I need to sometimes cancel all my orders under a Redi Plus user ID. I can currently cancel via excel VBA and cancel by account symbol. However, if I feed each individual symbol and request a cancel that way, it is too slow. Is there a cancel all and if so, what is the VBA syntax?
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In the RediLib.Application class, there is the CancelAllOrders method used to cancel all open orders filtered by side and supervisory scope.
The code looks like:
Dim App As New RediLib.Application Dim verr, rtnVal rtnVal = App.CancelAllOrders(“Buy”, 1, verr)
You can refer to the REDI API SPECIFICATION for more information.
