MATLAB: How many symbols can I get real time updates for using the sources that support real time updates (Bloomberg and Reuters) in Datafeed Toolbox 3.3 (R2009a)

bloombergDatafeed Toolboxlatencylimitmaximumrealrealtimereuterssecuritiessymbolstimeupdates

I need to know how many ticker symbols (e.g. GOOG or MSFT) I can get real time updates from and if there is a limit.

Best Answer

We currently support real time data retrieval for only Bloomberg and Reuters. There is no technical limit to the number of securities that you can receive updates from.

However, if you have several hundred, then you will most likely see latency in your callbacks, meaning that new data comes in faster than the callbacks can run. In other words, the rate at which callbacks are triggered is greater than the rate at which callbacks can run. This will result in old data being used. Running on an older machine using Bloomberg, the demo callback stockticker with the SP500 Index members falls behind pretty quickly.

Related Solutions

MATLAB: How to place the realtime data retrieved from Bloomberg in the base workspace using Datafeed Toolbox 3.5 (R2010a)

[SL,T] = realtime(C,S,F,API) subscribes to a given security or list of securities S requesting the fields F and runs the specified function by API. It returns the subscription list, SL and the timer T associated with the real time callback for the subscription list.

The following callback (may be replaced by API above) will return the realtime data retrieved from Bloomberg to MATLAB's base workspace.

Create a new file, copy the function below and save it in the current folder.

function samplecallback(d,s)
%SAMPLECALLBACK Datafeed Toolbox Bloomberg realtime example.
%   SAMPLECALLBACK (D,S) demonstrates the Datafeed Toolbox Bloomberg V3
%   security realtime data import functionality.   D is the structure
%   containing the real time data and S is the security ID returned as the
%   topic of the processed message.
%Process ticks
if isempty(d)
    return
end
d.SEC = s;
assignin('base','A',d)
%
end

You can use the following code snippet to make use of this callback with BLP.REALTIME:

b = blp
[s,t] = realtime(b,ticker,fields,'samplecallback')
openvar('A')

Please replace ticker and fields with list of securities and desired fields respectively. Executing the above shall create the variable A in the base workspace (based on the data retrieved realtime) and open it in the variable editor.

MATLAB: Problems retreiving realtime data V3 bloomberg

There is an additional bracket in your line of code

 [subs,t] = realtime(c,{'IBM US Equity','F US Equity'}), ...
        {'Last_Trade','Volume'},'v3stockticker')

Note the close bracket after {'IBM US Equity','F US Equity'} which means that the realtime function inputs are limited to just c and {'IBM US Equity','F US Equity'}

 [subs,t] = realtime(c,{'IBM US Equity','F US Equity'})

and the last two inputs are ignored..which means that not enough inputs are supplied and so the error message makes sense.

Just remove that unneeded bracket, replacing your line of code with

 [subs,t] = realtime(c,{'IBM US Equity','F US Equity'}, ...
        {'Last_Trade','Volume'},'v3stockticker')

Try the above and see what happens!

Best Answer

Related Solutions

MATLAB: How to place the realtime data retrieved from Bloomberg in the base workspace using Datafeed Toolbox 3.5 (R2010a)

MATLAB: Problems retreiving realtime data V3 bloomberg

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