Datafeed Toolbox
Access financial data from data service providers
DataFeed Toolbox™提供了对财务数据,新闻和社交媒体数据以及交易系统的访问。您可以建立MATLAB的连接®to retrieve historical, intraday, or real-time data streams and then perform analyses, develop models and financial trading strategies, and create visualizations that reflect financial and market behavior.
You can use the streaming and event-based data in MATLAB to build automated trading strategies that react to market events via industry-standard or proprietary trade execution platforms. The toolbox includes functions for analyzing transaction costs, accessing trade and quote pricing data, defining order types, and executing orders.
Supported data providers include Bloomberg®, FRED®,Haver Analytics®, Quandl®, Twitter®, and Refinitiv™. Supported trade execution platforms include Bloomberg EMSX, Trading Technologies®x_trader®, Wind Data Feed Services (WDS), and CQG®.
Get Started:
Supported Trading Systems
当前和历史数据
使用MATLAB功能(例如拿来
,GetData
,history,
或者timeseries
, retrieve data immediately and do not update with changing market conditions. The data retrieved will vary by data service provider.
实时数据
检索动态数据,例如基于事件或流数据,使用即时的
函数或通过在MATLAB中创建事件处理程序功能,每次从服务提供商接收新数据时都会执行。
Intraday Tick Data
使用内置功能将日内数据导入MATLAB。可以导入的盘中数据的数量因数据服务提供商而异。
进口新闻和社交数据
Retrieve large amounts of machine-readable news from Refinitiv text file archives. Import Twitter data directly into MATLAB for sentiment analysis usingText Analytics Toolbox™或者by writing your own scripts.
Bloomberg EMSX
With your Bloomberg EMSX license, you can connect to Bloomberg EMSX test and production servers to create, route and manage orders. Retrieve real-time and event-based tradable instrument data from Bloomberg.
CQG
With your CQG license, you can connect to CQG to retrieve market data, perform trade execution, and track executed orders for multiple strategies.
Trading Technologies X_TRADER
With your X_TRADER license, you can use Datafeed Toolbox to retrieve event-based real-time tradable instrument data, track changes in Level II market information, and submit orders and track execution.
Wind Data Feed Services
借助您访问风数据供稿服务或Wind Financial终端,您可以使用DataFeed工具箱检索市场数据,执行贸易执行并跟踪执行订单。
产品资源:
Computational Finance Suite
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