Access financial data from data service providers
Datafeed Toolbox™ provides access to current, intraday, historical, and real-time market data from leading financial data providers. By integrating these data feeds into MATLAB®, you can perform analyses, develop models, and create visualizations that reflect current financial and market behaviors. The toolbox also provides functions to export MATLAB data to some data service providers.
You can establish connections from MATLAB to retrieve historical data or subscribe to real-time streams from data service providers. With a single function call, the toolbox lets you customize queries to access all or selected fields from multiple securities over a specified time period. You can also retrieve intraday tick data for specified intervals and store it as time-series data.
Supported data providers include Bloomberg®, FactSet®, FRED®, Haver Analytics®, IQFEED®, Kx Systems®, Quandl®, SIX Financial Information, and Refinitiv™.
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, by creating an event handler function in MATLAB that is executed each time new data is received from the service provider.
Directly Importing Data from Supported Data Service Providers
Use built-in functions to import intraday data or machine-readable news data into MATLAB. The amount of intraday data and machine-readable news that can be imported varies by data service provider.
Importing Text Files
- Retrieve large amounts of historical intraday tick and machine-readable news from Thomson Reuters text file archives.
- Import Twitter data directly into MATLAB for sentiment analysis using Text Analytics Toolbox™ or by writing your own scripts.
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.