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Metro Documentation Portal
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Subway API
  • Metro
    • Metro Modelling and Pricing
    • Metro Automated Missions
    • Metro Risk Management
    • Metro Trade Sheets
    • Metro Wizards
    • Exchange Specific
    • Glossary
  • Freeway API
    • Documentation Resources
    • Freeway Essentials
    • Widgets and Examples
    • Custom Volatility Curves
  • Subway API
    • Overview
    • Administration
    • Market Data
    • Trade Accounts
    • Trades
    • Orders
    • Quotes
    • Theoretical Model
    • Risk
      Back to home
      1. Metro Documentation Portal
      2. Subway API
      • Metro
        • Metro Modelling and Pricing
        • Metro Automated Missions
        • Metro Risk Management
        • Metro Trade Sheets
        • Metro Wizards
        • Exchange Specific
        • Glossary
      • Freeway API
        • Documentation Resources
        • Freeway Essentials
        • Widgets and Examples
        • Custom Volatility Curves
      • Subway API
        • Overview
        • Administration
        • Market Data
        • Trade Accounts
        • Trades
        • Orders
        • Quotes
        • Theoretical Model
        • Risk

      Subway API

      A socket-based API for programmatically controlling Metro.

      Overview

      • Messages
      • Index of Fields
      • Error Noification

      Administration

      • Users
      • Instruments and Symbols
      • Heartbeats
      • Login and Logoff

      Market Data

      • Market Data Responses
      • Marktet Data Snapshots
      • Subscribe by Instrument
      • Subscribe by Class

      Trade Accounts

      • Account Snapshot

      Trades

      • Trade Notifications
      • Trade Snapshots
      • Trade Entry / Modification

      Orders

      • Order Entry / Modification
      • Order Updates
      • Cancel Orders

      Quotes

      • Cancel Quotes
      • Quote Settings
      • Tick Level

      Theoretical Model

      • Update Theos
      • Flush Cache
      • Model Settings Snapshot
      • Settings Lean
      • Update Model Parameters
      • Fetch Theo Values
      • Update Skew and Vol Path
      See more

      Risk

      • Risk Report
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      Exegy is a global leader in low-latency market data, execution technology, trading platforms, and predictive signals.
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