All IQFEED data query functions are implemented as asynchronous in Datafeed Toolbox 4.5 (R2013a) for consistency with the IQFEED API. Asynchronous functions will continue execution without waiting for the data to return.
In order to get "IQFeedLevelOneData" data from the base workspace into a function, you can check the existence of this variable using "evalin". See attachment "workaround1.m" . Another workaround that achieves the behavior of a synchronous function uses a global variable and a custom callback function to modify the global variable when the data has returned. See attachment "workaround2.m"