Matlab Live Data API

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inktomii

I'm trying to get live data in my Matlab trading strategy so it send and manage orders. Does anyone have experience with this? Execution will be very important. Are there any other turn key solutions like Tradelink?

I will be using the Sterling platform so I would prefer using the data from them, so I don't have to pay for an other data provider.

Thanks,

Ink
 
The reason behind using using matlab is that it offers a multitude of stats and econometrics functions that I need for my strats..
 
I use Matlab to trade futures markets in real time.

Take a look at this product, but you would need to trade with IB..

http://www.exchangeapi.com/ProductOverview.htm

I've been using it for some time acroos an intraday portfolio of 15 futures.


As long as you are not expecting to trade more than once every few seconds its fine.

Also take look at Ernie Chans site and book, also excellent for Matlab users, lots of great code...

http://epchan.blogspot.com/

His book is very cheap for the stuff it contains.

Hope that helps,


L
 
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