www.gusucode.com > trading工具箱matlab源码程序 > trading/trading/Contents.m
% Trading Toolbox % Version 3.1 (R2016b) 25-Aug-2016 % % Trading Toolbox Bloomberg EMSX functions: % % emsx/emsx - Bloomberg EMSX connection. % emsx/close - Close connection to Bloomberg EMSX. % emsx/createOrder - Create Bloomberg EMSX order. % emsx/createOrderAndRoute - Create and route Bloomberg EMSX order. % emsx/createOrderAndRouteWithStrat - Create and route Bloomberg EMSX order with strategies. % emsx/deleteOrder - Delete Bloomberg EMSX order. % emsx/deleteRoute - Delete Bloomberg EMSX route. % emsx/getAllFieldMetaData - Bloomberg EMSX field information. % emsx/getBrokerInfo - Bloomberg EMSX broker and strategy information. % emsx/getOrderInfo - Bloomberg EMSX order information. % emsx/getRouteInfo - Bloomberg EMSX route information. % emsx/modifyOrder - Modify Bloomberg EMSX order. % emsx/modifyRoute - Modify Bloomberg EMSX route. % emsx/modifyRouteWithStrat - Modify Bloomberg EMSX route with strategy. % emsx/orders - Bloomberg EMSX order subscription. % emsx/processEvent - Sample Bloomberg EMSX event handler. % emsx/routeOrder - Route Bloomberg EMSX order. % emsx/routeOrderWithStrat - Route Bloomberg EMSX order with strategy. % emsx/routes - Bloomberg EMSX route subscription. % emsxOrderBlotter - Bloomberg EMSX example order blotter. % EMSXOrderAndRouteManagementWorkflow - Bloomberg EMSX order routing example. % EMSXOrderManagementWorkflow - Bloomberg EMSX order example. % EMSXRouteManagementWorkflow - Bloomberg EMSX route example. % % % Trading Toolbox CQG functions: % % cqg/cqg - CQG connection. % cqg/close - Close CQG connection. % cqg/createOrder - Create CQG order % cqg/history - CQG historical data. % cqg/realtime - Subscribe to CQG instrument. % cqg/shutDown - Close CQG connection. % cqg/startUp - Start CQG Connection % cqg/timeseries - CQG intraday tick data. % CQGHistoricalDataRequestWorkflow - CQG historical data request example. % CQGIntradayTickDataRequestWorkflow - CQG intraday tick data request example. % CQGOrderWorkflow - CQG order management example. % CQGRealtimeRequestWorkflow - CQG instrument subscription example. % % Trading Toolbox FIX functions: % % fixflyer/fixflyer - FIX Flyer connection. % fixflyer/addListener - Add listener to FIX Flyer object. % fixflyer/close - Close FIX Flyer connection. % fixflyer/orderInfo - FIX Flyer order status and information. % fixflyer/sendMessage - Send FIX message to FIX Flyer engine % struct2fix - MATLAB structure with FIX tags to FIX string. % fix2struct - FIX string to MATLAB structure. % table2fix - MATLAB table with FIX tags to FIX string. % fix2table - FIX string to MATLAB table. % Trading Toolbox Interactive Brokers Trader Workstation functions: % % ibtws/ibtws - Interactive Brokers Trader Workstation connection. % ibtws/accounts - Interactive Brokers account data. % ibtws/close - Terminate Trader Workstation connection. % ibtws/contractdetails - Interactive Brokers contract details. % ibtws/createOrder - Create Interactive Brokers Trader Workstation order. % ibtws/executions - Interactive Brokers execution data. % ibtws/getdata - Interactive Brokers current data. % ibtws/history - Interactive Brokers historical data. % ibtws/marketdepth - Interactive Brokers market depth data. % ibtws/orderid - Interactive Brokers next valid order id. % ibtws/orders - Interactive Brokers open order data. % ibtws/portfolio - Obtain current portfolio data from Interactive Brokers. % ibtws/realtime - Interactive Brokers realtime data. % ibtws/timeseries - Interactive Brokers aggregated intraday data. % IBHistoricalDataWorkflow - Interactive Brokers Historical Data Workflow Example. % IBOrderWorkflow - Interactive Brokers Order Workflow Example. % IBStreamingDataWorkflow - Interactive Brokers Streaming Data Workflow Example. % IBCombinationOrder - Interactive Brokers Combination Order Example. % % Trading Toolbox X_TRADER functions: % % xtrdr/xtrdr - X_TRADER connection. % xtrdr/close - Close X_TRADER connection. % xtrdr/createInstrument - Instruments for X_TRADER. % xtrdr/createNotifier - Instrument notifier for X_TRADER. % xtrdr/createOrderProfile - Order profile for X_TRADER. % xtrdr/createOrderSet - Order set for X_TRADER. % xtrdr/getData - Current X_TRADER data. % TTOrderSubmitExample - X_TRADER Order Submission Example % TTPriceListUpdateExample - X_TRADER Price List Update example % TTPriceUpdateDepthExample - X_TRADER Price Update Depth example % TTPriceUpdateExample - X_TRADER Price Update example % % Trading Toolbox Kissell Research Group Transaction Cost Analysis % % krg - Kissell Research Group transaction cost analysis object. % costCurves - Market impact cost of order execution. % iStar - Theoretical trading cost for an instantaneous market order. % liquidityFactor - Compare trading costs across stocks. % marketImpact - Price movement due to order or trade. % portfolioCostCurves - Market impact cost of order execution. % pov2tradetime - Convert percentage of volume to trade time. % priceAppreciation - Price movement alpha. % timingRisk - Market impact cost estimate uncertainty. % tradetime2pov - Convert trade time to percentage of volume. % KRGSensitivityAnalysisExample - Trading costs for market conditions and parameter values. % KRGSingleStockOptimizationExample - Optimized single stock strategies. % KRGPortfolioLiquidityExample - Cost of liquidating individual stocks and sensitivity of prices to order flow % KRGPostTradeAnalysisExample - Post trade analysis and calculations. % KRGBackTestingExample - Back testing using historical market impact parameters. % KRGLiquidityOptimizationExample - Portfolio value, shares held, shares to be traded and market impact cost. % KRGPortfolioOptimizationExample - Optimize portfolio strategies. % KRGStressTestingExample - Trading costs using historical market impact parameters. % Copyright 2013-2016 The MathWorks, Inc.