Matlab and COM, for MB

Discussion in 'Automated Trading' started by countmacula, Aug 13, 2007.

  1. Hello,
    I am really new to the game. I am trying to set up an automated trading system using Matlab. I am an engineer and have lots of coding experience with Matlab, and very little interest in learning any other language. I am having a very difficult time getting Matlab to work with COM to check orders and execute trades with MB Trading. Does anyone else have experience in this situation? Do I have any alternatives to IB or MB if I want to stick with Matlab? I know IB has a more user friendly Matlab interface but their transaction costs make them prohibitively expensive to my algorithm (high frequency). If someone could provide sample Matlab code for getting quotes and executing trades I would be eternally grateful. Most importantly: what is the progid for IMbtQuotesNotify? No one seems to be able to answer this question. Is it the wrong question? Thanks in advance for any help.