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

    %% CQG Intraday Tick 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 144 one minute bars worth of data for F.US.IE

% Timed bars request event handlers
aggEventNames = {'TimedBarsResolved','TimedBarsAdded','TimedBarsUpdated','TimedBarsInserted','TimedBarsRemoved'};
for i = 1:length(aggEventNames)
  c.Handle.registerevent({aggEventNames{i},@(varargin)cqgintradayeventhandler(varargin{:})});
end

% Historical request properties
r.UpdatesEnabled = false;

% Make timed bars request, data is written to cqgTimedBarData in the base
% workspace
c.timeseries('F.US.EP',now-.1,now,1,r)
pause(1)

% Ticks request event handlers
rawEventNames = {'TicksResolved','TicksAdded'};
for i = 1:length(rawEventNames)
  c.Handle.registerevent({rawEventNames{i},@(varargin)cqgintradayeventhandler(varargin{:})});
end

% Make intraday ticks request for the past 2 days, data is written to
% cqgTickData in the base workspace
c.timeseries('F.US.EZC',now-2,now);
pause(1)

% Close the CQG session
c.shutDown;