It is possible to import data from QuoteLink into MatLab. Use QuoteLink version ql-0-77-106 or later.
for now use MatLab 32 bits edition
commands to use at the MatLab prompt:
Create a Link object instance. The Link object represents QuoteLink inside MatLab and you need only to do it once
link = actxserver('QLClient.Link')
Synchronous Request L1 quotes
spx = link.Request('SPX.XO', 'IQ') returns a QuoteLink Node object that contains all data for the symbol
spx.GetField('LAST').Value() returns last
spx = link.Series('SPX.XO', 60, 365, 'IQ', 60000) request 1Minute (=60s) bars, 365 days from IQ feed and use a timeout of 60000 milliseconds
cm = spx.Matrix() get a cell array with number of Bars x 6 Colums - where the 6 columns are Time, Open, High, Volume, Close, Volume - time is MatLab serial date
m = cell2mat(cm) cell2mat is a MatLab internal function to convert from cell array to a number matrix
The data is downloaded and cached locally for subsequent use.