public static void Run() { Security sec = new Security() { Id = 1, Type = SecurityType.Future, Group = "GC", Product = "GC", Contract = "GCZ6" }; var tod = DateTime.UtcNow.TimeOfDay; var ts = new TradingSession(); Random rand = new Random(); int port = 7000 + rand.Next(0, 100); TradingEngine exc = new TradingEngine(null, ts, "CME", "G"); exc.AddSecurity(sec); exc.Start(IPAddress.Loopback, port); ts.Update(SecurityTradingStatus.Open); Thread.Sleep(100); var client = new Client("ABC123N", "Operator1", "IE", "CME", "G", null, "Acc1"); client.Connect(IPAddress.Loopback, port); Thread.Sleep(100); client.Logon("password"); int oid1 = client.CreateLimitOrder(sec, Side.Buy, 3, 100); Thread.Sleep(100); // we need to wait to hear the ack to get an OrderId client.UpdateOrder(oid1, sec, OrderType.Limit, TimeInForce.Day, null, Side.Buy, 105, null, 5, null, null); client.DeleteOrder(oid1, sec, Side.Buy); Thread.Sleep(100); }