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Trading Toolbox

Instrument Pricing and Order Management with Trading Technologies X_TRADER

Trading Toolbox supports the Trading Technologies X_TRADER API. If you have an X_TRADER license, you can use the toolbox to:

  • Access event-based real-time tradable instrument data
  • Track changes in Level II market information
  • Submit orders and track execution by the order server

Integrating Streaming Market Data

The toolbox lets you define event notifiers and callback functions to handle streaming updates of financial instrument data, such as the last traded price and quantity, from within MATLAB. Doing so enables the development and testing of trading strategies and algorithms that react to market changes in real time. You can analyze market microstructure information such as Level II order book data to enhance execution algorithms.

Level II order book data tracking.
Level II order book data tracking.

Order Execution and Tracking

Using the toolbox with the X_TRADER API, you can:

  • Submit orders for execution at different market venues
  • Combine orders into sets
  • Create event notifiers to track the execution of the order set
  • Receive order-fill information in real time
  • Check that orders do not violate self-imposed position limits
  • Define market and limit orders
  • Set stop-order restrictions

To further customize trade instructions, you can add Good-Til-Cancelled or Good-Til-Day orders.

Next: Trading and Order Management with Interactive Brokers TWS

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Commodities Trading with MATLAB

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