External Order Control

You can create and edit the file ExtOrders-YYMMDD.txt  inside the Spark Order folder (e.g. today is Dec 10, 2015, the file date will be Spark\ORDERS\ExtOrders-151210.txt ). A seperate file is needed for every trade day.

[Protocol]
Name=External Order  File
Version=1.00
Description=External Order  File

[Orders]

[Modify Orders]

[Delete Orders]

 

Add Order

To place an order to Spark, add a line under the [Orders]

[Orders]
20151210-002=Is Simulation=NO~Action=BUY~Product ID=HSIZ5~Price=21700~Quantity=1

Order Feedback

You can then check the Feedback file ExtOrders_Feedback-YYMMDD.txt in the Orders folder (e.g. for Dec 10, 2015, the file name will be Spark\ORDERS\ExtOrders_Feedback-151210.txt)

[Orders]
20151210-002=[Feedback]~Status=Working~Status At=15-12-10 14:36:22.714~~

After the order is accepted, it will shows the order Status as Working
 

Modify Order

If you need to modify the Order Price, you can add a line under [Modify Orders] in the file ExtOrders-YYMMDD.txt  e.g.

[Modify Orders]
002=ID=20151210-002~Price=21710

The feedback of this order in the feedback file will then become:
20151210-002=[Feedback]~Status=Working~Status At=15-12-10 14:44:42.539~Modify History=002~~

Note, the Modification ID at the end of the above line.

If you modify the same order again, you need to give a new Modification ID to it and add another line e.g.

003=ID=20151210-002~Price=21740

If the order is then executed (filled), the feedback line will be like:

20151210-002=[Feedback]~Status=Traded~Status At=15-12-10 14:46:50.321~Modify History=002->003~Traded Quantity=1~Average Traded Price=21739~Last Traded At=15-12-10 14:46:50.271~~

The Traded Quantity and Average Traded Price of the order will be added to the feedback line.

Note: You can only modify the order Price and/or reduce Quantity after the order is accepted by the system.

 

Stop Loss Order

To ADD a Stop Loss Order, you must add the 3 additional fields "Condition Type", "Stop Level", "Stop Toler". The field Price is ignored.

20151214-002=Is Simulation=NO~Condition Type=Stop Loss~Action=BUY~Product ID=HSIZ5~Stop Level=21400~Stop Toler=4~Quantity=2

To modify such an order, you can add a line under [Modify Orders]

001=ID=20151214-002~Stop Level=21430~Stop Toler=5~Quantity=1

You do not have to modify all of these fields at the same time. You can just choose one field to modify like:

002=ID=20151214-002~Stop Toler=5

or

003=ID=20151214-002~Stop Level=21435

or

004=ID=20151214-002~Price=21105

or

005=ID=20151214-002~Quantity=1

One Cancels the Other Stop Loss Order

To add an OCO Stop Loss Order, add a line under [Orders] with 3 additional fields "Condition Type", "Stop Level", "Stop Toler".

20151214-003=Is Simulation=NO~Condition Type=OCO Stop Loss~Action=BUY~Product ID=HSIZ5~Stop Level=21400~Stop Toler=4~Quantity=1~Price=21100

 

To modify such an order, you can add a line under [Modify Orders]

001=ID=20151214-003~Stop Level=21430~Stop Toler=5~Quantity=1~Price=21101

You do not have to modify all of these fields at the same time. You can just choose one field to modify like:

002=ID=20151214-003~Stop Toler=5

or

003=ID=20151214-003~Stop Level=21435

or

004=ID=20151214-003~Price=21105

 

Click here for External Strategies Control details

Your email address will not be published. Required fields are marked *