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Trading Toolbox Functions

Alphabetical List By Category
accountsRetrieve Interactive Brokers account information
addListenerAdd event handling listener to FIX Flyer connection
closeClose Bloomberg EMSX connection
closeClose CQG connection
closeClose FIX Flyer connection
closeClose IB Trader Workstation connection
closeClose X_TRADER connection
contractdetailsRequest Interactive Brokers contract details
costCurvesEstimate market-impact cost of order execution
cqgCreate CQG connection object
createInstrumentCreate instrument for X_TRADER
createNotifierCreate instrument notifier for X_TRADER
createOrderCreate Bloomberg EMSX order
createOrderCreate CQG order
createOrderCreate IB Trader Workstation order
createOrderAndRouteCreate and route Bloomberg EMSX order
createOrderAndRouteWithStrat Create and route Bloomberg EMSX order with strategies
createOrderProfileCreate order profile for X_TRADER
createOrderSetCreate order set for X_TRADER
deleteOrderDelete Bloomberg EMSX order
deleteRouteDelete Bloomberg EMSX active shares
emsxCreate Bloomberg EMSX connection
emsxOrderBlotterBloomberg EMSX example order blotter
executionsRequest Interactive Brokers execution data
fix2structConvert FIX message to structure array
fix2tableConvert FIX message to table
fixflyerFIX Flyer connection
getAllFieldMetaDataObtain Bloomberg EMSX field information
getBrokerInfoObtain Bloomberg EMSX broker and strategy information
getdataRequest current Interactive Brokers data
getDataObtain current X_TRADER data
groupRouteOrderWithStratRoute multiple Bloomberg EMSX orders with strategies
historyRequest CQG historical data
historyRequest Interactive Brokers historical data
ibtwsCreate IB Trader Workstation connection
iStarEstimate instantaneous trading cost for order
krgCreate Kissell Research Group transaction-cost analysis object
liquidityFactorEstimate and compare liquidation costs across stocks
marketdepthRequest Interactive Brokers market depth data
marketImpactEstimate price movement due to order or trade
modifyOrderModify Bloomberg EMSX order
modifyRouteModify Bloomberg EMSX route
modifyRouteWithStratModify route with strategies for Bloomberg EMSX
orderidObtain next valid order identification number
orderInfoRetrieve FIX Flyer order status and information
ordersObtain Bloomberg EMSX order subscription
ordersRequest Interactive Brokers open order data
portfolioRetrieve current Interactive Brokers portfolio data
portfolioCostCurvesEstimate market-impact cost of order execution for portfolio
priceAppreciationEstimate trading cost due to natural price movement
processEventSample Bloomberg EMSX event handler
realtimeSubscribe to CQG instrument
realtimeRequest Interactive Brokers real-time data
routeOrderRoute Bloomberg EMSX order
routeOrderWithStratRoute Bloomberg EMSX order with strategies
routesObtain Bloomberg EMSX route subscription
sendMessageSend FIX message to FIX Flyer Engine
shutDownClose CQG connection
startUpCreate CQG connection
struct2fixConvert structure array containing FIX tags to cell array of FIX messages
table2fixConvert table containing FIX tags to cell array of FIX messages
timeseriesRequest CQG intraday tick data
timeseriesRequest Interactive Brokers aggregated intraday data
timingRiskEstimate uncertainty of market-impact cost
xtrdrCreate X_TRADER connection
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