Documentation

Trading Toolbox Functions

Bloomberg

emsx Create Bloomberg EMSX connection
orders Obtain Bloomberg EMSX order subscription
routes Obtain Bloomberg EMSX route subscription
close Close Bloomberg EMSX connection
createOrder Create Bloomberg EMSX order
routeOrder Route Bloomberg EMSX order
routeOrderWithStrat Route Bloomberg EMSX order with strategies
createOrderAndRoute Create and route Bloomberg EMSX order
createOrderAndRouteWithStrat Create and route Bloomberg EMSX order with strategies
modifyOrder Modify Bloomberg EMSX order
modifyRoute Modify Bloomberg EMSX route
modifyRouteWithStrat Modify route with strategies for Bloomberg EMSX
deleteOrder Delete Bloomberg EMSX order
deleteRoute Delete Bloomberg EMSX active shares
processEvent Sample Bloomberg EMSX event handler
getBrokerInfo Obtain Bloomberg EMSX broker and strategy information
getAllFieldMetaData Obtain Bloomberg EMSX field information
emsxOrderBlotter Bloomberg EMSX example order blotter

CQG

cqg Create CQG connection object
startUp Create CQG connection
createOrder Create CQG order
history Request CQG historical data
realtime Subscribe to CQG instrument
timeseries Request CQG intraday tick data
shutDown Close CQG connection
close Close CQG connection

Interactive Brokers

ibtws Create IB Trader Workstation connection
getdata Request current Interactive Brokers data
history Request Interactive Brokers historical data
marketdepth Request Interactive Brokers market depth data
realtime Request Interactive Brokers real-time data
timeseries Request Interactive Brokers aggregated intraday data
close Close IB Trader Workstation connection
executions Request Interactive Brokers execution data
createOrder Create IB Trader Workstation order
orderid Obtain next valid order identification number
orders Request Interactive Brokers open order data
accounts Retrieve Interactive Brokers account information
contractdetails Request Interactive Brokers contract details
portfolio Retrieve current Interactive Brokers portfolio data

Trading Technologies

xtrdr Create X_TRADER connection
createNotifier Create instrument notifier for X_TRADER
createInstrument Create instrument for X_TRADER
createOrderSet Create order set for X_TRADER
createOrderProfile Create order profile for X_TRADER
getData Obtain current X_TRADER data
close Close X_TRADER connection
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