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createOrder

CreateCQGorder

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Syntax

o = createOrder(c,s,1,account,quantity)
o = createOrder(c,s,2,account,quantity,limitprice)
o = createOrder(c,s,3,account,quantity,stopprice)
o = createOrder(c,s,4,account,quantity,limitprice,stopprice)

Description

example

o= createOrder(c,s,1,account,quantity)creates aCQGOrderobjectofor a market order ofquantityshares of CQG®instrumentsusing theCQGAccountcredentials objectaccountover the CQG connectionc.

example

o= createOrder(c,s,2,account,quantity,limitprice)creates a limit order using a CQG limit pricelimitprice.

example

o= createOrder(c,s,3,account,quantity,stopprice)creates a stop order using a CQG stop pricestopprice.

example

o= createOrder(c,s,4,account,quantity,limitprice,stopprice)creates a stop limit order using CQG limit and stop prices,limitpriceandstopprice.

Examples

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To create and place a market order for shares of an instrument with the CQG Trader Com API using aCQGInstrumentobject to specify the instrument, create the connectioncusingcqgandstartUp. Register an event handler for tracking events associated with the connection status. Set up the API configuration properties. Then, register event handlers for tracking events associated with the instrument subscription, order and account. Subscribe to the instrument and create theCQGInstrumentobjectcqgInst. Then, set up the account credentialsaccountHandle. For an example demonstrating these activities, seeCreate CQG Orders. SeeCQG API Reference Guideto learn more about event handlers, API configuration properties, andCQGInstrumentobject.

Create a market order that buys one share of the subscribed securitycqgInstusing the account credentialsaccountHandle.

quantity = 1; oMarket = createOrder(c,cqgInst,1,accountHandle,quantity); oMarket.Place
ans = OrderChanged

TheCQGOrderobjectoMarketcontains the order. The CQG API executes the market order using the CQG API functionPlace. After execution, the order status changes.

Close the CQG connection.

shutDown(c)

To create and place a market order for shares of an instrument with the CQG Trader Com API, create the connectioncusingcqgandstartUp. Register an event handler for tracking events associated with connection status. Set up the API configuration properties. Then, register event handlers for tracking events associated with instrument subscription, order, and account. Subscribe to the instrument. Then, set up the account credentialsaccountHandle. For an example demonstrating these activities, seeCreate CQG Orders. To learn more about the event handlers and the API configuration properties, see theCQG API Reference Guide.

Create a market order that buys one share of the previously subscribed security'EZC'using the defined account credentialsaccountHandle.

cqgInstrumentName ='EZC'; quantity = 1; oMarket = createOrder(c,cqgInstrumentName,1,accountHandle,...quantity); oMarket.Place
ans = OrderChanged

TheCQGOrderobjectoMarketcontains the order. The CQG API executes the market order using the CQG API functionPlace. After execution, the order status changes.

Close the CQG connection.

shutDown(c)

To create and place a limit order for shares of an instrument with the CQG Trader Com API using aCQGInstrumentobject to specify the instrument, create the connectioncusingcqgandstartUp. Register an event handler for tracking events associated with connection status. Set up the API configuration properties. Then, register event handlers for tracking events associated with instrument subscription, order and account. Subscribe to the instrument and create theCQGInstrumentobjectcqgInst. Then, set up the account credentialsaccountHandle. For an example demonstrating these activities, seeCreate CQG Orders. SeeCQG API Reference Guideto learn more about the event handlers, the API configuration properties, and theCQGInstrumentobject.

To create a limit order, you can use the bid price. Extract the CQG bid objectqtBidfrom the previously definedCQGInstrumentobjectcqgInst.

qtBid = cqgInst.get('Bid');

Create a limit order that buys one share of the previously subscribed securitycqgInstusing the previously defined account credentialsaccountHandleandqtBidfor the limit price.

quantity = 1; limitprice = qtBid.get('Price'); oLimit = createOrder(c,cqgInst,2,accountHandle,quantity,...limitprice); oLimit.Place
ans = OrderChanged

TheCQGOrderobjectoLimitcontains the order. The CQG API executes the limit order using the CQG API functionPlace. After execution, the order status changes.

