TRTH help for multiple message request types?
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Trying to request multiple message types. If I do them separately it works fine, like the following.
messtype = {'Quote'};
tradefields = {'Bid Price','Bid Size','Number of Buyers','Ask Price','Ask Size','Number of Sellers','Qualifiers'};
x2 = fetch(r,sec,tradefields,daterange,reqtype,messtype,exchange,domain);
messtype = {'Trade'};
tradefields = {'Price','Volume','Qualifiers'};
x1 = fetch(r,sec,tradefields,daterange,reqtype,messtype,exchange,domain);
I would however like to do both these requests at the same time so that my request output is nicely formatted already. I thought it might work in the following way but it doesn't.
messtype = {'Trade','Quote'};
tradefields = {'Price','Volume','Qualifiers','Bid Price','Bid Size','Number of Buyers','Ask Price','Ask Size','Number of Sellers','Qualifiers'};
x3 = fetch(r,sec,tradefields,daterange,reqtype,messtype,exchange,domain);
But it does not. How do I do this?
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