Would you please provide me all the necessary codes and DLLs. I have the API documentation already
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We would like to make use of data feed toolbox in Matlab for Thomson Reuters EIKON (using EIKON API).
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Eikon interface of Matlab Datafeed Toolbox utilizes Eikon COM APIs, which are always installed as part of Eikon. There is nothing additional that needs to be installed.
This said, to the best of my knowledge Mathworks withdrew support for Eikon interface of Matlab Datafeed Toolbox. One reason is that the COM libraries utilized by this interface are only available as 32-bit libraries, which cannot be used by 64-bit Matlab, which is more prevalent now than 32-bit version. The support status of Eikon interface of Maltab Datafeed Toolbox would be best confirmed with Mathworks, as it is their product, not Thomson Reuters one. My recommendation however for any client wishing to retrieve market data or timeseries of price history from Eikon into Matlab is to use Eikon .NET SDK. This SDK exists as both 32-bit and 64-bit variants. The documentation is available following the link below.
http://eikondeveloper.thomsonreuters.com
Once presented with the sign-in screen click on the link saying "Click here for .NET Data API Access only (limited access, use only per Thomson Reuters recommendation)", then click the Login button.
I'm afraid we do not have code samples for Matlab. The only code samples available are .NET ones, which you can obtain from the link above. However it cannot be hard to figure out how to instantiate .NET assemblies from Matlab, and then use Eikon .Net SDK to retrieve the data.
In the past we could not produce Matlab code samples because Mathworks denied us support licenses to use Matlab. Only very recently we got a few licenses from them, and now I intend to produce Matlab code samples to share with clients.
Hi Daniel,
A few things changed in over a year since this post was created.
- Mathworks stopped producing 32-bit version of Matlab. All new versions of Matlab are 64-bit only.
- Mathworks withdrew support for Eikon as a data source in Datafeed Toolbox, although it still works in older 32-bit versions of Matlab.
- We now have an example of using Eikon .NET SDK in Matlab on TR Developer portal:
https://developers.thomsonreuters.com/article/example-how-use-eikon-alongside-matlab-retrieve-time-series-financial-instruments
Using Eikon .NET SDK in Matlab is considerably more involved than using the simplistic interface Datafeed Toolbox provides. On the bright side, with Eikon .NET SDK users don't need to pay for Datafeed Toolbox, which comes at a considerable cost.
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There are few APIs for Eikon. What API document do you have?
You can download APIs and examples from https://developers.thomsonreuters.com/home. Under "APIs by Product", please select Eikon.
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Data feed toolbox is software provided my Matlab. As Eikon has various APIs, I think it would be better to confirm with them which Eikon API it has a dependency on. Then you can use this portal to get the required dlls etc
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Matlab has confirmed that Eikon is no longer supported for data feed and their product page will be updated to reflect that.
