% IQML_MktDepth - sample Market-Depth usage function
function IQML_MktDepth(symbol)

    % Initialize data
    numRows = 10;
    depthData = cell(numRows,8);
    lastUpdateTime = -1;
    GUI_refresh_period = 0.5 * 1/24/60/60; % =0.5 secs

    % Prepare the GUI
    hFig = figure('Name','IQML market-depth example', ...
        'NumberTitle','off','CloseReq',@figClosedCallback,...
        'Menubar','none', 'Toolbar','none', ...
        'Resize','off', 'Pos',[100,200,700,260]);
    color = get(hFig,'Color');
    headers = {'Ask valid','Ask time','Ask size','Ask price', ...
               'Bid price','Bid size','Bid time','Bid valid'};
    formats = {'logical','char','numeric','long', ...
               'long','numeric','char','logical'};
    hTable = uitable('Parent',hFig, 'Pos',[10,40,675,203], ...
        'Data',depthData, 'ColumnName',headers, ...
        'ColumnFormat',formats, 'ColumnWidth',{60,100,80,80,80,80,100,60});
    hButton = uicontrol('Parent',hFig, 'Pos',[50,10,60,20], ...
        'String','Start', 'Callback',@buttonCallback);
    hLabel1 = uicontrol('Parent',hFig, 'Pos',[120,10,100,17], ...
        'Style','text', 'String','Last updated:', ...
        'Horizontal','right', 'Background',color);
    hLabelTime = uicontrol('Parent',hFig, 'Pos',[225,10,100,17], ...
        'Style','text', 'String','(not yet)', ...
        'Horizontal','left', 'Background',color);

    % Send the market-depth request to IQFeed using IQML
    contractParams = {'symbol',symbol};  % '@ES#'
    callbacks = struct('Market_depth',@mktDepthCallbackFcn);
    IQML('marketdepth', contractParams{:}, 'processFunc',callbacks);

    % Figure close callback function - stop the market-depth streaming
    function figClosedCallback(hFig, ~)
        % Delete the figure window and stop any pending data streaming
        delete(hFig);
        IQML('marketdepth', contractParams{:}, 'numofevents',0);
    end % figClosedCallback

    % Start/stop button callback function
    function buttonCallback(hButton, ~)
        currentString = get(hButton,'String');
        if strcmp(currentString,'Start')
            set(hButton,'String','Stop');
        else
            set(hButton,'String','Start');
        end
    end % buttonCallback

    % Callback functions to handle IQFeed Market Depth update events
    function mktDepthCallbackFcn(~, eventData)
        % Ensure that it's the correct MktDepth event
        allMsgParts = strsplit(eventData.MessageString,',');
        allMsgParts(strcmpi(allMsgParts,'T')) = {true};
        allMsgParts(strcmpi(allMsgParts,'F')) = {false};
        if strcmp(eventData.MessagePort,'Level2') && strcmp(allMsgParts{2},symbol)

            % These are the field names of the IQFeed messages
            inputParams = {'Intro','Symbol','MMID',...
                           'Bid','Ask','BidSize','AskSize',...
                           'BidTime','Date','ConditionCode','AskTime',...
                           'BidInfoValid','AskInfoValid','EndOfMsgGroup'};

            % Get the updated data row
            % Note: Java indices start at 0, Matlab starts at 1
            mmid = allMsgParts{strcmpi(inputParams,'MMID')};
            row = sscanf(mmid,'%*c%*c%d');

            % Get the size & price data fields from the event's data
            bidValid = allMsgParts{strcmpi(inputParams,'BidInfoValid')};
            askValid = allMsgParts{strcmpi(inputParams,'AskInfoValid')};
            bidTime  = allMsgParts{strcmpi(inputParams,'BidTime')};
            askTime  = allMsgParts{strcmpi(inputParams,'AskTime')};
            bidSize  = allMsgParts{strcmpi(inputParams,'BidSize')};
            askSize  = allMsgParts{strcmpi(inputParams,'AskSize')};
            bidPrice = allMsgParts{strcmpi(inputParams,'Bid')};
            askPrice = allMsgParts{strcmpi(inputParams,'Ask')};
            thisRowsData = {askValid,askTime,askSize,askPrice,...
                            bidPrice,bidSize,bidTime,bidValid};
            depthData(row,:) = thisRowsData;

            % Update the GUI if more than 0.5 secs have passed and
            % the <Stop> button was not pressed
            if ~isvalid(hButton),  return,  end
            isStopped = strcmp(get(hButton,'String'),'Start');
            if now - lastUpdateTime > GUI_refresh_period && ~isStopped
                set(hTable,'Data',depthData);
                set(hLabelTime,'String',datestr(now,'HH:MM:SS'));
                lastUpdateTime = now;
            end
        end
    end % mktDepthCallbackFcn

end % IQML_MktDepth