Access financial data from data service providers
Datafeed Toolbox™ provides access to financial data, news and social media data, and trading systems. You can establish connections from MATLAB® to retrieve historical, intraday, or real-time data streams and then perform analyses, develop models and financial trading strategies, and create visualizations that reflect financial and market behavior.
You can use the streaming and event-based data in MATLAB to build automated trading strategies that react to market events via industry-standard or proprietary trade execution platforms. The toolbox includes functions for analyzing transaction costs, accessing trade and quote pricing data, defining order types, and executing orders.
Supported data providers include Bloomberg®, FRED®, Haver Analytics®, Quandl®, Twitter®, and Refinitiv™. Supported trade execution platforms include Bloomberg EMSX, Trading Technologies® X_TRADER®, Wind Data Feed Services (WDS), and CQG®.
Current and Historical Data
Retrieve current or historical data using MATLAB functions such as
timeseries, which retrieve data immediately and do not update with changing market conditions. The data retrieved will vary by data service provider.
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.
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.
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.
The MATLAB Computational Finance Suite is a set of 12 essential products that enables you to develop quantitative applications for risk management, investment management, econometrics, pricing and valuation, insurance, and algorithmic trading.