MATLAB uses Yahoo's API under the hood. Around April 18 Yahoo introduced some changes in the protocol of their API. These changes prevented the Datafeed Toolbox from connecting to the service.
The development team implemented a fix that takes into account those changes, but the fix needs to be applied manually. To apply the fix, follow these steps:
1) Download the attached files: 'yahoo.m' and 'fetch.m'
2) Remove the following file
where %MATLAB_ROOT% can be found with the following MATLAB command:
3) Place the downloaded files in the following locations:
4) Run the following MATLAB command
>> rehash toolboxcache
>> clear classes
Now you should be able to retrieve historic and current data as usual:
>> d = fetch(yahoo,'IBM','Close','01/01/2012','06/30/2012');