I am developing a trading application based on NT. I want to get market data updates and order related updates from NT to external C# based app. My app need to get market data from NT and generates orders. I saw dll based connectivity but using dll I have to call function MarketData to get latest bid/ask etc. Similarly for updates of orders, I have to call dll function get to updated order status. Is it possible to get order updates and market data automatically? Like I subscribe for market data and register some callback and whenever there is new tick, NT send it to my app and same for orders. Because it does not seem to be practical to keep calling dll functions to get latest market data and order status. Please advise Is it somehow possible to receive market data and order updates automatically without explicitly calling function to get update?
Thanks,
Zubair
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