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Create and Manage a Bloomberg EMSX Order

This example shows how to connect to Bloomberg® EMSX, create an order, and interact with the order.

For details about Bloomberg EMSX, see the EMSX API Programmer’s Guide using the WAPI <GO> option from the Bloomberg terminal.

Connect to Bloomberg EMSX

Connect to the Bloomberg EMSX test service. Display the current event queue contents using processEvent.

c = emsx('//blp/emapisvc_beta');
processEvent(c)
c = 
 
  emsx with properties:

      Session: [1x1 com.bloomberglp.blpapi.Session]
      Service: [1x1 com.bloomberglp.blpapi.impl.aQ]
    Ipaddress: 'localhost'
         Port: 8194

SessionConnectionUp = {
    server = localhost/127.0.0.1:8194
}

SessionStarted = {
}

ServiceOpened = {
    serviceName = //blp/emapisvc_beta
}

MATLAB® returns c as the connection to the Bloomberg EMSX test service with the following:

  • Bloomberg EMSX session object

  • Bloomberg EMSX service object

  • IP address of the machine running the Bloomberg EMSX test service

  • Port number of the machine running the Bloomberg EMSX test service

processEvent displays events associated with connecting to Bloomberg EMSX.

Set Up the Order Subscription

Subscribe to order events using the Bloomberg EMSX connection c associated with these Bloomberg EMSX fields.

fields = {'EMSX_TICKER','EMSX_AMOUNT','EMSX_FILL'};

[events,subs] = orders(c,fields)
events = 

                       MSG_TYPE: {'E'}
                   MSG_SUB_TYPE: {'O'}
                   EVENT_STATUS: 4
                   ...

subs =
 
com.bloomberglp.blpapi.SubscriptionList@4bc3dc78

events contains fields for the events associated with the existing Bloomberg EMSX orders. subs contains the Bloomberg EMSX subscription list object.

Create the Order

Create an order request structure order for a buy market order of 400 shares of IBM®. Specify the broker as EFIX, use any hand instruction, and set the time in force to DAY.

order.EMSX_ORDER_TYPE = 'MKT';
order.EMSX_SIDE = 'BUY';
order.EMSX_TICKER = 'IBM';
order.EMSX_AMOUNT = int32(400);
order.EMSX_BROKER = 'EFIX';
order.EMSX_HAND_INSTRUCTION = 'ANY';
order.EMSX_TIF = 'DAY';

Create the order using the Bloomberg EMSX connection c and the order request structure order.

events = createOrder(c,order)
order_events = 
    
		EMSX_SEQUENCE: 354646
		      MESSAGE: 'Order created'

The default event handler processes the events associated with creating the order. createOrder returns events as a structure that contains these fields:

  • Bloomberg EMSX order number

  • Bloomberg EMSX message

Modify the Order

Define the structure modorder that contains these fields:

  • Bloomberg EMSX order sequence number EMSX_SEQUENCE

  • Bloomberg EMSX ticker symbol EMSX_TICKER

  • Bloomberg EMSX number of shares EMSX_AMOUNT

This code modifies order number 354646 for 200 shares of IBM. Convert the numbers to 32-bit signed integers using int32.

modorder.EMSX_SEQUENCE = int32(354646);
modorder.EMSX_TICKER = 'IBM';
modorder.EMSX_AMOUNT = int32(200);

Modify the order using the Bloomberg EMSX connection c and modify order structure modorder.

events = modifyOrder(c,modorder)
events = 

    EMSX_SEQUENCE: 354646
          MESSAGE: 'Order Modified'

The default event handler processes the events associated with modifying an order. modifyOrder returns events as a structure that contains these fields:

  • Bloomberg EMSX order number

  • Bloomberg EMSX message

Delete the Order

Define the structure ordernum that contains the order sequence number 354646 for the order to delete. Delete the order using the Bloomberg EMSX connection c and the delete order number structure ordernum.

ordernum.EMSX_SEQUENCE = 354646;

events = deleteOrder(c,ordernum)
events = 
    
      STATUS: '0'
     MESSAGE: 'Order deleted'

The default event handler processes the events associated with deleting an order. deleteOrder returns events as a structure that contains these fields:

  • Bloomberg EMSX status

  • Bloomberg EMSX message

Stop the Order Subscription

Unsubscribe from order events using the Bloomberg EMSX subscription list object subs.

c.Session.unsubscribe(subs)

Close the Bloomberg EMSX Connection

close(c)

See Also

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