X_TRADER Price Update

This example shows how to connect to X_TRADER® and listen for price update event data.

Connect to X_TRADER

X = xtrdr;

Create an Event Notifier

The event notifier is the X_TRADER mechanism that lets you define MATLAB® functions to use as callbacks for specific events.

createNotifier(X)

Create an Instrument

Create an instrument and attach it to the notifier.

createInstrument(X,'Exchange','CME','Product','2F',...
                'ProdType','Future','Contract','Aug13',...
                'Alias','PriceInstrument1')
X.InstrNotify(1).AttachInstrument(X.Instrument(1))

Define Events

Assign callbacks for validating or invalidating an instrument, and for handling data updates for a previously validated instrument.

registerevent(X.InstrNotify(1),{'OnNotifyFound',...
                      @(varargin)ttinstrumentfound(varargin{:})})
registerevent(X.InstrNotify(1),{'OnNotifyNotFound',...
                      @(varargin)ttinstrumentnotfound(varargin{:})})
registerevent(X.InstrNotify(1),{'OnNotifyUpdate',...
                      @(varargin)ttinstrumentupdate(varargin{:})})

Monitor Events

Set the update filter to monitor the desired fields. In this example, events are monitored for updates to last price, last quantity, previous last quantity, and a change in prices. Listen for this event data.

X.InstrNotify(1).UpdateFilter = 'Last$,LastQty$,~LastQty$,Change$';
X.Instrument(1).Open(0)

The last command tells X_TRADER to start monitoring the attached instruments using the specified event settings.

Close the Connection

close(X)

See Also

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