CQG API 4.0 - Revised
CreateStrategyOrderConstructor Method
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order_type
OrderSide
CQGCEL Interface : CreateStrategyOrderConstructor Method

Glossary Item Box

Description

Creates a new CQGOrderConstructor object for strategy orders

Syntax

Visual Basic
Public Function CreateStrategyOrderConstructor( _
   ByVal order_type As eOrderType, _
   ByVal OrderSide As eOrderSide _
) As CQGOrderConstructor

Parameters

order_type
ValueDescription
otLimit

Limit order.

otMarket

Market order.

otStop

Stop order.

otStopLimit

Stop Limit order.

otUndefined

Undefined order type.

OrderSide
ValueDescription
osdBuySide properties return this value if CQGAPIConfig.UseOrderSide is set to True.

Depending on the owner, osdBuy value is returned in case of:

  • the object is a CQGTrade referring to a buy trade
  • the object is a CQGPosition referring to a long position.

  • the object is a CQGOrder referring to an order of buy type.
  • the object is a CQGFill referring to a fill of buy type.
osdSellSide properties return this value if CQGAPIConfig.UseOrderSide is set to True.

Depending on the owner, osdSell value is returned in case of:

  • the object is a CQGTrade referring to a sell trade
  • the object is a CQGPosition referring to a short position.

  • the object is a CQGOrder referring to an order of sell type.
  • the object is a CQGFill referring to a fill of sell type.
osdUndefinedSide properties return this value if CQGAPIConfig.UseOrderSide is set to False.

See Also