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

    %%X_TRADER Price Update example

%   Copyright 2011-2012 The MathWorks, Inc.

%Start or connect to X_TRADER
x = xtrdr;

%Create event notifier
x.createNotifier;

%Create an instruments
x.createInstrument('Exchange','CME','Product','ES','ProdType','Future','Contract','Mar15','Alias','PriceInstrument1');

%Attach instruments to a notifier
x.InstrNotify(1).AttachInstrument(x.Instrument(1));

%Define events
x.InstrNotify(1).registerevent({'OnNotifyFound',@(varargin)ttinstrumentfound(varargin{:})})
x.InstrNotify(1).registerevent({'OnNotifyNotFound',@(varargin)ttinstrumentnotfound(varargin{:})})
x.InstrNotify(1).registerevent({'OnNotifyUpdate',@(varargin)ttinstrumentupdate(varargin{:},x)})

%Set the update filter to monitor only desired fields
x.InstrNotify(1).UpdateFilter = 'Last$,LastQty$,~LastQty$,Change$';

%Listen for event data
x.Instrument(1).Open(0);