Ready-made Matlab script for trading, order book re-creation?

Hi Forum. I need to know if there are any ready-made (free or commercial) scripts for Matlab that can do level II order book re-creation.

I need the script to be able to tap in to a stream of live raw order book level II data from an exchange, and then convert the incoming data and save to a Matlab Db in the following format...

For each X sec interval (X customizable);

Timestamp ID

week_number.

day of the week.

forenoon or afternoon

Timestamp hours, minutes, sec

Market price

Level 20, Bid price

Level 20, Bid volume

Level 20, Ask price

Level 20, Ask volume

Level 19, Bid price

Level 19, Bid volume

Level 19, Ask price

Level 19, Ask volume

etc until Level 1.