连接到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)