tlkrs

SIX Financial Information connection

Description

The tlkrs function creates a tlkrs object. The tlkrs object represents a SIX Financial Information connection.

After you create a tlkrs object, you can use the object functions to retrieve current and intraday tick data.

Creation

Syntax

c = tlkrs(ci,ui,password)

Description

c = tlkrs(ci,ui,password) creates a connection to the SIX Financial Information data service and sets the ci, ui and password properties.

Properties

ci — Customer identifier

character vector | string scalar

Customer identifier, specified as a character vector or string scalar. For credentials, contact SIX Financial Information.

Example: 'US12345'

Data Types: char | string

ui — User identifier

character vector | string scalar

User identifier, specified as a character vector or string scalar. For credentials, contact SIX Financial Information.

Example: 'userapid01'

Data Types: char | string

password — Password

character vector | string scalar

Password, specified as a character vector or string scalar. For credentials, contact SIX Financial Information.

Example: 'userapid10'

Data Types: char | string

sessionid — Session identifier

character vector

This property is read-only.

Session identifier, specified as a character vector. The tlkrs function determines the session identifier from the file specified by the login URL.

Example: '463487494'

Data Types: char

Object Functions

close	Close connection to SIX Financial Information
getdata	Current SIX Financial Information data
history	End of day SIX Financial Information data
timeseries	SIX Financial Information intraday tick data
isconnection	Determine if SIX Financial Information connection is valid
tkfieldtoid	SIX Financial Information field names to identification string
tkidtofield	SIX Financial Information identification string to field name

Examples

Connect to SIX Financial Information

Create a SIX Financial Information connection. Then, retrieve current data for instruments. The current data you see when completing this example can differ from the output data shown.

Create a SIX Financial Information connection with a customer identifier, user identifier, and password. c is a tlkrs object.

ci = 'US12345';
ui = 'userapid01';
password = 'userapid10';
c = tlkrs(ci,ui,password)

c = 

  tlkrs with properties:

           ci: 'US12345'
           ui: 'userapid01'
     password: 'userapid10'
    sessionid: '463487494'

Convert the bid, ask, and last price fields to the identifiers ids.

f = {'Bid','Ask','Last'};
typ = 'market';
ids =  tkfieldtoid(c,f,typ);

Retrieve the current data for the specified securities s.

s = {'1758999,149,134','275027,148,184'};
d = getdata(c,s,ids);

Display the pricing data.

d.P.v

ans =

  6×1 cell array

    {'64.36'  }
    {'64.37'  }
    {0×0 double}
    {'1.26' }
    {'1.26' }
    {0×0 double}

Close the SIX Financial Information connection.

close(c)

Version History

Introduced in R2011b