createOrderSet

Create order set for X_TRADER

Description

example

createOrderSet(X) creates an xtrdr order set with empty properties. You can set the properties individually using X_TRADER® API options. For details, see the Trading Technologies® X_TRADER API RTD Tutorial or X_TRADER API Class Reference.

example

createOrderSet(X,S) creates an xtrdr order set defined by the structure S with fields corresponding to X_TRADER API options. For details, see the Trading Technologies X_TRADER API RTD Tutorial or X_TRADER API Class Reference.

example

createOrderSet(X,Name,Value) creates an order set using X_TRADER API options specified by one or more Name,Value pair arguments with names and values corresponding to X_TRADER API options. For details, see the Trading Technologies X_TRADER API RTD Tutorial or X_TRADER API Class Reference.

Examples

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Start X_TRADER.

X = xtrdr;

Create an order set without any properties.

createOrderSet(X)

Close the connection.

close(X)

Start X_TRADER.

X = xtrdr;

Define an input structure, S, with fields corresponding to X_TRADER API options.

S = [];
S.Count = 0;
S.Alias = '';
S.ReadProperties = 'b';
S.WriteProperties = 'b';
S.EnableOrderSetUpdates = -1;
S.EnableOrderFillData = 0;
S.EnableOrderSend = 0;
S.EnableOrderAutoDelete = 0;
S.QuotingOrderProfile = [];
S.DebugLogLevel = 3;
S.QuoteWithCancelReplace = 0;
S.EnableOrderUpdateData = 0;
S.EnableFillCaching = 0;
S.AvgOpenPriceMode = 'NONE';
S.EnableOrderRejectData = 0;
S.OrderStatusNotifyMode = 'ORD_NOTIFY_NONE';

Create an order set.

createOrderSet(X,S)

Close the connection.

close(X)

Start X_TRADER.

X = xtrdr;

Create an order set using name-value pair arguments corresponding to X_TRADER API options.

createOrderSet(X,'Count',0,'Alias','','ReadProperties','b',...
              'WriteProperties','b','EnableOrderSetUpdates',-1,...
              'EnableOrderFillData',0,'EnableOrderSend',0,...
              'EnableOrderAutoDelete',0,'QuotingOrderProfile',[],...
              'DebugLogLevel,3,'QuoteWithCancelReplace',0,...
              'EnableOrderUpdateData',0,'EnableFillCaching',0,...
              'AvgOpenPriceMode','NONE','EnableOrderRejectData',0,...
              'OrderStatusNotifyMode','ORD_NOTIFY_NONE')

Close the connection.

close(X)

Input Arguments

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X_TRADER connection, specified as a connection object created using xtrdr.

X_TRADER API properties, specified as a structure where the field names match the X_TRADER API properties. For details, see the Trading Technologies X_TRADER API RTD Tutorial or X_TRADER API Class Reference.

Example: S = [];
S.Exchange = 'Eurex';
S.Product = 'OGBM';
S.ProdType = 'Option';
S.Contract = 'Jan12 P12300';
S.Alias = 'TestInstrument3';

Data Types: struct

Name-Value Pair Arguments

Specify optional comma-separated pairs of Name,Value arguments. Name is the argument name and Value is the corresponding value. Name must appear inside quotes. You can specify several name and value pair arguments in any order as Name1,Value1,...,NameN,ValueN.

Example: createOrderSet(X,'Count',0,'Alias','','ReadProperties','b','WriteProperties','b','EnableOrderSetUpdates',-1,'EnableOrderFillData',0,'EnableOrderSend',0,'EnableOrderAutoDelete',0,'QuotingOrderProfile',[]'DebugLogLevel,3,'QuoteWithCancelReplace',0,'EnableOrderUpdateData',0,'EnableFillCaching',0,'AvgOpenPriceMode','NONE','EnableOrderRejectData',0,'OrderStatusNotifyMode','ORD_NOTIFY_NONE')

X_TRADER API options, specified as a character vector or string scalar using the details described in Trading Technologies X_TRADER API RTD Tutorial or X_TRADER API Class Reference.

Data Types: char | string

X_TRADER API options, specified as a character vector or string scalar using the details described in Trading Technologies X_TRADER API RTD Tutorial or X_TRADER API Class Reference.

Data Types: char | string

Introduced in R2013a