Datafeed Toolbox

Data

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.

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.

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.

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.

Supported Trading Systems

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.

CQG

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

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.

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.

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