createOrder

Create Bloomberg EMSX order

Since R2021a

Syntax

events = createOrder(c,order)

events = createOrder(c,order,'timeOut',timeout)

createOrder(___,'useDefaultEventHandler',false)

___ = createOrder(c,order,options)

Description

events = createOrder(c,order) creates a Bloomberg^® EMSX order using the Bloomberg EMSX connection c with the Bloomberg EMSX C++ interface and order request order that contains the required fields for creating an order. createOrder returns the order sequence number and status message using the default event handler.

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

createOrder(___,'useDefaultEventHandler',false) creates 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 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.

___ = createOrder(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

Create an Order Using the Default Event Handler

To create a Bloomberg EMSX order, create the connection c using emsx and set up the order subscription using orders. For an example showing these activities, see Create and Manage Bloomberg EMSX Order Using Bloomberg EMSX C++ Interface.

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 the order using the Bloomberg EMSX connection c and order.

events = createOrder(c,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

Unsubscribe from order events using the Bloomberg EMSX subscription list object subs. This code assumes that orders creates subs.

c.Session.unsubscribe(subs)

Close the Bloomberg EMSX connection.

close(c)

Create an Order Using a Timeout

To create a Bloomberg EMSX order, create the connection c using emsx and set up the order subscription using orders. For an example showing these activities, see Create and Manage Bloomberg EMSX Order Using Bloomberg EMSX C++ Interface.

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 the order using the Bloomberg EMSX connection c and order. Set the timeout value to 200 milliseconds.

events = createOrder(c,order,'timeOut',200)

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

Unsubscribe from order events using the Bloomberg EMSX subscription list object subs. This code assumes that orders creates subs.

c.Session.unsubscribe(subs)

Close the Bloomberg EMSX connection.

close(c)

Create an Order Using a Custom Event Handler

To create a Bloomberg EMSX order, create the Bloomberg EMSX connection c using emsx and set up the order subscription using orders. For an example showing these activities, see Create and Manage Bloomberg EMSX Order Using Bloomberg EMSX C++ Interface.

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

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

Create 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 an order.

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

Unsubscribe from order events using the Bloomberg EMSX subscription list object subs. This code assumes that orders creates subs. Stop the timer to stop data updates using stop.

c.Session.unsubscribe(subs)
stop(t)

If you are done processing data updates, delete the timer using delete.

delete(t)

Close the Bloomberg EMSX connection.

close(c)

Create an Order Using an Options Structure

To create a Bloomberg EMSX order, create the connection c using emsx and set up the order subscription using orders. For an example showing these activities, see Create and Manage Bloomberg EMSX Order Using Bloomberg EMSX C++ Interface.

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. Create the order using the Bloomberg EMSX connection c, order, and options structure options.

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

events = createOrder(c,order,options)

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

Unsubscribe from order events using the Bloomberg EMSX subscription list object subs. This code assumes that orders creates subs.

c.Session.unsubscribe(subs)

Close the Bloomberg EMSX connection.

close(c)

Input Arguments

c — Bloomberg EMSX service connection

bloombergEMSX object

Bloomberg EMSX service connection, specified as a bloombergEMSX object.

order — Order request

structure

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 value

500 milliseconds (default) | nonnegative integer

Timeout value, specified as a nonnegative integer. This integer denotes the time, in milliseconds, that the event handler listens to the event queue for each iteration of the code. The event handler can be a default or custom event handler.

Data Types: double

options — Options for custom event handler or timeout value

structure

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

For example, specify using a custom event handler and a timeout value of 200 milliseconds.

options.useDefaultEventHandler = false;
options.timeOut = 200;

Data Types: struct

Output Arguments

events — Event queue contents

double | 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.

Version History

Introduced in R2021a