Ok, thanks for your help, you got me a little bit closer to a solution.
The thing is this. We basically plan on having a button in our application to start Matlab, import the data and show it in a figure in Matlab.
So what I am aksing here is this: Does the data have to be stored in a file and do I have to import the file, or is it possible to go without that?
The reason is, that we have our own internal dataformat and I think it might be faster and more performant to go without saving it in a file beforehand.