stop

Create a WDS connection.

c = wind;

Format output data for currency.

format bank

Using the 0002.HK and 0003.HK securities and the WDS connection, retrieve real-time data for the last price, volume, and last volume fields. Process real-time data events using the sample event handler function windEventHandler. You can use the sample event handler function or create a custom event handler function to process events.

s = {'0002.HK','0003.HK'};
f = {'rt_last','rt_vol','rt_last_vol'}};

requestid = realtime(c,s,f,@(varargin)windEventHandler(varargin))

requestid =

  uint64

   5

requestid is the request identifier associated with the subscription. The event handler function windEventHandler creates a variable in the MATLAB^® workspace named winddata. This variable contains the subscription data.

Display the subscription data.

winddata

winddata =

  2×4 timetable

            Time              Codes      RT_LAST      RT_VOL       RT_LAST_VOL
    ____________________    _________    _______    ___________    ___________

    28-Nov-2017 10:55:25    '0002.HK'     81.30      2106274.00     422500.00 
    28-Nov-2017 10:55:25    '0003.HK'     15.28     19995745.00    1398000.00 

winddata is a timetable that contains a row for each security with the time and these variables:

Stop the data subscription using the request identifier.

stop(c,requestid)

Close the WDS connection.

close(c)