CQG API 4.0 - Revised
Orders Property
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CQGCEL Interface : Orders Property

Glossary Item Box

Description

Returns the collection of all accounts orders available from current CQG API session.

Property type

Read-only property

Syntax

Visual Basic
Public Property Orders As CQGOrders

Return Type

CQGOrders collection containing all available orders of all accounts of current logged on CQG user.

Remarks

Order functionality becomes available if the AccountSubscriptionLevel property of CQGCEL is set to aslAccountUpdatesAndOrders.

An order is included in the collection in the following cases:

  • it is placed from current CQG API instance
  • it is/was placed for current account from any other source (including other CQG API instances). In this case an order is added only if its status is changed during current CQG API session.

An order which is placed from within current CQG API instance is called internal.

An order which is placed outside of current CQG API instance is called historical or external.

An order for which OrderChanged events are being fired are called active.

User can manually add orders to the collection using AddToLiveOrders method of CQGOrders collection. Usually it is done for collections obtained via QueryOrders calls.

Orders are removed from the collection in following cases:

  • Orders in the final state (i.e. filled, rejected, cancelled etc.) are removed from the collection after 48 hrs. An OrderChanged event is fired before the removal.
  • Orders that were timed out are removed immediately after corresponding OrderChanged event is fired.

Example

See the usage of CQGCEL properties in the PrepareModify method's example section.

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