Close the CQG connection.

shutDown(c)

创建和停止订的股票instrument with the CQG Trader Com API using aCQGInstrumentobject to specify the instrument, create the connectioncusingcqgandstartUp. Register an event handler for tracking events associated with connection status. Set up the API configuration properties. Then, register event handlers for tracking events associated with instrument subscription, order and account. Subscribe to the instrument and create theCQGInstrumentobjectcqgInst. Then, set up the account credentialsaccountHandle. For an example demonstrating these activities, seeCreate CQG Orders. SeeCQG API Reference Guideto learn more about the event handlers, the API configuration properties, and theCQGInstrumentobject.

To create a stop order, you can use the trade price. Extract the CQG trade objectqtTradefrom the previously definedCQGInstrumentobjectcqgInst.

qtTrade = cqgInst.get('Trade');

Create a stop order that buys one share of the previously subscribed securitycqgInstusing the previously defined account credentialsaccountHandleandqtTradefor the stop price.

quantity = 1; stopprice = qtTrade.get('Price'); oStop = createOrder(c,cqgInst,3,accountHandle,quantity,...stopprice); oStop.Place
ans = OrderChanged

TheCQGOrderobjectoStopcontains the order. The CQG API executes the stop order using the CQG API functionPlace. After execution, the order status changes.

Close the CQG connection.

shutDown(c)

To create and place a stop limit order for shares of an instrument with the CQG Trader Com API using aCQGInstrumentobject to specify the instrument, create the connectioncusingcqgandstartUp. Register an event handler for tracking events associated with connection status. Set up the API configuration properties. Then, register event handlers for tracking events associated with instrument subscription, order and account. Subscribe to the instrument and create theCQGInstrumentobjectcqgInst. Then, set up the account credentialsaccountHandle. For an example demonstrating these activities, seeCreate CQG Orders. SeeCQG API Reference Guideto learn more about the event handlers, the API configuration properties, and theCQGInstrumentobject.

To create a stop limit order, you can use the bid and trade prices. Extract the CQG bid objectqtBidand the CQG trade objectqtTradefrom the previously definedCQGInstrumentobjectcqgInst.

qtBid = cqgInst.get('Bid'); qtTrade = cqgInst.get('Trade');

Create a stop limit order that buys one share of the subscribed securitycqgInstusing the defined account credentialsaccountHandleandqtBidfor the limit price andqtTradefor the stop price.

quantity = 1; limitprice = qtBid.get('Price'); stopprice = qtTrade.get('Price'); oStopLimit = createOrder(c,cqgInst,4,accountHandle,quantity,...limitprice,stopprice); oStopLimit.Place
ans = OrderChanged

TheCQGOrderobjectoStopLimitcontains the order. The CQG API executes the stop limit order using the CQG API functionPlace. After execution, the order status changes.

Close the CQG connection.

shutDown(c)

Input Arguments

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CQG connection, specified as a CQG connection object created usingcqg.

CQG instrument name, specified as a character vector, string scalar, orCQGInstrumentobject, denoting the instrument or security for the order transaction. For more information about creating aCQGInstrumentobject, see theCQG API Reference Guide. For a list of CQG instrument names, seeTradable Symbols.

CQG account credentials, specified as aCQGAccountobject. This object encapsulates all data pertinent to your account. For more information about creating aCQGAccountobject, seeCQG API Reference Guide.

CQG order quantity, specified as a numeric scalar denoting the number of shares to order. A positive number denotes a buy and a negative number denotes a sell.

Data Types:double

CQG limit price, specified as a double denoting the limit order price.

Data Types:double

CQG stop price, specified as a double denoting the stop order price.

Data Types:double

Output Arguments

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CQG order, returned as aCQGOrderobject. This object encapsulates all data necessary to execute a CQG order. For more information about creating aCQGOrderobject, seeCQG API Reference Guide.

See Also

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Topics

External Websites

Introduced in R2013b

Trading Toolbox Documentation

金宝app

A Practical Guide to Modeling Financial Risk with MATLAB

A Practical Guide to Modeling Financial Risk with MATLAB

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