createOrder

Create CQG order

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

o = createOrder(c,s,1,account,quantity) creates a CQGOrder object o for a market order of quantity shares of CQG^® instrument s using the CQGAccount credentials object account over the CQG connection c.

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

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

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

Examples

Create and Place a Market Order Using a CQGInstrument Object

To create and place a market order for shares of an instrument with the CQG Trader Com API using a CQGInstrument object to specify the instrument, create the connection c using cqg and startUp. 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 the CQGInstrument object cqgInst. Then, set up the account credentials accountHandle. For an example demonstrating these activities, see Create CQG Orders. See CQG API Reference Guide to learn more about event handlers, API configuration properties, and CQGInstrument object.

Create a market order that buys one share of the subscribed security cqgInst using the account credentials accountHandle.

quantity = 1;

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

ans =
    OrderChanged

The CQGOrder object oMarket contains the order. The CQG API executes the market order using the CQG API function Place. After execution, the order status changes.

Close the CQG connection.

shutDown(c)

Create and Place a Market Order Using a CQG Instrument Character Vector

To create and place a market order for shares of an instrument with the CQG Trader Com API, create the connection c using cqg and startUp. 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 credentials accountHandle. For an example demonstrating these activities, see Create CQG Orders. To learn more about the event handlers and the API configuration properties, see the CQG API Reference Guide.

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

cqgInstrumentName = 'EZC';
quantity = 1;

oMarket = createOrder(c,cqgInstrumentName,1,accountHandle, ...
    quantity);
oMarket.Place

ans =
    OrderChanged

The CQGOrder object oMarket contains the order. The CQG API executes the market order using the CQG API function Place. After execution, the order status changes.

Close the CQG connection.

shutDown(c)

Create and Place a Limit Order

To create and place a limit order for shares of an instrument with the CQG Trader Com API using a CQGInstrument object to specify the instrument, create the connection c using cqg and startUp. 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 the CQGInstrument object cqgInst. Then, set up the account credentials accountHandle. For an example demonstrating these activities, see Create CQG Orders. See CQG API Reference Guide to learn more about the event handlers, the API configuration properties, and the CQGInstrument object.

To create a limit order, you can use the bid price. Extract the CQG bid object qtBid from the previously defined CQGInstrument object cqgInst.

qtBid = cqgInst.get('Bid');

Create a limit order that buys one share of the previously subscribed security cqgInst using the previously defined account credentials accountHandle and qtBid for the limit price.

quantity = 1;
limitprice = qtBid.get('Price');

oLimit = createOrder(c,cqgInst,2,accountHandle,quantity, ...
    limitprice);
oLimit.Place

ans =
    OrderChanged

The CQGOrder object oLimit contains the order. The CQG API executes the limit order using the CQG API function Place. After execution, the order status changes.

Close the CQG connection.

shutDown(c)

Create and Place a Stop Order

To create and place a stop order for shares of an instrument with the CQG Trader Com API using a CQGInstrument object to specify the instrument, create the connection c using cqg and startUp. 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 the CQGInstrument object cqgInst. Then, set up the account credentials accountHandle. For an example demonstrating these activities, see Create CQG Orders. See CQG API Reference Guide to learn more about the event handlers, the API configuration properties, and the CQGInstrument object.

To create a stop order, you can use the trade price. Extract the CQG trade object qtTrade from the previously defined CQGInstrument object cqgInst.

qtTrade = cqgInst.get('Trade');

Create a stop order that buys one share of the previously subscribed security cqgInst using the previously defined account credentials accountHandle and qtTrade for the stop price.

quantity = 1;
stopprice = qtTrade.get('Price');

oStop = createOrder(c,cqgInst,3,accountHandle,quantity, ...
    stopprice);
oStop.Place

ans =
    OrderChanged

The CQGOrder object oStop contains the order. The CQG API executes the stop order using the CQG API function Place. After execution, the order status changes.

Close the CQG connection.

shutDown(c)

Create and Place a Stop Limit Order

To create and place a stop limit order for shares of an instrument with the CQG Trader Com API using a CQGInstrument object to specify the instrument, create the connection c using cqg and startUp. 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 the CQGInstrument object cqgInst. Then, set up the account credentials accountHandle. For an example demonstrating these activities, see Create CQG Orders. See CQG API Reference Guide to learn more about the event handlers, the API configuration properties, and the CQGInstrument object.

To create a stop limit order, you can use the bid and trade prices. Extract the CQG bid object qtBid and the CQG trade object qtTrade from the previously defined CQGInstrument object cqgInst.

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

Create a stop limit order that buys one share of the subscribed security cqgInst using the defined account credentials accountHandle and qtBid for the limit price and qtTrade for 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

The CQGOrder object oStopLimit contains the order. The CQG API executes the stop limit order using the CQG API function Place. After execution, the order status changes.

Close the CQG connection.

shutDown(c)

Input Arguments

c — CQG connection

connection object

CQG connection, specified as a CQG connection object created using cqg.

s — CQG instrument name

character vector | string scalar | CQGInstrument object

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

account — CQG account credentials

CQGAccount object

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

quantity — CQG order quantity

numeric scalar

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

limitprice — CQG limit price

double

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

Data Types: double

stopprice — CQG stop price

double

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

Data Types: double

Output Arguments

o — CQG order

CQGOrder object

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

Version History

Introduced in R2013b