The Instrument block is a trading block that identifies an exchange-traded or synthetic instrument to use in an algorithm. It allows your algo to access market data and activity associated with the instrument. You connect the output from the Instrument block to other trading blocks, such as Order and Field blocks, that need access to an instrument's ID or market data.
The following example shows how an Instrument block can connect to an Order block to submit an order, a Field block to retrieve the bid price, and a Market State block to determine whether the market is open.
Example The Instrument block has an instrument identified in its properties and passes that instrument's market data to upstream blocks.
To provide flexibility and reuse for algorithms, ADL allows you to specify instruments in three different ways:
To customize the block, update the Block Properties.
|Name||Name to display beneath the block on the ADL canvas|
Default instrument to attach to the block
You can begin typing to search for an instrument, or you can use the instrument explorer to identify the instrument.
Method to use to specify the instrument
You can also use the right-click context menu to set or change the method.
Account to use for accessing the market data and for routing orders