How to access streaming data and store it?

Question

Francisco 2016-5-20

1
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/285105-how-to-access-streaming-data-and-store-it

评论： pedro galan feliubadalo 2018-3-23

采纳的回答： Guillaume

在 MATLAB Online 中打开

Hello, I'm a newbie in MATLAB and I want to retrieve financial streaming data and using it with MATLAB.

I know how to get this data using curl:

C:\>curl -k -H "Authorization: Bearer 137529d301a65re3a32b00ee2c94b8f3-72ffdf45bb72dacy72w40fc67b6b9fbfa" "https://stream-fxpractice.oanda.com/v1/prices?accountId=1234567&instruments=AUD_CAD%2CAUD_CHF"

And the data looks like this:

{"tick":{"instrument":"AUD_CAD","time":"2016-05-20T08:31:03.770867Z","bid":0.94756,"ask":0.94784}}
{"tick":{"instrument":"AUD_CHF","time":"2016-05-20T08:30:58.241559Z","bid":0.71726,"ask":0.71753}}
{"heartbeat":{"time":"2016-05-20T08:31:05.298930Z"}}
{"tick":{"instrument":"AUD_CAD","time":"2016-05-20T08:31:07.084095Z","bid":0.94756,"ask":0.94783}}
{"tick":{"instrument":"AUD_CAD","time":"2016-05-20T08:31:07.595119Z","bid":0.94756,"ask":0.94781}}
{"heartbeat":{"time":"2016-05-20T08:31:07.770028Z"}}
{"tick":{"instrument":"AUD_CAD","time":"2016-05-20T08:31:08.326162Z","bid":0.94756,"ask":0.9478}}
{"tick":{"instrument":"AUD_CAD","time":"2016-05-20T08:31:09.211011Z","bid":0.94756,"ask":0.94781}}
{"tick":{"instrument":"AUD_CAD","time":"2016-05-20T08:31:09.580424Z","bid":0.94756,"ask":0.94784}}
{"heartbeat":{"time":"2016-05-20T08:31:10.258639Z"}}
{"heartbeat":{"time":"2016-05-20T08:31:12.770908Z"}}

JSON Response Fields:

tick:
 instrument: Name of the instrument.
 time: Time in a valid datetime format.
 bid: Bid price
 ask: Ask price
heartbeat:
 time: Time in a valid datetime format.

How can I retrieve this streaming data using MATLAB?

Cheers.

Francisco

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Answer 1

Guillaume 2016-5-20

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/285105-how-to-access-streaming-data-and-store-it#answer_222856

在 MATLAB Online 中打开

The equivalent would probably be:

queryoptions = weboptions('KeyName', 'Authorization', ...
                      'KeyValue', 'Bearer 137529d301a65re3a32b00ee2c94b8f3-72ffdf45bb72dacy72w40fc67b6b9fbfa', ...
                      'ContentType', 'json');
jsondata = webread('https://stream-fxpractice.oanda.com/v1/prices', ...
                   'accountId', 1234567, ...
                   'instruments', 'AUD_CAD''CAUD_CHF#', ...
                   queryoptions)

However, I don't think there's a way to tell matlab to ignore certificate errors (your -k option in curl), so if the website certificate is not valid (why?) then you may need to install that invalid certificate on your machine or degrade to http connection.