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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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