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决定出售股票历史数据使用Tick History fromRefinitiv

This example shows how to connect to Tick History from Refinitiv™ and trigger a sell decision for a single Reuters®Instrument Code (RIC) using the closing price.

Create a Tick History from Refinitiv connection by using a user name and password. The appearance of the connection objectcin the MATLAB®workspace indicates a successful connection.

username ='username'; password ='password'; c = trth(username,password);

Retrieve historical data for the IBM®security. Using thehistoryfunction, retrieve the closing price from November 6, 2017, through November 7, 2017.

sec = ["IBM.N","Ric"]; fields = ["Last"]; startdate = datetime('11/06/2017','InputFormat','MM/dd/yyyy'); enddate = datetime('11/07/2017','InputFormat','MM/dd/yyyy'); d = history(c,sec,fields,startdate,enddate);
2×1 timetable Time Last __________ ______ 2017/11/06 150.84 2017/11/07 151.35

Assume a price threshold of $150. Determine if the closing price is greater than $150. Set the sell indicatorsellnowtotruewhen the threshold is met.

sellnow = (d.Last > 150);

Use the sell indicator to create a sell order of IBM shares in the trading system of your choice.

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