Get Started with Datafeed Toolbox

Access financial data from data service providers

Datafeed Toolbox™ provides access to financial data, news 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^®, and Refinitiv™. Supported trade execution platforms include Bloomberg EMSX, Trading Technologies^® X_TRADER^®, Wind Data Feed Services (WDS), and CQG^®.

Installation and Configuration

Data Server Connection Requirements

Installing Bloomberg and Configuring Connections

Tutorials

Economic Data

Retrieve Historical Data Using FRED
Return historical foreign exchange rates from FRED into MATLAB using the fetch function.
Retrieve Historical Data Using Haver Analytics
Return historical data from Haver Analytics into MATLAB using the fetch function.

Financial Data

Retrieve Current and Historical Data Using Bloomberg Desktop C++ Interface
Return current and historical data from Bloomberg using the getdata and history functions of the bloomberg object.
Create Order Using CQG
Establish event handlers, subscribe to an instrument, and create a market order using the createOrder function.
Create Order Using X_TRADER
Create instrument, register event handlers, create order set, and perform order setup and submission.
Create Order Using Real-Time Snapshot WDS Data
Retrieve real-time snapshot WDS data, perform simple data analysis, and create an order based on the results.

About Datafeed Connections

Communicating with Data Service Providers

Find the connection function for each supported data service provider.

Videos

Algorithmic Trading: Strategies for Optimizing Trade Execution (58 min, 42 secs)
Use MATLAB to improve trade quality and portfolio returns throughout all phases of the investment cycle.

How to Import Data from Datastream Web Services (3 min 13 sec)
Import historical data using Datastream™ Web Services from Refinitiv, determine technical indicators, and plot financial charts.