MATLAB DATAFEED TOOLBOX RELEASE NOTES Uživatelský manuál stáhnout pdf (Strana 22)

R2012a

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Support for Trading Technologies X_TRADER

The new xtrdr function and related methods provide access to the Trading Technologies

X_TRADER API for 32-bit Windows

Three examples demonstrating xtrdr and its methods are included:

• TTPriceUpdateExample.m

• TTPriceUpdateDepthExample.m

• TTOrderSubmitExample.m

64-Bit Support for Haver Analytics

The haver function and related methods are now supported on 64-bit Windows.

Broker Buy and Sell Codes Added to Bloomberg Intraday Output

You can now request the broker buy and sell codes of each trade as part of an intraday

tick request. These codes identify the market makers.

Timeout Argument for blp

The blp function has a new timeout mechanism. You can now specify how long to attempt

connection before timing out if the connection cannot be made.

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MATLAB DATAFEED TOOLBOX RELEASE NOTES Uživatelský manuál Strana 22