CQG API 4.0 - Revised
RequestExecutionPattern Method
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execution_pattern_request
Parameters of the request.
CQGCEL Interface : RequestExecutionPattern Method

Glossary Item Box

Description

Starts an asynchronous query for strategy order execution pattern creation.

Syntax

Visual Basic
Public Sub RequestExecutionPattern( _
   ByVal execution_pattern_request As CQGExecutionPatternRequest _
) 

Parameters

execution_pattern_request
Parameters of the request.

Remarks

The execution pattern is a serialized string of strategy order parameters. 

Use the CreateExecutionPattern Method to create a default execution pattern.

The asynchronous method offers several advantages:

  1. The request assigns the proper account to each leg if there is a configured trading accounts mapping.
  2. If the strategy definition provided in the request is based on the QFormula expression, the request serializes trading parameters mapped to this QFormula.

The outcome of the request, as well as any errors, are reported via the ExecutionPatternReady Event, which is fired only once per request.

CQGQFormulaDefinition's Execution Pattern Property allows one to synchronously serialize the execution pattern from trading parameters for a specific QFormula. However, the execution pattern will not contain account mapping.

Use the opExecutionPattern order property to assign the created execution pattern to a strategy order.

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