Trading Toolbox™ provides functions for analyzing transaction costs, accessing trade and quote pricing data, defining order types, and sending orders to financial trading markets. The toolbox lets you integrate streaming and event-based data into MATLAB®, enabling you to develop financial trading strategies and algorithms that analyze and react to the market in real time. You can build algorithmic or automated trading strategies that work across multiple asset classes, instrument types, and trading markets while integrating with industry-standard or proprietary trade execution platforms.
With Trading Toolbox you can analyze and estimate transaction costs before placing an order, as well as attribute costs posttrade. You can analyze transaction costs associated with market impact, timing, liquidity, and price appreciation, and use cost curves to minimize transaction costs for single assets or for a portfolio of assets.
Trading Toolbox lets you access real-time streams of tradable instrument data, including quotes, volumes, trades, market depth, and instrument metadata. You can define order types and specify order routing and filling procedures.
Use Trading Toolbox with the Trading Technologies X_TRADER API.Learn more
Use Trading Toolbox with the Interactive Brokers TWS API.Learn more
Discover more about Trading Toolbox by exploring these resources.
Explore documentation for Trading Toolbox functions and features, including release notes and examples.
Browse the list of available Trading Toolbox functions.
View system requirements for the latest release of Trading Toolbox.
Trading Toolbox requires MATLAB.
Use Trading Toolbox to solve scientific and engineering challenges: