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 intraday data for the IBM^®security. Using thetimeseries函数,获取贸易price from November 6, 2017, through November 7, 2017.

sec = ["IBM.N","Ric"]; fields = ["Trade - Price"]; startdate = datetime('11/06/2017','InputFormat','MM/dd/yyyy'); enddate = datetime('11/07/2017','InputFormat','MM/dd/yyyy'); d = timeseries(c,sec,fields,startdate,enddate);

Display the first three rows of intraday data.

头(d, 3)

ans = 3×5 timetable Time x_RIC Domain GMTOffset Type Price ____________________ _______ ______________ _________ _______ ________ 06-Nov-2017 14:30:10 'IBM.N' 'Market Price' '-5' 'Trade' '151.68' 06-Nov-2017 14:30:10 'IBM.N' 'Market Price' '-5' 'Trade' '151.66' 06-Nov-2017 14:30:10 'IBM.N' 'Market Price' '-5' 'Trade' '151.73'

dis a timetable that contains these variables:

Assume a price threshold of $160. Determine if the trade price is less than $160. Set the buy indicatorbuynowtotruewhen the threshold is met.

value = str2double(d.Price); buynow = (value < 160);

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