X_Trader Price Update example
This example show how to set up a listener and callback for a change in price. Note that X_Trader is a 32-bit application and will only work with 32-bit Windows installations of MATLAB.
Contents
Start or connect to XTrader
x = xtrdr
x = xtrdr处理属性:门:(1x1 COM.Xtapi_TTGate_1] InstrNotify: [] Instrument: [] OrderSet: []
Available methods
methods(x)
Methods for class xtrdr: addlistener eq le close findobj lt createInstrument findprop ne createNotifier ge notify createOrderProfile getData xtrdr createOrderSet gt delete isvalid
Available properties
属性(x)
Properties for class xtrdr: Gate InstrNotify Instrument OrderSet
Create event notifier
x.createNotifier
Create an instruments
x.createInstrument('Exchange','TTSIM-G','Product','IPE e-Brent',...'ProdType','Future','Contract','Oct12','Alias','Demo6a_PriceUdate')
Attach instruments to a notifier
x.InstrNotify(1).AttachInstrument(x.Instrument(1))
Define events
x.InstrNotify(1).registerevent({'OnNotifyFound',@(varargin)ttinstrumentfound(varargin{:})}) x.InstrNotify(1).registerevent({'OnNotifyNotFound',@(varargin)ttinstrumentnotfound(varargin{:})}) x.InstrNotify(1).registerevent({'OnNotifyUpdate',@(varargin)ttinstrumentupdate(varargin{:},x)})
Set the update filter to monitor only desired fields
x.InstrNotify(1).UpdateFilter ='Last$,LastQty$,~LastQty$,Change$';
Listen for event data
x.Instrument(1).Open(0)
Display prices for 10 seconds, then shut down
pause(10) disp('Shutting down communications to X_Trader.') close(x)
Exchange: TTSIM-G, Product: IPE e-Brent, ProdType: FUTURE, Contract: IPE e-Brent Oct12 Last: 113.88, LastQty: 1 Exchange: TTSIM-G, Product: IPE e-Brent, ProdType: FUTURE, Contract: IPE e-Brent Oct12 Last: 113.89, LastQty: 1 Exchange: TTSIM-G, Product: IPE e-Brent, ProdType: FUTURE, Contract: IPE e-Brent Oct12 Last: 113.87, LastQty: 1 Exchange: TTSIM-G, Product: IPE e-Brent, ProdType: FUTURE, Contract: IPE e-Brent Oct12 Last: 113.88, LastQty: 1 Exchange: TTSIM-G, Product: IPE e-Brent, ProdType: FUTURE, Contract: IPE e-Brent Oct12 Last: 113.89, LastQty: 1 Exchange: TTSIM-G, Product: IPE e-Brent, ProdType: FUTURE, Contract: IPE e-Brent Oct12 Last: 113.87, LastQty: 1 Exchange: TTSIM-G, Product: IPE e-Brent, ProdType: FUTURE, Contract: IPE e-Brent Oct12 Last: 113.87, LastQty: 2 Exchange: TTSIM-G, Product: IPE e-Brent, ProdType: FUTURE, Contract: IPE e-Brent Oct12 Last: 113.86, LastQty: 2 Exchange: TTSIM-G, Product: IPE e-Brent, ProdType: FUTURE, Contract: IPE e-Brent Oct12 Last: 113.86, LastQty: 1 Exchange: TTSIM-G, Product: IPE e-Brent, ProdType: FUTURE, Contract: IPE e-Brent Oct12 Last: 113.86, LastQty: 4 Exchange: TTSIM-G, Product: IPE e-Brent, ProdType: FUTURE, Contract: IPE e-Brent Oct12 Last: 113.85, LastQty: 1 Exchange: TTSIM-G, Product: IPE e-Brent, ProdType: FUTURE, Contract: IPE e-Brent Oct12 Last: 113.84, LastQty: 1 Exchange: TTSIM-G, Product: IPE e-Brent, ProdType: FUTURE, Contract: IPE e-Brent Oct12 Last: 113.85, LastQty: 1 Exchange: TTSIM-G, Product: IPE e-Brent, ProdType: FUTURE, Contract: IPE e-Brent Oct12 Last: 113.84, LastQty: 1 Exchange: TTSIM-G, Product: IPE e-Brent, ProdType: FUTURE, Contract: IPE e-Brent Oct12 Last: 113.85, LastQty: 1 Exchange: TTSIM-G, Product: IPE e-Brent, ProdType: FUTURE, Contract: IPE e-Brent Oct12 Last: 113.85, LastQty: 2 Shutting down communications to X_Trader.