Documentation

This is machine translation

Translated by Microsoft
Mouse over text to see original. Click the button below to return to the English verison of the page.

Trading Toolbox Functions

Alphabetical List By Category
accounts Retrieve Interactive Brokers account information
addListener Add event handling listener to FIX Flyer connection
close Close Bloomberg EMSX connection
close Close CQG connection
close Close FIX Flyer connection
close Close IB Trader Workstation connection
close Close X_TRADER connection
contractdetails Request Interactive Brokers contract details
costCurves Estimate market-impact cost of order execution
cqg Create CQG connection object
createInstrument Create instrument for X_TRADER
createNotifier Create instrument notifier for X_TRADER
createOrder Create Bloomberg EMSX order
createOrder Create CQG order
createOrder Create IB Trader Workstation order
createOrderAndRoute Create and route Bloomberg EMSX order
createOrderAndRouteWithStrat Create and route Bloomberg EMSX order with strategies
createOrderProfile Create order profile for X_TRADER
createOrderSet Create order set for X_TRADER
deleteOrder Delete Bloomberg EMSX order
deleteRoute Delete Bloomberg EMSX active shares
emsx Create Bloomberg EMSX connection
emsxOrderBlotter Bloomberg EMSX example order blotter
executions Request Interactive Brokers execution data
fix2struct Convert FIX message to structure array
fix2table Convert FIX message to table
fixflyer FIX Flyer connection
getAllFieldMetaData Obtain Bloomberg EMSX field information
getBrokerInfo Obtain Bloomberg EMSX broker and strategy information
getData Obtain current X_TRADER data
getdata Request current Interactive Brokers data
groupRouteOrderWithStrat Route multiple Bloomberg EMSX orders with strategies
history Request CQG historical data
history Request Interactive Brokers historical data
ibtws Create IB Trader Workstation connection
iStar Estimate instantaneous trading cost for order
krg Create Kissell Research Group transaction-cost analysis object
liquidityFactor Estimate and compare liquidation costs across stocks
marketdepth Request Interactive Brokers market depth data
marketImpact Estimate price movement due to order or trade
modifyOrder Modify Bloomberg EMSX order
modifyRoute Modify Bloomberg EMSX route
modifyRouteWithStrat Modify route with strategies for Bloomberg EMSX
orderid Obtain next valid order identification number
orderInfo Retrieve FIX Flyer order status and information
orders Obtain Bloomberg EMSX order subscription
orders Request Interactive Brokers open order data
portfolio Retrieve current Interactive Brokers portfolio data
portfolioCostCurves Estimate market-impact cost of order execution for portfolio
priceAppreciation Estimate trading cost due to natural price movement
processEvent Sample Bloomberg EMSX event handler
realtime Subscribe to CQG instrument
realtime Request Interactive Brokers real-time data
routeOrder Route Bloomberg EMSX order
routeOrderWithStrat Route Bloomberg EMSX order with strategies
routes Obtain Bloomberg EMSX route subscription
sendMessage Send FIX message to FIX Flyer Engine
shutDown Close CQG connection
startUp Create CQG connection
struct2fix Convert structure array containing FIX tags to cell array of FIX messages
table2fix Convert table containing FIX tags to cell array of FIX messages
timeseries Request CQG intraday tick data
timeseries Request Interactive Brokers aggregated intraday data
timingRisk Estimate uncertainty of market-impact cost
xtrdr Create X_TRADER connection
Was this topic helpful?