Get Started with Datafeed Toolbox

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 Refinitiv™.

Tutorials

• Retrieve Current and Historical Data Using Bloomberg
  

  This example shows how to connect to Bloomberg® and retrieve current and historical Bloomberg® market data.

• Retrieve Current and Historical Data Using Enterprise Platform from Refinitiv
  

  This example shows how to connect to the Enterprise Platform from Refinitiv and retrieve current and historical market data.

• Retrieve Historical Data Using FRED
  

  This example shows how to connect to FRED®, retrieve historical foreign exchange rates, and determine when the highest rate occurred.

• Retrieve Historical Data Using Quandl
  

  Return historical data using an applied calculation.

• Retrieve Historical Data Using Haver Analytics
  

  This example shows how to connect to Haver Analytics and retrieve historical data.

• Retrieve Intraday and Historical Data Using IQFEED
  

  This example shows how to connect to IQFEED and retrieve intraday and historical data.

• Writing and Running Custom Event Handler Functions
  

  You can process events related to any data updates by writing a custom event handler function for use with Datafeed Toolbox.

About Datafeed Connections

• Data Server Connection Requirements
  

  Find license and proxy information requirements for the supported service providers.

• Communicating with Data Providers
  

  Find the connection function for each supported data provider.

• Installing Bloomberg and Configuring Connections
  

  Find the Bloomberg connection requirements.

• Configuring Enterprise Platform from Refinitiv Connections
  

  To connect to the Enterprise Platform from Refinitiv for the first time or change the authentication type, configure the Reuters^® connection using the RFA Configuration Editor.