Decide to Buy Shares with Intraday Data Using Tick History from Refinitiv

This example shows how to connect to Tick History from Refinitiv™ and trigger a buy decision for a single Reuters^® Instrument Code (RIC) using the trade price.

Create a Tick History from Refinitiv connection by using a user name and password. The appearance of the connection object c in the MATLAB^® workspace indicates a successful connection.

username = 'username';
password = 'password';
c = trth(username,password);

Retrieve intraday data for the IBM^® security. Using the timeseries function, retrieve the trade price from November 6, 2017, through November 7, 2017.

sec = ["IBM.N","Ric"];
fields = ["Trade - Price"];
startdate = datetime('11/06/2017','InputFormat','MM/dd/yyyy');
enddate = datetime('11/07/2017','InputFormat','MM/dd/yyyy');

d = timeseries(c,sec,fields,startdate,enddate);

Display the first three rows of intraday data.

head(d,3)

ans =

  3×5 timetable

            Time             x_RIC         Domain        GMTOffset     Type       Price  
    ____________________    _______    ______________    _________    _______    ________

    06-Nov-2017 14:30:10    'IBM.N'    'Market Price'      '-5'       'Trade'    '151.68'
    06-Nov-2017 14:30:10    'IBM.N'    'Market Price'      '-5'       'Trade'    '151.66'
    06-Nov-2017 14:30:10    'IBM.N'    'Market Price'      '-5'       'Trade'    '151.73'

d is a timetable that contains these variables:

• Transaction date and time

• RIC

• Domain

• GMT time zone offset

• Transaction type

• Price

Assume a price threshold of $160. Determine if the trade price is less than $160. Set the buy indicator buynow to true when the threshold is met.

value = str2double(d.Price);
buynow = (value < 160);

Use the buy indicator to create a buy order of IBM shares in the trading system of your choice.