MATLAB2IB is the product I created along with Exchange Systems Inc, which Connects to the JAVA TWS API from Interactive Brokers. it is socket based. It is much better than ActiveX based programming that IB also Provides. It is more efficient.
provides all the information that you would need.
It includes all the commands that are neccessary for building an automated trading system in MATLAB. (ATS). This gives you a powerful combination of MATHEMATICAL software such as MATLAB and a cheap commissions based broker such as Interactive Brokers.
MATLAB has wide variety of toolboxes available that one could use in building a trading system.
There are a lot of freely available toolboxes .
Interactive Brokers API (Application Programming Interface) :