www.gusucode.com > trading工具箱matlab源码程序 > trading/tradingdemos/CQGHistoricalDataRequestWorkflow.m

    %% CQG Historical Data Request Workflow
%Create connection and API handles
c = cqg;

%Set event handlers
eventNames = {'CELStarted','DataError','IsReady','DataConnectionStatusChanged'};
for i = 1:length(eventNames)
  c.Handle.registerevent({eventNames{i},@(varargin)cqgconnectioneventhandler(varargin{:})});
end

%Set API configuration properties
c.APIConfig.TimeZoneCode = 'tzEastern';

%Start the CQG session
c.startUp;

%%Request 10 days worth of data for EP
% Data is written to the variable cqgHistoryData in the base workspace

% Historical request event handlers
histEventNames = {'ExpressionResolved','ExpressionAdded','ExpressionUpdated'};
for i = 1:length(histEventNames)
  c.Handle.registerevent({histEventNames{i},@(varargin)cqgexpressioneventhandler(varargin{:})});
end

% Historical request properties

r.UpdatesEnabled = false;   % Do not update with subsequent events

% Make historical request
% The variable cqgHistoryData is written to the MATLAB workspace by example event handler
c.history({'Close(F.US.CLE)','Open(F.US.CLE)'},floor(now)-10,floor(now),'hpDaily',r)
pause(1)

% Close the CQG session
c.shutDown;