Matlab & Real time feeds, specificall RealTimeData (RTD) format

I'm trying to connect Matlab to a financial service that delivers data in the RealTimeData (RTD) format, which works very well with Excel.

Any suggestions on how to get that feed straight into matlab, or at least be able to take snapshots of that feed in matlab? I've googled alot but I cannot find any decent solution to this problem.

Answer 1

[Hal]

I'm also looking for a solution to this problem, any input would be appreciated.

In the mean time, I've come up with a temporary solution (which is a complete hack). Interface to the RTD using Excel and then make a DDE connection between Excel and Matlab.

Answer 2

[alenyb]

I ended up writing a C# RTD client that interfaces with the financial service in the same way that excel does. C# is best suited for that type of windows-centric programming (I'm normally a java person).

After that you can create a .net package which matlab can call in an ordinary manner and get real-time updates.

This is also somewhat of a hack but is the best solution to this problem I've come up with.