Using QuoteLink with MatLab

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')

for Quotes

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

for Series

 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.