File Exchange

image thumbnail

EODML - Matlab connector to EODHistoricalData

version 1.04 (150 KB) by Yair Altman
Matlab connector to EODHistoricalData optimized for reliability, ease-of-use, functionality and performance (including parallelization)

1 Download

Updated 01 Jan 2020

GitHub view license on GitHub

EODML is a Matlab toolbox to retrieve financial market data from EODHistoricalData.

Easy-to-use Matlab commands fetch market data from EODHistoricalData:
* Historic, intra-day and live (delayed) market data – OHLC bars, adjusted close and volume data
* Historic and upcoming splits, dividends, IPO, and earning events
* Historic basic technicals – SMA, EMA, WMA, RSI, AvgVol
* Historic short interests
* Symbols lookup – all listed symbols in a certain exchange, or all exchanges that list a certain symbol
* Option chains lookup – contract info, in/out of money, trade info, Greeks, implied volatility; grouped by expiration date
* Fundamental info – corporate info, shares stats or bond data, technicals, split/dividend events, ESG scores, earnings, financials
* Combine all of the above for a full-fledged end-to-end automated trading system using plain Matlab

EODML was optimized for reliability, ease-of-use, functionality and performance (including parallelization).
EODML only needs the core Matlab to run, no additional toolboxes are required. Parallelization requires the Matlab Parallel Processing Toolbox, but EODML works well even without it.

A detailed User Guide is included, complete with working usage examples and implementation tips.

This downloadable version can run for a full year for free. The free license has some restrictions on the query rate and does not include support. A paid license that enables increased query rate and includes support can be purchased on EODML's webpage.

Additional information and usage examples can be found on:
- EODML's product page: https://undocumentedmatlab.com/EODML
- EODML's GitHub repository: https://github.com/altmany/EODML (where you can report any program issues)

For related questions and feedback, please contact me: altmany (at) gmail.com

Cite As

Yair Altman (2020). EODML - Matlab connector to EODHistoricalData (https://www.github.com/altmany/EODML), GitHub. Retrieved .

Comments and Ratings (0)

MATLAB Release Compatibility
Created with R2019b
Compatible with any release
Platform Compatibility
Windows macOS Linux
Acknowledgements

Inspired by: IQML - Matlab connector to IQFeed