www.gusucode.com > trading工具箱matlab源码程序 > trading/trading/@cqg/timeseries.m
function timeseries(c,s,startdate,enddate,intraday,x) %TIMESERIES CQG intraday tick data. % TIMESERIES(C,S,STARTDATE,ENDDATE) asynchronously requests CQG % raw intraday tick data given the connection handle, C, security, % S, start date, STARTDATE, and end date, ENDDATE. % % TIMESERIES(C,S,STARTDATE,ENDDATE,INTRADAY) asynchronously requests CQG % aggregated intraday tick data given the connection handle, C, % security, S, start date, STARTDATE, end date, ENDDATE, and aggregated % bar value, INTRADAY, in minutes. % % TIMESERIES(C,S,STARTDATE,ENDDATE,[],X) asynchronously requests CQG % raw intraday tick data given the connection handle, C, security, S, % start date, STARTDATE, and end date, ENDDATE. The input structure X % sets additional request properties. % % TIMESERIES(C,S,STARTDATE,ENDDATE,INTRADAY,X) asynchronously requests CQG % aggregated intraday tick data given the connection handle, C, % security, S, start date, STARTDATE, end date, ENDDATE, and aggregated % bar value, INTRADAY, in minutes. The input structure X sets additional % request properties. % % The example script CQGIntradayTickDataRequestWorkflow outlines making % intraday tick data requests and using event handlers to process the % asynchronous return data. % % See also CQG, CREATEORDER, REALTIME, HISTORY. % Copyright 2013 The MathWorks, Inc. %Validate security. Security should be cell array string if ischar(s) s = cellstr(s); end if ~iscell(s) || ~ischar(s{1}) error(message('trading:cqg:securityInputError')) end % create timed bars or tick request if exist('intraday','var') && ~isempty(intraday) % timed bars request (aggregated ticks) % Set properties for timed bars request timedBarsRequest = c.Handle.CreateTimedBarsRequest; timedBarsRequest.Intraday = intraday; timedBarsRequest.RangeStart = COM.date(datevec(startdate)); timedBarsRequest.RangeEnd = COM.date(datevec(enddate)); timedBarsRequest.Symbol = s{1}; % Set or overwrite additional user specified properties if exist('x','var') settingFlds = fieldnames(x); for i = 1:length(settingFlds) timedBarsRequest.(settingFlds{i}) = x.(settingFlds{i}); end end % Submit request c.Handle.RequestTimedBars(timedBarsRequest); else % Set properties for ticks request ticksRequest = c.Handle.CreateTicksRequest; ticksRequest.Type = 'trtTimeRange'; ticksRequest.RangeStart = datestr(startdate); ticksRequest.RangeEnd = datestr(enddate); ticksRequest.Symbol = s{1}; ticksRequest.SessionsFilter = 0; ticksRequest.TickFilter = 'tfDefault'; % Set or overwrite additional user specified properties if exist('x','var') settingFlds = fieldnames(x); for i = 1:length(settingFlds) ticksRequest.(settingFlds{i}) = x.(settingFlds{i}); end end % Submit request c.Handle.RequestTicks(ticksRequest); end