Documentation

Trading Toolbox

Access prices, analyze transaction costs, and send orders to trading systems

Trading Toolbox™ provides functions for analyzing transaction costs, accessing trade and quote pricing data, defining order types, and sending orders to financial trading markets. The toolbox lets you integrate streaming and event-based data into MATLAB®, enabling you to develop financial trading strategies and algorithms that analyze and react to the market in real time. You can build algorithmic or automated trading strategies that work across multiple asset classes, instrument types, and trading markets while integrating with industry-standard or proprietary trade execution platforms.

With Trading Toolbox you can analyze and estimate transaction costs before placing an order, as well as attribute costs post-trade. You can analyze transaction costs associated with market impact, timing, liquidity, and price appreciation, and use cost curves to minimize transaction costs for single assets or for a portfolio of assets.

Trading Toolbox lets you access real-time streams of tradable instrument data, including quotes, volumes, trades, market depth, and instrument metadata. You can define order types and specify order routing and filling procedures.

Getting Started

Learn the basics of Trading Toolbox

Transaction Cost Analysis

Conduct trading cost, sensitivity, and post-trade execution analysis

Bloomberg

Create and maintain orders, routes, and strategies through Bloomberg® EMSX

CQG

Access market data and submit orders through CQG®

FIX Flyer

Access market data, submit orders, and request information through FIX messages using FIX Flyer™

Interactive Brokers

Access market data, submit orders, and request information through Interactive Brokers® using IB Trader WorkstationSM

Trading Technologies

Access market data and submit orders through Trading Technologies® X_TRADER®