Can you filter Trade Subscription by product? Thanks!
Answer by trishmessina · May 07, 2020 at 03:35 PM
@kevinwilson21 Yes with the caveat that you have to write the filter. Derive your custom filter from TradeSubscriptionFilter, implement the abstract methods and use that filter by calling TradeSubscription.SetFilter(). For a product filter, in the IsMatch methods, just check if the incoming order/fill instrument is the product you want to see.
Okay great, once you said that it jarred my memory and I found some old code on api that works great. Thank you.
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