Datafeed Toolbox

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 service 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.

MATLAB plot of stock price and volume history accessed by 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.

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

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.

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.

Supported Financial Data Service Providers

Datafeed Toolbox supports the following financial data service providers:

  • Bloomberg®
  • FactSet®
  • Federal Reserve Economic Data (FRED)
  • Haver Analytics
  • Interactive Data
  • IQFeed®
  • Kx Systems®
  • Reuters® Market Data System (RMDS)
  • SIX Financial Information
  • Thomson® Reuters Datastream
  • Trading Technologies®
  • Yahoo!® Finance
Market Data TypeData Service Provider
Real Time
  • Bloomberg
  • IQFeed
  • Reuters Market Data System (RMDS)
  • Reuters NewScope (part of RMDS)
  • Trading Technologies
Current Market
  • Bloomberg
  • IQFeed
  • Reuters Market Data System (RMDS)
  • Reuters NewScope (part of RMDS)
  • SIX Financial Information
  • Yahoo! Finance
Intraday Tick or Timeseries
  • Bloomberg
  • IQFeed
  • Reuters DataScope Tick History
  • SIX Financial Information
Historical or End-of-Day
  • Bloomberg
  • FactSet
  • FRED
  • Haver Analytics
  • Interactive Data
  • IQFeed
  • Reuters Time Series 1
  • SIX Financial Information
  • Thomson Reuters Datastream
  • Yahoo! Finance

Request support for additional data service providers

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Equity Trading with MATLAB and FactSet

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