I have data stored in a local mysql database but it takes a few seconds for Matlab to do the query and read it into a matlab table. I find that reading from a text file is much faster.
I'm trying to see if I can use Matlab to do live stock trading. So Matlab needs to have fast access to live data across hundreds of stocks. Can I get some advice please on general/specific approach. I'm thinking perhaps store the streaming data directly into arrays/tables and then when the market is on a break/or closed, store the data in a database or text file for use in future analysis. My broker is not listed in the matlab trading toolbox so I can't use that.