This short program demonstrates how to connect and use the raw socket API to communicate with MultiTradex\TMS clients. It basically involves sending and receiving data over TCP connections and then decoding and forming messages as dictated in the API specification. The demonstration includes examples on subscribing to new prices, adding/amending/cancelling orders, and receiving price and order updates in real-time. Since most mainstream programming languages support sockets, this example can be easily adpated to other langauges such as C/C++, Java, Python etc. To build and run this demo, you need Visual Studio 2010 and above. The free/community version can always be downloaded from Microsoft.