Datafeed Toolbox

Working with Datafeed Toolbox

Datafeed Toolbox includes programmatic and interactive interfaces to access financial data. Both interfaces complete the process of communicating with a financial data server in three simple steps:

  1. Open a connection
  2. Specify search parameters
  3. Retrieve the data

Command-Line Functions

The library of functions provides a consistent MATLAB programming interface for all supported financial data service providers. The functions let 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.

A datafeed command line session showing financial market data retrieval for multiple securities and fields in a single function call. The datafeed functions let you integrate market data into your MATLAB program or application.

Datafeed command-line session showing financial market data retrieval for multiple securities and fields in a single function call.

The datafeed functions let you integrate market data into your MATLAB program or application.


Example applications using data accessed from Datafeed Toolbox: data view and plots of most recent open orders and bid-ask size, ticker plot of trade price and volume activity for a security, and timeline plot of trade price and volume for a security.

Example applications using data accessed from Datafeed Toolbox: data view and plots of most recent open orders and bid-ask size (left), ticker plot of trade price and volume activity for a security (middle), and timeline plot of trade price and volume for a security (right).

Datafeed Toolbox GUI

Datafeed Toolbox lets you manage server connections and data requests without programming. You can access multiple data fields from a chosen equity interactively and import them into MATLAB. The equivalent MATLAB statements required for the data request are displayed in the connection history. The toolbox currently supports Bloomberg, Interactive Data, and Yahoo! Finance.

A query of intraday ticks for current market data.

A query of intraday ticks for current market data.

Next: Supported Financial Data Service Providers

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