Trading Toolbox

Order Execution Management with Bloomberg EMSX

Trading Toolbox supports the Bloomberg Desktop API. If you have a Bloomberg EMSX license, you can use the toolbox to:

  • Connect to Bloomberg EMSX test and production servers
  • Subscribe to orders and routes and perform event-driven analyses
  • Define order types and execution instructions
  • Manage routing and order strategies
  • Track order execution

To retrieve real-time and event-based tradable instrument data from Bloomberg, you can use functions in Datafeed Toolbox™.

Execution Routing and Management

Trading Toolbox lets you track execution management of orders and routes, enabling you to access liquidity across execution venues and control the execution of your portfolio strategies from within MATLAB®. You can set up order and routing subscriptions, create request structures, modify and delete routes, attach route strategies, and track the status of different routes.

Order Management

Using Trading Toolbox from within MATLAB, you can:

  • Create, modify, and delete orders
  • Attach event notifiers for further tracking of routed orders
  • Specify order strategy structures
  • Request broker information and order information from Bloomberg EMSX

In combination with Financial Toolbox™, Statistics Toolbox™, and MATLAB Report Generator™, you can create custom real-time pretrade and posttrade analysis and generate reports.

Bloomberg EMSX order blotter, showing the status of two orders.
Bloomberg EMSX order blotter, showing the status of two equity trading orders. The first order is partially filled and the second order has just been submitted.
Next: Instrument Pricing and Order Management with Trading Technologies X_TRADER

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