Connect to Bloomberg EMSX

Connect to the Bloomberg EMSX test service. Display the current event queue contents using processEvent.

c = emsx('//blp/emapisvc_beta');
processEvent(c)

c = 
 
  emsx with properties:

      Session: [1x1 com.bloomberglp.blpapi.Session]
      Service: [1x1 com.bloomberglp.blpapi.impl.aQ]
    Ipaddress: 'localhost'
         Port: 8194

SessionConnectionUp = {
    server = localhost/127.0.0.1:8194
}

SessionStarted = {
}

ServiceOpened = {
    serviceName = //blp/emapisvc_beta
}

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

processEvent displays events associated with connecting to Bloomberg EMSX.

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,subs] = routes(c,fields)

events = 

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

subs =

com.bloomberglp.blpapi.SubscriptionList@463b9287

events contains fields for the events currently in the event queue. subs contains the Bloomberg EMSX subscription list object.

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 subscription list object subs.

c.Session.unsubscribe(subs)

Close Bloomberg EMSX Connection

close(c)