createOrderSet

Create order set for X_TRADER

Syntax

Description

example

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 Programming 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 Programming 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 Programming Tutorial or X_TRADER API Class Reference.

Examples

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Create an Empty Order Set

Start X_TRADER.

X = xtrdr;

Create an order set without any properties.

createOrderSet(X)

Close the connection.

close(X)

Create an Order Set Using an Input Structure

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)

Create an Order Set Using Name-Value Pair Arguments

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 — X_TRADER connectionconnection object

X_TRADER connection, specified as a connection object created using xtrdr.

S — X_TRADER API propertiesstructure

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 Programming 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 Pair Arguments

Specify optional comma-separated pairs of Name,Value arguments. Name is the argument name and Value is the corresponding value. Name must appear inside single quotes (' '). You can specify several name and value pair arguments in any order as Name1,Value1,...,NameN,ValueN.

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')

'Property1' — X_TRADER API optionsstring

X_TRADER API options, specified using the details described in Trading Technologies X_TRADER API Programming Tutorial or X_TRADER API Class Reference.

Data Types: char

'Property2' — X_TRADER API optionsstring

X_TRADER API options, specified using the details described in Trading Technologies X_TRADER API Programming Tutorial or X_TRADER API Class Reference.

Data Types: char

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