Trading Toolbox supports the Trading Technologies X_TRADER API. If you have an X_TRADER license, you can use the toolbox to:
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.
Using the toolbox with the X_TRADER API, you can:
To further customize trade instructions, you can add Good-Til-Cancelled or Good-Til-Day orders.