Matlab socket programming best way to trigger events with real time data provider like IQFeed
I may finally getting closer to figuring out how to stream data into Matlab using sockets. From within Matlab, it will directly connect into the IQFeed client. Outside of what you would think is difficult event handling with listeners, the coding looks stupidly easier but communicating with .NET assemblies or Java JARs is more complicated.Using Sockets within Matlab is much easier to just use a filter on the stream to listen to. If something triggers, you would issue a listener. Once I figure it out, this HFT may become born.
Quant analytics market data capture: so what the general differences between iqfeed and the nxcore products?
Dave Forss: the base rate of our NxCOre is $500/month, iQFeed is $65/month. NxCore is an institutional feed and used mostly by brokers and large hedge sunds that need to update thousands of symbols at a time. iQFeed base limit is 500 simultaneous symbols. NxCore has years of tick history, iQFeed has 120 days of tick history.