I used matlab to call the c# interface to retrieve some data as below:
price = histData.getTickData(...);
price is a list of c# object, which ecapsulates the price info such as price, volume, turnover. I use the below loop to extract the price and convert into matlab matrix
matlab_price = nan(price.Length, 8); for i=1:price.Length matlab_price(i,1) = price(1).time; matlab_price(i,2) = price(1).volume; ... matlab_price(i,8) = price(1).turnover; end
The above loop and the 8 assignments were very slow, which took around 0.2s to finish compared to a total of 0.22 execution time. As the price is a c# object, there is no way to use the vector-grammer such as matlab_price(:, 1) = [price.time]; matlab_price(:, 2) = [price.volume]; .. Any idea how to improve the "assigment" performance?
Thanks in advance