If it is after-hours data, it can be imported into matlab in csv format. Matlab supports csv and other formats, and there are many materials in this field.

If you need real-time data, you first need to determine which real-time market API interface to use. Different providers have different API interface access methods. For example, Weishang's real-time futures API interface supports http and tcp protocol access. Matlab has mature support for http, so you can choose http access in matlab.

By the way, matlab actually supports tcp, but it is more complicated. Using http is relatively simple.