How to effectively utilize listener and callback functions with iqfeed function realtime.

Hello,

I am currently trying to acquire realtime market data for a security. The end result that I am trying to achieve is to get interval based data (high, low, open, close, period volume) sampled at a rate that I specify. Thus far, I have written a simple elistner function and a trivial callback function. My functions are as follows: ------------------------

function [] = listen(A,B)

A

function [] = event()

disp('Debug')

-------------------------

The line that im executing at the command window is the following:

realtime(Q, '@QM#',{'Most Recent Trade', 'Most Recent Trade Size'},@listen,@event)

Where Q is my iqfeed connection with Q.Protocol set to 5.1. This is what I get at the command window:

A =

Socket with properties:

           SupportsIPv4: 1
         OSSupportsIPv4: 1
           SupportsIPv6: 0
         OSSupportsIPv6: 1
              Available: 376
          LocalEndPoint: [1x1 System.Net.IPEndPoint]
         RemoteEndPoint: [1x1 System.Net.IPEndPoint]
                 Handle: [1x1 System.IntPtr]
               Blocking: 1
    UseOnlyOverlappedIO: 0
              Connected: 1
          AddressFamily: [1x1 System.Net.Sockets.AddressFamily]
             SocketType: [1x1 System.Net.Sockets.SocketType]
           ProtocolType: [1x1 System.Net.Sockets.ProtocolType]
                IsBound: 1
    ExclusiveAddressUse: 0
      ReceiveBufferSize: 8192
         SendBufferSize: 8192
         ReceiveTimeout: 0
            SendTimeout: 0
            LingerState: [1x1 System.Net.Sockets.LingerOption]
                NoDelay: 0
                    Ttl: 128
           DontFragment: 1

The thing im confused about is why there are no fields in the socket object that are relevant to the data. I was looking at the v3stockticker example and I saw that the example relied on the fact that the socket object had fields relating to volume and price, but i see no such fields here. Also, why is the second input parameter of the listener function set to @event. In addition, this only seems to execute once, whereas the realtime function keeps producing data if no elistner or callback are specified. Any insight would be appreciated. A code example would work to if possible.

Thanks very much.....

Answer 1

[Yair Altman]

Consider using my IQML (IQFeed-Matlab) connector as an alternative. IQML enables both synchronous (blocking) and asynchronous (background) queries, that are fetched either serially or in parallel (using the Matlab Parallel Computing Toolbox). A simple usage example that fetches the interval data that you mentioned is:

>> data = IQML('intervalbars', 'Symbol','@ES#')
data =
              Symbol: '@ES#'
             BarType: 'Complete interval bar from history'
           Timestamp: '2018-09-05 12:57:00'
                Open: 2887.75
                High: 2888.25
                 Low: 2887.5
               Close: 2888.25
    CummlativeVolume: 1117565
      IntervalVolume: 913
      NumberOfTrades: 0

IQML was developed with top performance, reliability and usability in mind. IQML supports 100% of IQFeed's API functionality. It is fully documented, continuously maintained/improved, and I am happy to provide support.

Details: https://undocumentedmatlab.com/IQML or https://www.mathworks.com/matlabcentral/fileexchange/69814-IQML

Note: I am an independent software developer and not a MathWorks employee. Don't get angry at me for bringing an independent alternative to the table...