How to connect and retrieve data from Interactive Brokers

Question

Paul 2014-8-27

0
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https://ww2.mathworks.cn/matlabcentral/answers/152525-how-to-connect-and-retrieve-data-from-interactive-brokers

评论： Paul 2014-10-13

I am facing the following error when i type this function:

>> data = IBMatlab('action','account, 'AccountName','DU12345');
 data = IBMatlab('action','account, 'AccountName','DU12345');
                                     |
Error: Unexpected MATLAB expression.

I was reading through some undocumented matlab manuals and official IB manuals indicating that i would need some jar. failes namely: IBMatlab.jar

I couldnt find these files on the internet neither could Matlab provide me these files and neither Interactive Brokers.

Would someone be so kind and lead me through the process of connecting Matlab to IB or Trading Working Station which is the interface of IB?

Thanks in Advance

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Paul 2014-9-2

在 MATLAB Online 中打开

i am currently trying to retrieve trade data with the following function

ib = ibtws('',7496)
eventNames = {'errMsg','tickSize','tickString','tickPrice'};
for i = 1:length(eventNames)
registerevent(ib.Handle,{eventNames{i},...
@(varargin)ibExampleRealtimeEventHandler(varargin{:})})
end
f = findobj('Tag','IBStreamingDataWorkflow');
if isempty(f)
f = figure('Tag','IBStreamingDataWorkflow','MenuBar','none',...
'NumberTitle','off');
pos = get(f,'Position');
set(f,'Position',[pos(1) pos(2) pos(3)+37 109])
colnames = {'Trade' 'Size' 'Bid' 'BidSize' 'Ask' 'AskSize' ...
'Total Volume'};
rownames = {'MSFT','IBM','APPL'};
data = cell(3,6);uitable(f,'Data',data,'RowName',rownames,'ColumnName',colnames,...
'Position',[10 30 582 76],'Tag','SecurityDataTable');
uicontrol('Style','text','Position',[10 5 497 20],'Tag','IBMessage');
uicontrol('Style','pushbutton','String','Close',...
'Callback',...
'evalin(''base'',''close(ib);close(findobj(''''Tag'''',''''IBStreamingDataWorkflow''''));'')',...
'Position',[512 5 80 20]);
end

but it just gives me an empty table with these three securities mentioned in the code above. anybody can me help on this?

Paul 2014-9-4

First, thanks for the Answer Geoff, we were able to retrieve some historical data concerning volume last price high low etc.. Anyways, we would like to retrieve the equity trades from our Admin account which impact our equity portfolio. The idea is to have the equity portfolio updated in realtime. Therefore we would need to retrieve the internal trades of our institution. I've been contacting IB API helpdesk and Matlab but the help is really scarce they provide. Have you ever retrieved your own trades in Matlab?

Geoff Hayes 2014-9-4

Unfortunately, I don't have the Trading Toolbox so have never tried to retrieve my own trades.

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Answer 1

Sean de Wolski 2014-9-4

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Have you copied that entire example into a MATLAB file and called it?

I would expect the example to work and if it doesn't Tech Support should surely be able to help.

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Answer 2

Yair Altman 2014-9-4

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https://ww2.mathworks.cn/matlabcentral/answers/152525-how-to-connect-and-retrieve-data-from-interactive-brokers#answer_150734

The IBMatlab function is part of the IB-Matlab product, sold separately from the MathWorks Trading Toolbox. You can see more information about it here: http://undocumentedmatlab.com/ib-matlab

Feel free to contact me to get a free trial of IB-Matlab. You could then compare it to your Trading Toolbox if you wish. I will be happy to assist you with such a comparison.

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Paul 2014-10-13

I did not know that the function IBMatlab was a third party function so that clears my question.

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How to connect and retrieve data from Interactive Brokers

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