While my ambitions with MATLAB is quite large, I'd like to begin by learning a simple function of how to automatically pull my historical data from NinjaTrader and pull live data through a Kinetick datafeed into MATLAB.
Ultimately that data will be read and manipulated within MATLAB for testing. Eventually, I will want to send it back to NT with possible trade executions. For now however, I just want to pull in my data :)
So my question is where should I begin? I've searched through the forums here and other resources on the web however nothing really provided stepping stones into accomplishing this goal.