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createOrderSet

Create order set for X_TRADER

Description

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.

example

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 Arguments

Specify optional pairs of arguments as Name1=Value1,...,NameN=ValueN, where Name is the argument name and Value is the corresponding value. Name-value arguments must appear after other arguments, but the order of the pairs does not matter.

Before R2021a, use commas to separate each name and value, and enclose Name in quotes.

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

Version History

Introduced in R2013a