Socket between Matlab and a Trading Software for automated investment strategies and creation of historical database.

IN PROGRESS
Bids
22
Avg Bid (USD)
$4456
Project Budget (USD)
$3000 - $5000

Project Description:
Our aim is to create automated investment strategies. Below we indicate the necessary features that the product should have.
We would like to receive real-time data, rework them through our scripts in Matlab and send orders directly to a broker (for example, Interactive Brokers, QuickTrade).
In addition, we are interested in the possibility of creating and managing a database.
Let us explain a bit more in detail what we need.
1- Data reception.
We need data only tick by tick (last price and volume specifying if this occurred on the bid or ask) and/or minute by minute, to be used both in real time or separately for the creation of a database.
The real-time data must be readable immediately from Matlab to execute strategies we have designed. The data in the database must be in a format we can make compatible with Matlab (for example txt or xlxs) to be easily used to make backtest.
The database must be able to support the downloading of many instruments with the possibility to update that list.
2- Sending orders.
Orders will be sent via Matlab to book directly with the choice of instrument, quantity, price and whether the order must be executed at limit or at market.
It should also be possible to delete and modify sent orders.
3- Feedback execution orders.
Matlab needs to know the outcome of the sent orders: price performed, not performed, or not accepted.
4- Book data (optional).
In the event that it is feasible, we can affect the possibility that Matlab read in real time (or updated every few seconds) the data of the book with the proposed in ask or bid. In addition, we want to know if it is possible / convenient to have the option to save this data in the database.

Skills required:
Engineering, Matlab & Mathematica, MySQL, PHP, Software Architecture
About the employer:
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