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 perform analyses, develop models, and create visualizations 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.
Supported data providers include Bloomberg®, FactSet®, FRED®, Haver Analytics®, IQFEED®, Kx Systems®, Inc., Quandl®, SIX Financial Information, and Thomson Reuters®.
This example shows how to connect to Bloomberg® and retrieve current and historical Bloomberg® market data.
This example shows how to connect to the Reuters® Market Data System (RMDS) and retrieve current and historical Thomson Reuters market data.
This example shows how to connect to FRED®, retrieve historical foreign exchange rates, and determine when the highest rate occurred.
Return historical data using an applied calculation.
This example shows how to connect to Haver Analytics and retrieve historical data.
This example shows how to connect to IQFEED and retrieve intraday and historical data.
You can process events related to any data updates by writing a custom event handler function for use with Datafeed Toolbox.
Find license and proxy information requirements for the supported service providers.
Find the connection function for each supported data provider.
Find the Bloomberg connection requirements.
To connect to the Reuters Market Data System for the first time or change the authentication type, configure the Reuters connection using the RFA Configuration Editor.