EODML: Matlab connector to EODHistoricalData

Access live and historic financial market data from EODHistoricalData.com in Matlab.
EODML's Matlab connectivity

EODML is a Matlab connector to the EOD Historical Data market datafeed (“EOD”), enabling users to leverage Matlab’s superior analysis and visualization capabilities, with EOD’s data-feed of live and historic market data for stocks, ETFs, mutual funds, bonds, options, futures, commodities and Forex. EODML can be used for both automated algo-trading and selective manual trading, as well as continuous market data feed.

Simple Matlab commands can be used to access EOD’s data:

  • Historic, intra-day and live (delayed) market data – OHLC bars, adjusted close and volume data
  • Historic and upcoming splits, dividends, IPO, and earning events
  • Historic short interests
  • Symbols lookup – all listed symbols in a certain exchange, or all exchanges that list a certain symbol
  • Option chains lookup – contract info, in/out of money, trade info, Greeks, implied volatility; grouped by expiration date
  • Historic technicals – SMA, EMA, WMA, RSI, AvgVol, Slope (regression), DMI, DMX, ATR, CCI, SAR, Bollinger, Stochastic, Volatility, etc.
  • Fundamental info – corporate info, shares stats or bond data, technicals, split/dividend events, ESG scores, earnings, financials, insider trading, historic data
  • Combine all of the above for a full-fledged end-to-end automated trading system using plain Matlab

EODML download

EODML provides a reliable, easy-to-use Matlab interface to EODHistoricalData that works right out of the box, and was optimized for reliability, stability and compatibility.

Download a fully-functional download now, and check for yourself! (or email us at info@undocumentedmatlab.com for additional information)

Program features

  • Ease of use – EODML provides convenient Matlab access to EOD data. Only the core Matlab is required, no additional toolbox or component is required.
  • Stability – EODML has been extensively tested. It is rock solid.
  • Inexpensive – EODML provides excellent value considering the amount of time required to develop a similar connector from scratch. A free version is available (see below).
  • Simple interface – Access EOD data by simple Matlab commands, without need for any Matlab programming. EODML simplifies EODHistoricalData’s API access in a powerful yet easy-to-use interface.
  • Novice and advanced users – Users access EOD data with simple Matlab commands. Minimal or no programming is required to access this data.
  • Compatibility – EODML works on all platforms where Matlab runs (Windows, Mac OS, Linux), using practically any recent Matlab release (details).
  • Security – EODML does not send any information externally except to EODHistoricalData; your trading information are as safe as your own computer.
  • Support – Custom development and ongoing support is available directly from the developer, with fast response times.
  • Development – EODML was developed by an acknowledged Matlab expert, who wrote the reference textbooks on Matlab-Java connectivity and Matlab performance, as well as the acclaimed IB-Matlab and IQFeed-Matlab connectors. EODML is regularly improved and maintained.
  • Backtesting – EODML does not include backtesting functionality. EODML’s author (Yair Altman) has extensive experience in developing complete backtesting and real-time trading applications. We will be happy to develop a new application based on your specifications, or to integrate EODML into your existing application, under a consulting contract.

Download EODML and try it yourself. You will not be disappointed. If you have any question, don’t hesitate to email us at info@undocumentedmatlab.com for additional information.

Requirements and compatibility

EODML is a Matlab connector to EODHistoricalData, so it naturally requires the user to have both, specifically:
Mathworks partner

  • a locally-installed Matlab (no toolbox is required)
  • an EODHistoricalData token (You can get a free token here)

Compatibility:

  • Platforms: EODML works on all platforms on which Matlab runs: Windows, Mac OS, Linux.
  • Matlab: EODML is fully supported on all recent Matlab releases, including the latest release (R2023a):
    • R2014b – R2023a: full support
    • R2008b – R2014a: partial support (contact us for details)

You only need the basic Matlab, no toolbox is required. You can be up and running within minutes. We are confident that you will love the product, so we encourage you to try it.

Documentation

Munich Germany Expo video, 10 May, 2016
Matlab Expo 2016 keynote (32:45)

Pricing

License type 1 License duration Max query rate 3 Paralellizable? Bulk queries Cost 4
Free (see below) 1 year 2/min, 20/day No No Free
Standard 1 year 10/min, 300/day No No
$149 buy
Professional 1 year unlimited Yes Yes
$299 buy
Volume (multiple computers) flexible unlimited Yes Yes    Contact us
Site license flexible unlimited Yes Yes
Deployment (compiled or OEM) 2 flexible unlimited Yes Yes
Development (source-code) unlimited unlimited Yes Yes
Custom feature development unlimited unlimited Yes Yes
Custom trading-program
  development (examples)
unlimited unlimited Yes Yes

Notes:

  1. Each individual license (Standard/Professional) is limited to a single user on a single physical computer. Running on multiple computers requires multiple individual licenses, or one of the other license types (Site, Deployment or Development).
  2. EODML can be compiled and deployed using the Matlab Compiler. Each computer running a compiled EODML requires an EODML license (just like a non-compiled EODML that runs in Matlab), unless you get a group license (Site, Deployment, or Development). In other words, for your deployed computers you have a choice of either buying individual licenses (separately for each deployed computer), or a group license which does not require dedicated license activations.
  3. Each symbol is counted as a single query. All queries are subject to your EODHistoricalData account limits. In other words, if you pass your EOD account limits then you will not receive any data even if your EODML query rate was still not reached.
  4. Each license can be upgraded to any other license for the price difference plus a $50 change fee. Contact us to get the payment link.
    License cost includes free support by email for installation problems, and unlimited free product upgrades during the license term. Prices are subject to change from time to time.
    Payment is processed by PayPal. A PayPal account is not required; all major credit cards are accepted. Contact us if you wish to pay via wire (bank) transfer.
    Secure payment via PayPal

If you have any question, don’t hesitate to email us at info@undocumentedmatlab.com for additional information.

Free version

EODML download

Download and use EODML for free. There are absolutely no strings attached: EODML is completely free, just limited in the query rate, as explained above.

You only need the basic Matlab, no toolbox is required. You can be up and running within minutes. We are confident that you will love the product, so we encourage you to test it:

Download EODML now! (or email us at info@undocumentedmatlab.com for additional information)

Installation instructions

  1. Download EODML.zip
  2. Extract the zip file’s contents into a local disk folder
  3. Add the folder to your Matlab path, or switch your current Matlab folder to that folder
  4. Run limits = EODML('limits') in your Matlab console, to ensure that the program is properly extracted and accessible
  5. You will be asked to read and approve EODML’s license agreement – please do so
  6. That’s it – you’re good to go! Refer to the documentation for usage examples

Legal disclaimer

THIS SOFTWARE IS PROVIDED “AS IS”, WITHOUT WARRANTY OF ANY KIND, EXPRESSED OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NON-INFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES, LOSS OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
(detailed disclaimer is available in EODML’s License Agreement)

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