Create Order Using CQG

This example shows how to connect to CQG^® and create a market order.

Connect to CQG

c = cqg;

Establish Event Handlers

Start the CQG session. Set up event handlers for instrument subscription, orders, and associated events.

startUp(c)

streamEventNames = {'InstrumentSubscribed', ...
    'InstrumentChanged','IncorrectSymbol'};

for i = 1:length(streamEventNames)
  registerevent(c.Handle,{streamEventNames{i}, ...
    @(varargin)cqgrealtimeeventhandler(varargin{:})})
end

orderEventNames = {'AccountChanged','OrderChanged','AllOrdersCanceled'};

for i = 1:length(orderEventNames)
  registerevent(c.Handle,{orderEventNames{i}, ...
    @(varargin)cqgordereventhandler(varargin{:})})
end

Subscribe to Instrument

Subscribe to a security tied to the EURIBOR.

realtime(c,'F.US.IE')
pause(2)

Create `CQGInstrument` Object

To use the instrument for creating an order, import the instrument name cqgInstrumentName into the current MATLAB^® workspace. Then, create the CQGInstrument object cqgInst.

cqgInstrumentName = evalin('base','cqgInstrument');
cqgInst = c.Handle.Instruments.Item(cqgInstrumentName);

Set Up Account Credentials

Set the CQG flags to enable account information retrieval.

c.Handle.set('AccountSubscriptionLevel','aslNone');
c.Handle.set('AccountSubscriptionLevel','aslAccountUpdatesAndOrders');
pause(2)
accountHandle = c.Handle.Accounts.ItemByIndex(0);

Create Market Order

Create a market order that buys one share of the subscribed security cqgInst using the account credentials accountHandle.

orderType = 1;  % Market order flag
quantity = 1;   % Positive quantity is Buy, negative is Sell
oMarket = createOrder(c,cqgInst,orderType,accountHandle,quantity);
oMarket.Place

Close CQG Connection

close(c)