Connect to Bloomberg EMSX

Connect to the Bloomberg EMSX test service using the Bloomberg EMSX C++ interface.

c = bloombergEMSX('//blp/emapisvc_beta');

c = 
 
  bloombergEMSX with properties:

    Session: [1×1 datafeed.internal.BLPSession]
    Service: '//blp/emapisvc_beta'
    Ipaddress: "111.222.333.44"
    Port: 8194.00
    User: []

MATLAB^® returns c as the connection to the Bloomberg EMSX test service with the following:

Set Up Route Subscription

Set up the route subscription for Bloomberg EMSX fields EMSX_BROKER and EMSX_WORKING using the Bloomberg EMSX connection c. Return the status for existing routes.

fields = {'EMSX_BROKER','EMSX_WORKING'};

events = routes(c,fields)

events = 

                       MSG_TYPE: {5x1 cell}
                   MSG_SUB_TYPE: {5x1 cell}
                   EVENT_STATUS: [5x1 int32]
                   ...

events contains fields for the events currently in the event queue.

Create and Route Order

Create the order request structure order to define the order parameters. This code creates a buy market order for 100 shares of IBM^®. This code uses the broker BB with the time in force set to DAY and any hand instruction. Convert the number of shares to a 32-bit signed integer using int32.

order.EMSX_TICKER = 'IBM';
order.EMSX_AMOUNT = int32(100);
order.EMSX_ORDER_TYPE = 'MKT';
order.EMSX_BROKER = 'BB';
order.EMSX_TIF = 'DAY';
order.EMSX_HAND_INSTRUCTION = 'ANY';
order.EMSX_SIDE = 'BUY';

Create and route the order using the Bloomberg EMSX connection c and the order request structure order.

events = createOrderAndRoute(c,order)

events = 
    
    EMSX_SEQUENCE: 335877
    EMSX_ROUTE_ID: 1
          MESSAGE: 'Order created and routed' 

The default event handler processes the events associated with creating and routing the order. createOrderAndRoute returns events as a structure that contains these fields:

Modify Route

Define the modroute structure that contains these fields:

This code modifies the route to 50 shares of IBM for order sequence number 335877 and route identifier 1. Convert the numbers to 32-bit signed integers using int32.

modroute.EMSX_SEQUENCE = int32(335877)
modroute.EMSX_TICKER = 'IBM';
modroute.EMSX_AMOUNT = int32(50);
modroute.EMSX_ROUTE_ID = int32(1);

Modify the route using the Bloomberg EMSX connection c and modify route request modroute.

events = modifyRoute(c,modroute)

events = 
    
    EMSX_SEQUENCE: 0
    EMSX_ROUTE_ID: 0
          MESSAGE: 'Route modified'

The default event handler processes the events associated with modifying a route. modifyRoute returns events as a structure that contains these fields:

Delete Modified Route

Define the structure routenum that contains the order sequence number EMSX_SEQUENCE and the route number EMSX_ROUTE_ID associated with the modified route.

routenum.EMSX_SEQUENCE = 0;
routenum.EMSX_ROUTE_ID = 0;

Delete the route using the Bloomberg EMSX connection c and delete route number structure routenum.

events = deleteRoute(c,routenum)

events = 

     STATUS: '1'
    MESSAGE: 'Route cancellation request sent to broker'

The default event handler processes the events associated with deleting a route. deleteRoute returns events as a structure that contains these fields:

Stop Route Subscription

Unsubscribe from route events using the Bloomberg EMSX subscriptions.

c.Session.stopSubscriptions

Close Bloomberg EMSX Connection

close(c)