Decide to Sell Shares with Historical Data Using Tick History from Refinitiv

This example shows how to connect to Tick History from Refinitiv™ and trigger a sell decision for a single Reuters^® Instrument Code (RIC) using the closing 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 historical data for the IBM^® security. Using the history function, retrieve the closing price from November 6, 2017, through November 7, 2017.

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

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

  2×1 timetable

       Time        Last 
    __________    ______

    2017/11/06    150.84
    2017/11/07    151.35

Assume a price threshold of $150. Determine if the closing price is greater than $150. Set the sell indicator sellnow to true when the threshold is met.

sellnow = (d.Last > 150);

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