Both are possible.
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AnonymousAnd also is there any difference in the meaning?There could be. More context is needed to tell you which one is more suitable.
Anonymousgave the soldiers an orderThis suggests that the order was not anticipated, at least not from the soldiers' point of view. The soldiers just got an order from somewhere one day.
Anonymousgave the soldiers the orderThe order was anticipated. "They" had planned to give the order eventually. Now they did.