Get Started with Trading Toolbox

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 post-trade. 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.

Tutorials

• Estimate Trading Costs for Collection of Stocks
  

  Estimate four different trading costs for a collection of stocks.

• Create an Order Using Bloomberg EMSX
  

  This example shows how to connect to Bloomberg^® EMSX and create and route a market order.

• Create an Order Using CQG
  

  This example shows how to connect to CQG^® and create a market order.

• Create an Order Using FIX Flyer
  

  Create a FIX Flyer™ connection, submit orders, and retrieve order information.

• Create an Order Using IB Trader Workstation
  

  Create a connection to the IB Trader Workstation℠ and create a market order based on historical and current data for a security.

• Create an Order Using X_TRADER
  

  This example shows how to connect to Trading Technologies^® X_TRADER^® and create a market order.

• Create Order Using Real-Time Snapshot WDS Data
  

  Retrieve real-time snapshot WDS data, perform simple data analysis, and create an order based on the results.

About Trading Connections

• Trading System Providers
  

  Learn about the supported trading system providers and their connection requirements.