This is a patched version of @Quant Guy's str2doubleq.cpp (submission #28893, last time updated five years ago). It includes a fix for memory leak indicated by @Jonathan and @Matthew Gunn in the comments. It also offers str2doubles.m, an interpreted language alternative to the mex (no compilation necessary) as given by @Jan Simon. Both .cpp and .m are slightly improved to deal with missing data. (Notice the mex version always returns complex-valued output, which doubles the storage; use wrapper str2doubleq2.m to discard all-zero imaginary component.)