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;