realtime

Subscribe to CQG instrument

Syntax

realtime(c,s)

Description

realtime(c,s) subscribes to a CQG^® instrument s using CQG connection c.

Examples

Subscribe to the CQG Instrument

To subscribe to the CQG instrument and get current data, create the connection c using cqg and startUp. Register an event handler for tracking events associated with connection status. Set up the API configuration properties. Then, register an event handler for tracking events associated with instrument subscription. For an example demonstrating these activities, see Request CQG Real-Time Data. See CQG API Reference Guide to learn more about event handlers and the API configuration properties.

With the connection established, subscribe to the instrument. The instrument name must be formatted in the CQG long symbol view. For example, to subscribe to a security tied to corn, type the following.

instrument = 'F.US.EZC';
realtime(c,instrument)

MATLAB^® writes the structure variable cqgDataEZC to the Workspace browser.

Display cqgDataEZC.

cqgDataEZC(1,1)

ans = 
              Price: {15x1 cell}
             Volume: {15x1 cell}
    ServerTimestamp: {15x1 cell}
          Timestamp: {15x1 cell}
               Type: {15x1 cell}
               Name: {15x1 cell}
            IsValid: {15x1 cell}
         Instrument: {15x1 cell}
          HasVolume: {15x1 cell}

cqgDataEZC returns the current quotes for the security.

Display data in the Price property of cqgDataEZC.

cqgDataEZC(1,1).Price

ans = 
    [-2.1475e+09]
    [-2.1475e+09]
    [-2.1475e+09]
    [   660.5000]
    []
    []
    [-2.1475e+09]
    [-2.1475e+09]
    [-2.1475e+09]
    [-2.1475e+09]
    [-2.1475e+09]
    [-2.1475e+09]
    [-2.1475e+09]
    [   660.5000]
    [-2.1475e+09]

Close the CQG connection.

close(c)

Input Arguments

c — CQG connection

connection object

CQG connection, specified as a CQG connection object created using cqg.

s — CQG instrument name

character vector | string scalar

CQG instrument name, specified as a character vector or string scalar that identifies the instrument or security. For a list of CQG instrument names, see Tradable Symbols.

Data Types: char | string

Version History

Introduced in R2013b