Basic blocks
Number block
Number block
The Number block outputs a constant numeric value. The value of the block can be set as follows:
- Static value that is set during algo creation and does not change for the duration of the algorithm's execution either by entering a number for the value field in the Block Properties panel or by typing a number into block search to prepopulate the number block before adding it to the canvas
- User-defined value that can be set by the user when starting the algorithm
- Order price value that gets its values from the price level a user clicks in the MD Trader widget when launching a OTA (order ticket algorithm)
- Order quantity value that gets its value from the quantity specified in the MD Trader widget when launching a OTA (order ticket algorithm)
- User-defined value that sets the time-in-force for a Discrete Order block formula.
- User-defined value that sets the order type for a Discrete Order block formula.
Example The Number block outputs a number that is used by the Order block to set the order quantity.
Block properties
To customize the block, update the Block Properties.
Property |
Description |
Name |
Name to display beneath the block on the ADL canvas |
Default Value |
Default value to use when configuring an algo instance.
Note: This value pre-populates the value in the in the Variables tab. Changing the value in the Variables tab while testing user-defined variables only changes the block value for the algo currently running in the canvas; it does not affect the default value defined for the block.
|
Variable Type |
Method to set the value:
- Static
- User Defined
- Order Quantity
- Order Price
-
User Defined (TIF)
Can be used to specify the timeInForce variable in the Discrete Order block's Formulas block property. The user must use one of the following values:
- 1: Day (GTD)
- 2: Good till cancel (GTC)
- 3: At the opening
- 4: Immediate or cancel (IOC)
- 5: Fill or kill (FOK)
- 6: Good till crossing
- 7: Good till date (GTDate)
- 8: At the close
- 9: Good through crossing
- 10: At crossing
- 13: Auction
- 14: Good in session
- 15: Day plus
- 16: Good till cancel plus
- 17: Good till date plus
-
User Defined (Order Type)
Can be used to specify the orderType variable in the Discrete Order block's Formulas block property. The user must use one of the following values:
- 1: Market
- 2: Limit
- 3: Stop
- 4: Stop limit
- 5: Iceberg
- 20: Market with leftover as limit
- 21: Market limit market with leftover as limit
- 30: Stop market to limit
- 31: If-touched market
- 32: If-touched limit
- 33: If-touched market to limit
- 37: Limit post-only
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