createOrderAndRoute

Create and route Bloomberg EMSX order

Syntax

  • events = createOrderAndRoute(c,order) example
  • events = createOrderAndRoute(c,order,'timeOut',timeout) example
  • createOrderAndRoute(___,'useDefaultEventHandler',false) example
  • ___ = createOrderAndRoute(c,order,options) example

Description

example

events = createOrderAndRoute(c,order) creates and routes a Bloomberg® EMSX order using Bloomberg EMSX connection c and order request order. createOrderAndRoute returns the order sequence number, route number, and status message using the default event handler.

example

events = createOrderAndRoute(c,order,'timeOut',timeout) specifies a timeout value timeout for the execution of the default event handler.

example

createOrderAndRoute(___,'useDefaultEventHandler',false) creates and routes a Bloomberg EMSX order using any of the input arguments in the previous syntaxes and a custom event handler. Write a custom event handler to process the events associated with creating and routing orders. This syntax does not have an output argument because the custom event handler processes the contents of the event queue. If you want to use the default event handler instead, set the flag 'useDefaultEventHandler' to true and use the events output argument. By default, the flag 'useDefaultEventHandler' is set to true.

example

___ = createOrderAndRoute(c,order,options) uses the options structure to customize the output, which is useful to preconfigure and save your options for repeated use. The available options structure fields are timeOut and useDefaultEventHandler. Use the events output argument when useDefaultEventHandler is set to true and omit this output argument when useDefaultEventHandler is set to false.

Examples

expand all

Create and Route an Order Using the Default Event Handler

To create and route a Bloomberg EMSX order, create the connection c using emsx and set up the order and route subscription using orders and routes. For an example showing these activities, see Manage a Bloomberg EMSX Order and Route.

Create the order request structure order to define the order parameters. This code creates a buy market order for 100 shares of IBM®. This code uses the broker BB with the time in force set to DAY and any hand instruction. Convert the number of shares to a 32-bit signed integer using int32.

order.EMSX_TICKER = 'IBM';
order.EMSX_AMOUNT = int32(100);
order.EMSX_ORDER_TYPE = 'MKT';
order.EMSX_BROKER = 'BB';
order.EMSX_TIF = 'DAY';
order.EMSX_HAND_INSTRUCTION = 'ANY';
order.EMSX_SIDE = 'BUY';

Create and route the order using the Bloomberg EMSX connection c and order.

events = createOrderAndRoute(c,order)
events = 
    
    EMSX_SEQUENCE: 335877
    EMSX_ROUTE_ID: 1
          MESSAGE: 'Order created and routed' 

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

  • Bloomberg EMSX order number

  • Bloomberg EMSX route identifier

  • Bloomberg EMSX message

Unsubscribe from order and route events using the Bloomberg EMSX subscription list objects osubs and rsubs. This code assumes that orders creates osubs and routes creates rsubs.

b.Session.unsubscribe(osubs)
b.Session.unsubscribe(rsubs)

Close the Bloomberg EMSX connection.

close(c)

Create and Route an Order Using a Timeout

To create and route a Bloomberg EMSX order, create the connection c using emsx and set up the order and route subscription using orders and routes. For an example showing these activities, see Manage a Bloomberg EMSX Order and Route.

Create the order request structure order to define the order parameters. This code creates a buy market order for 100 shares of IBM. This code uses the broker BB with the time in force set to DAY and any hand instruction. Convert the number of shares to a 32-bit signed integer using int32.

order.EMSX_TICKER = 'IBM';
order.EMSX_AMOUNT = int32(100);
order.EMSX_ORDER_TYPE = 'MKT';
order.EMSX_BROKER = 'BB';
order.EMSX_TIF = 'DAY';
order.EMSX_HAND_INSTRUCTION = 'ANY';
order.EMSX_SIDE = 'BUY';

Create and route the order using the Bloomberg EMSX connection c and order. Set the timeout value to 200 milliseconds. timeOut specifies how long the event handler listens to the queue for an event for each iteration of the code.

events = createOrderAndRoute(c,order,'timeOut',200)
events = 
    
    EMSX_SEQUENCE: 335877
    EMSX_ROUTE_ID: 1
          MESSAGE: 'Order created and routed' 

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

  • Bloomberg EMSX order number

  • Bloomberg EMSX route identifier

  • Bloomberg EMSX message

Unsubscribe from order and route events using the Bloomberg EMSX subscription list objects osubs and rsubs. This code assumes that orders creates osubs and routes creates rsubs.

b.Session.unsubscribe(osubs)
b.Session.unsubscribe(rsubs)

Close the Bloomberg EMSX connection.

close(c)

Create and Route an Order Using a Custom Event Handler

To create and route a Bloomberg EMSX order, create the Bloomberg EMSX connection c using emsx and set up the order and route subscription using orders and routes. For an example showing these activities, see Manage a Bloomberg EMSX Order and Route.

