Obtaining Realtime Tick Data
This tutorial is one in a series that discusses Using CQG From Within MATLAB.
Specifically the downloadable file CQGLoadRealtimeData.zip contains a sample m-file, showing how to connect to the CQG API from MATLAB. The file shows how to create a custom MATLAB class for instantiating the CQG connection, with methods for starting and stopping the data collection.
This particular example shows how to obtain data on a tick-by-tick basis that contains the latest Bid, Ask, and Trade information for a user specified instrument.
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