTickHistory Requests tick history for a specific date.
GetSecHistoryBySpan Requests second bar history by time span.
GetSecHistoryByPeriods Requests second bar history by number of records.
GetMinHistoryBySpan Requests minute bar history by time span.
GetMinHistoryByPeriods Requests minute bar history by number of records.
GetDayHistoryBySpan Requests daily bar history by time span.
GetDayHistoryByPeriods Requests daily bar history by number of records.
GetNewsHeadlines Requests news headlines related to a specific symbol.
GetNewsStory Requests news story text based on News Story ID