How to pass additional parameters to csv file for Batch Uploading?

When creating a csv with several hundred tickets for batch processing, I want the file to contain all necessary information to minimize the # of manual modifications required after uploading the csv file into REDI or PT for batch release.

Certain order types require additional parameters:

(e.g. VWAP, TWAP, EDGX <inside limit bid allowance = 0.30>, smart route 'xyz' <urgency: passive/aggressive/normal>, etc..)

The code snippets don't include fields for these additional arguments to passed in:

ptOrder.Symbol = "IBM";
ptOrder.Side = "Sell";

ptOrder.Quantity = 7;

ptOrder.Exchange = "*ticket"; //PT is a bunch of tickets

ptOrder.Price = 143.71
ptOrder.Account = "YourREDIAccount";

ptOrder.SetTFUser("YourREDIUserId");

ptOrder.SetTFList("TestList1");

ptOrder.Warning = false; //Disable the pop-up warning for invalid limit price
success = ptOrder.Submit(ref err);

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Accepted answers

qcap17

Found the answer in the REDI API Specification Ver 2.0, which I've included here. Is there a difference between REDI API Specification Ver 2.0 and Ver 1.0 for REDIplus?

When a ticket is generated with "current date" passed into the Order.Ticket, will all tickets with the same value go to REDI as staged/parked orders? (The goal being to have the option to either batch release all tickets, partial batch release, or individually...)

h.Order.Ticket = "<current date>"
‘ Create a new order object

Dim hOrder As New Order

‘ Set order attributes to the order object
hOrder.symbol = “ZVZZT”
hOrder.Side = “Buy”
hOrder.Quantity = “100”
hOrder.Exchange = “DEMO ALGO”

‘ Set algo strategy
hOrder.PriceType = “VWAP DEMO”
hOrder.Price = 0.01
hOrder.TIF = “Day”
hOrder.Account = “00999900”
hOrder.Ticket = “Bypass”

‘ Set custom algo fields
hOrder.SetNewVariable “(MB) Start Time”, “155500”
hOrder.SetNewVariable “(MB) End Time”, “160000”
hOrder.SetNewVariable “(MB) Exec Style”, “Aggressive”
Dim errStr As Variant
Dim rtnVal As Variant

‘ Send order object to REDI
rtnVal = hOrder.Submit(errStr)

Debug.Print errStr

All comments

qcap17

Found the answer in the REDI API Specification Ver 2.0, which I've included here. Is there a difference between REDI API Specification Ver 2.0 and Ver 1.0 for REDIplus?

h.Order.Ticket = "<current date>"
‘ Create a new order object

Brian.Mullane1

Hello,

Version 2.0 (Dec 2017) is the latest version of the REDI API documentation.

hOrder.Ticket = "Bypass" will send orders directly from the sheet to REDI as live orders.

hOrder.Ticket = "Stage" will send staged orders to REDI, which then need to be released manually in REDI. You can release either one by one or as a batch.

To confirm, do you want the ability to review/release the orders in REDI once they've been created from your program? If so, then "Stage" may be what you need.

-Brian

qcap17

Yes, thanks.

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