Create the order request structure order to define the order parameters. This code creates a buy market order for 100 shares of IBM. This code uses the broker BB with the time in force set to DAY and any hand instruction. Convert the number of shares to a 32-bit signed integer using int32.

order.EMSX_TICKER = 'IBM';
order.EMSX_AMOUNT = int32(100);
order.EMSX_ORDER_TYPE = 'MKT';
order.EMSX_BROKER = 'BB';
order.EMSX_TIF = 'DAY';
order.EMSX_HAND_INSTRUCTION = 'ANY';
order.EMSX_SIDE = 'BUY';

Suppose you create a custom event handler function called eventhandler with input argument c. Run eventhandler using timer. Start the timer to run eventhandler immediately using start. For details, see Writing and Running Custom Event Handler Functions.

t = timer('TimerFcn',{@eventhandler,c},'Period',1,...
          'ExecutionMode','fixedRate')
start(t)

t is the MATLAB® timer object. For details, see timer.

Create and route the order using the Bloomberg EMSX connection c and order. Set the flag 'useDefaultEventHandler' to false so that eventhandler processes the events associated with creating and routing an order.

createOrderAndRoute(c,order,'useDefaultEventHandler',false)

Unsubscribe from order and route events using the Bloomberg EMSX subscription list objects osubs and rsubs. This code assumes that orders creates osubs and routes creates rsubs. Stop the timer to stop data updates using stop.

b.Session.unsubscribe(osubs)
b.Session.unsubscribe(rsubs)
stop(t)

Delete the timer if you are done processing data updates using delete.

delete(t)

Close the Bloomberg EMSX connection.

close(c)

Create and Route an Order Using an Options Structure

To create and route a Bloomberg EMSX order, create the connection c using emsx and set up the order and route subscription using orders and routes. For an example showing these activities, see Manage a Bloomberg EMSX Order and Route.

Create the order request structure order to define the order parameters. This code creates a buy market order for 100 shares of IBM. This code uses the broker BB with the time in force set to DAY and any hand instruction. Convert the number of shares to a 32-bit signed integer using int32.

order.EMSX_TICKER = 'IBM';
order.EMSX_AMOUNT = int32(100);
order.EMSX_ORDER_TYPE = 'MKT';
order.EMSX_BROKER = 'BB';
order.EMSX_TIF = 'DAY';
order.EMSX_HAND_INSTRUCTION = 'ANY';
order.EMSX_SIDE = 'BUY';

Create a structure options. To use the default event handler, set the field useDefaultEventHandler to true. Set the field timeOut to 200 milliseconds. timeOut specifies how long the event handler listens to the queue for an event for each iteration of the code. Create and route the order using the Bloomberg EMSX connection c, order, and options structure options.

options.useDefaultEventHandler = true;
options.timeOut = 200;

events = createOrderAndRoute(c,order,options)
events = 
    
    EMSX_SEQUENCE: 728924
    EMSX_ROUTE_ID: 1
          MESSAGE: 'Order created and routed'

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

  • Bloomberg EMSX order number

  • Bloomberg EMSX route identifier

  • Bloomberg EMSX message

Unsubscribe from order and route events using the Bloomberg EMSX subscription list objects osubs and rsubs. This code assumes that orders creates osubs and routes creates rsubs.

b.Session.unsubscribe(osubs)
b.Session.unsubscribe(rsubs)

Close the Bloomberg EMSX connection.

close(c)

Input Arguments

expand all

c — Bloomberg EMSX service connectionconnection object

Bloomberg EMSX service connection, specified as a connection object created using emsx.

order — Order requeststructure

Order request, specified as a structure using Bloomberg EMSX field properties. Use getAllFieldMetaData to view all available field property options for order. Convert the number of shares to a 32-bit signed integer using int32. order contains these fields.

Field

Description

EMSX_TICKER

Bloomberg EMSX ticker symbol

EMSX_AMOUNT

Bloomberg EMSX amount of shares

EMSX_ORDER_TYPE

Bloomberg EMSX order type

EMSX_BROKER

Bloomberg EMSX broker name

EMSX_TIF

Bloomberg EMSX time in force

EMSX_HAND_INSTRUCTION

Bloomberg EMSX hand instruction

EMSX_SIDE

Bloomberg EMSX buy or sell specification

Example: order.EMSX_TICKER = 'XYZ';
order.EMSX_AMOUNT = int32(100);
order.EMSX_ORDER_TYPE = 'MKT';
order.EMSX_BROKER = 'BB';
order.EMSX_TIF = 'DAY';
order.EMSX_HAND_INSTRUCTION = 'ANY';
order.EMSX_SIDE = 'BUY';

Data Types: struct

timeout — Timeout value500 milliseconds (default) | nonnegative integer

Timeout value, specified as a nonnegative integer to denote the time in milliseconds the default or custom event handler waits for an event in the current queue.

Data Types: double

options — Options for custom event handler or timeout valuestructure

Options for custom event handler or timeout value, specified as a structure. Use the options structure to reuse the settings for specifying a custom event handler or timeout value for the event handler.

Specify using a custom event handler and a timeout value of 500 milliseconds.

Example: options.useDefaultEventHandler = false;
options.timeOut = 500;

Data Types: struct

Output Arguments

expand all

events — Event queue contentsdouble | structure

Event queue contents, returned as a double or structure.

If the event queue contains events, events is a structure containing the current contents of the event queue. Otherwise, events is an empty double.

More About

expand all

Tips

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

Was this topic helpful?