Datafeed Toolbox

Introduction

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 develop realistic models 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.

Key Features

• Current, intraday, historical, and real-time market data access
• Customizable data access by security lists, time periods, and other fields
• Intraday tick data retrieval as a time series
• Real-time security data access
• Bloomberg^®, Thomson Reuters^®, and other data server provider support
• Haver Analytics and Federal Reserve Economic Data (FRED^®) economic data support

MATLAB plot of stock price and volume history accessed by Datafeed Toolbox.