REDI Auctions

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Question by Sanjay.Bhudia · May 16, 2019 at 10:24 AM · redi_api

REDI Auctions

Hereunder the code that EBBS used to assign the price and order type:

hOrder.exchange = "GSIE ALGO"
hOrder.SetNewVariable "(MB) Order Type", "Limit"
hOrder.SetNewVariable "(MB) Time in Force", "Day"
hOrder.PriceType = "AUCTION GSIE"

How do you specify the Open/Close Auction ?
Below does not work. They didnt specify anything and the order went as "Close Auction"

hOrder.PriceType = "AUCTION GSIE"
hOrder.AuctionType = "Open"

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Sanjay.Bhudia · May 16, 2019 at 10:28 AM 0

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Answer 1 · 2019-05-16T11:21:25Z

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Best Answer

Answer by Brian.Mullane · May 16, 2019 at 11:21 AM

Hi @Sanjay.Bhudia,

The "Autcion Type" parameter is a MB algo parameter, so the method of submission is a little different.

Our https://github.com/TR-API-Samples/Example.REDI.VB.ExcelExamples/blob/master/Order%20Entry%20-%20Singles%20Batch%20Load%20(Global%20Equities%20%26%20Futures).xlsm has sample code for this:

RetVal = hOrder.GetMBFieldX(J, vName, vValue, vType) RetVal1 = hOrder.SetNewVariable("(MB) " + vName, CStr(Worksheets("REDIEquityEntry").Cells(I, 14 + J).Value))

For example, on the sheet, Destination (H) = GSIE ALGO, Order Type (I) = AUCTION GSIE, and Auction Type (S) = Open. Be sure to clear out the other values in columns N/etc that you aren't using.

Thanks,

Brian

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