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Trading Toolbox

Trading and Order Management with Interactive Brokers TWS

Trading Toolbox supports the Interactive Brokers TWS API. If you have an Interactive Brokers account, you can use the toolbox to:

  • Access historical, real-time, event-based, and streaming market price data
  • Create and submit custom trade orders for execution
  • Track order execution across multiple venues accessible via the TWS API

Integrating Real-Time and Historical Market Data

The toolbox lets you integrate real-time, intraday, and historical instrument prices and quotes into your analytics workflow from within MATLAB. This approach enables you to develop trading strategies that can respond to market events and adapt their executions accordingly. You can develop trading systems that analyze streaming market microstructure information from multiple venues and optimize their trade executions accordingly.

Trading and Order Management

Using the toolbox with the TWS API, you can:

  • Create custom trade orders, specifying the action, quantity of the underlying instrument, and type of order
  • Invoke orders and execution algorithms provided by Interactive Brokers through the COM interface to improve obtained price, increase execution speed, reduce information leakage, or meet other constraints
  • Track order execution and order fill information
Example Interactive Brokers order blotter with sample National Best Bid Offer information.
Example Interactive Brokers order blotter with sample National Best Bid and Offer (NBBO) information.
Next: Trading and Order Management with CQG

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