HelloI am making pricing tools which could capture the current market information tick by tick. These m-files should be compiled to independent C++ libraries that can be run independently.I am using Reuters as a data provider but I have figured out that Matlab's own Reuter's datafeed is too ineffective or slow to capture the market situation in real time. The interface (fetch) does not even give me possibility to search certain field values from the given RIC-code. The developers from Matlab said that the Reuters interface is done with Java and it does not give much flexibility.Does there exists any solution in Matlab that can be used to refresh the market in real time? Does Reuters have any support on this concern that would help?thanks!

needed to do something similar for my prev hfund. i ended up coding it in C++. you need to write an adapter that connects using Reuters RFA api and then using Matlab interfaces in C.RFA is not for the faint of heart. Matlab api probably connects using SFC which is a slower system.

As the previous poster said, you will probably want to use the RFA API. Its actually quite straightforward - I wrote C++ adapters for R for both real-time (RFA) and historic time series (SFC) data. Note that SFC will probably disappear sometime in the future, and the RFA API will handle both real-time and historical data.

Let me know if you need access or more information to RFA API?www.reuters.com/developer(I run the Client Developer Program)*Shameless plug apologies*tom.ablewhite@thomsonreuters.comwww.twitter.com/tablewhite

"Does there exists any solution in Matlab that can be used to refresh the market in real time? Does Reuters have any support on this concern that would help?"If Reuters has an API that you can access. Look to connect Matlab using COM objects. You just need to build the file and call the events/ event listeners then register each one. I have already done this for a different source that plots real-time data in a stand alone GUI. Just for the record it keeps up with Crude Oil in real-time. But it can be done, just use COM, it will be much faster.Good Luck

Wondering, how is the Reuters datafeed for Matlab these days. I heard there are other vendors too. Trying to find the best one for real time feed into Matlab.Thanks in advance.