Datafeed Toolbox

Data

Plot of historical stock price data and volume.

Current and Historical Data

Retrieve current or historical data using MATLAB functions such as fetch, getdata, history, or timeseries, which retrieve data immediately and do not update with changing market conditions. The data retrieved will vary by data service provider.

How to Import Data from Datastream Web Services Using MATLAB (3:13)

Documentation

Retrieve dynamic data from service providers.

Real-Time Data

Retrieve dynamic data, such as event-based or streaming data, using the realtime function or by creating an event handler function in MATLAB that is executed each time new data is received from the service provider.

Documentation

Retrieve intraday tick data.

Intraday Tick Data

Use built-in functions to import intraday data into MATLAB. The amount of intraday data that can be imported varies by data service provider.

Documentation

Perform different analysis using news and social data.

Importing News and Social Data

Retrieve large amounts of machine-readable news from Refinitiv text file archives. Import Twitter data directly into MATLAB for sentiment analysis using Text Analytics Toolbox™ or by writing your own scripts.

Alpha Generation Using Refinitiv News Sentiment and MATLAB (59:53)

Documentation

Supported Trading Systems

Bloomberg EMSX order blotter.

Bloomberg EMSX

With your Bloomberg EMSX license, you can connect to Bloomberg EMSX test and production servers to create, route and manage orders. Retrieve real-time and event-based tradable instrument data from Bloomberg.

Documentation

Use CQG to monitor market price information and submit orders.

CQG

With your CQG license, you can connect to CQG to retrieve market data, perform trade execution, and track executed orders for multiple strategies.

Documentation

Order Book from X_Trader .

Trading Technologies X_Trader

With your X_TRADER license, you can use Datafeed Toolbox to retrieve event-based real-time tradable instrument data, track changes in Level II market information, and submit orders and track execution.

Documentation

Wind Data Feed Services API.

Wind Data Feed Services

With your access to Wind Data Feed Services or Wind Financial Terminal, you can use Datafeed Toolbox to retrieve market data, perform trade execution, and track executed orders.

Documentation

Product Resources:

Documentation Functions Technical articles User stories Requirements Release notes Videos Examples
A2A’s point-and-click interface

“When you deal with numbers all day and work with sophisticated analytical models, having an integrated environment is invaluable. With MATLAB we visualize data, conduct back-testing, and plot graphs to see the results of changes we make, all in one environment, and that saves time.”

Simone Visonà, A2A
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