Error with " Request Interactive Brokers Historical Data" example

Question

Mike A 2018-7-27

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评论： terry dylan 2019-1-13

I am receiving an error when I follow the help example Request Interactive Brokers Historical Data.

ib = ibtws('',7496) %
ibContract = ib.Handle.createContract;
ibContract.symbol = 'IBM';
ibContract.secType = 'STK';
ibContract.exchange = 'SMART';
ibContract.primaryExchange = 'NYSE';
ibContract.currency = 'USD';
getdata(ib,ibContract)
startdate = floor(now) - 5;
enddate = floor(now);
d = history(ib,ibContract,startdate,enddate)

the output:

ans = 
    struct with fields:
      LAST_PRICE: 145.19
       LAST_SIZE: 1.00
          VOLUME: 23572.00
       BID_PRICE: 145.19
        BID_SIZE: 5.00
       ASK_PRICE: 145.20
        ASK_SIZE: 3.00
d =
      'No historical data query found for ticker id:975'

However the API error logs:

25:22:998 <- 20-975-0-IBM-STK--0---SMART-NYSE-USD---0-20180728 00:00:00-1 day-6 D-0-TRADES-1-0--
25:23:143 -> --…17-975-20180722  00:00:00-20180728  00:00:00-6-20180720-149.11-149.50-146.10-146.25-56435-147.146-31676-20180723-146.26-146.70-145.01-145.85-31681-145.653-17672-20180724-145.73-147.04-145.73-146.05-33764-146.483-18819-20180725-145.80-146.91-145.50-145.80-30822-146.152-19893-20180726-146.74-149.27-146.34-147.48-42520-147.469-23727-20180727-146.93-147.36-144.66-145.19-19673-145.926-13840-
25:23:147 <- 25-1-975-
25:23:148 -> ---=4-2-975-366-No historical data query found for ticker id:975-
25:23:148 <- 25-1-975-
25:23:148 -> ---=4-2-975-366-No historical data query found for ticker id:975-

using 2018a with API 9.73.07

It doesn't matter the dates(1 day 10 days ago) or securities I try is still get the same error. Also Timeseries does not work a well, the API logs shows the data but the no historical data error.

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Answer 1

John Pries 2018-10-25

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Anyone solve this issue. I've got it too. It seems like 'historicalDataEnd' event is happening before 'historicalData' and closing event listeners and clearing persistent variables ...

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françois robert 2018-10-29

I have the same issue, did you find a solution ?

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Answer 2

Scott Meier 2018-11-9

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在 MATLAB Online 中打开

I believe the second line of code shown below is missing from the timeseries.m file. I'm using 2018b. I copied this line from the 2017a version.

case 'historicalDataEnd'
    assignin('base','ibBuiltInIntraDayData',ibBuiltInIntraDayData);
    % Clear persistent variables and event listeners
    clear ibBuiltInIntraDayDataCounter ibBuiltInIntraDayData

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Scott Meier 2019-1-11

Yes, I experienced this often in the beginning, possibly from making too many history requests in a short time. If you use the IB Gateway instead of TWS, you can view the API messages and this can give a clue as to what's happening. It may be possible in TWS, but I'm not sure how to do that.

terry dylan 2019-1-13

Hi Scott,

you can view the TWS log book, in TWS, go to Classic TWS view, then account->Diagnostics -> view TWS log book,

then you can export today's log book, in the file, there are details of messages, although i cant' understand very much.

the problem i have now, is still data request freeze, when i reconnect and reconnect from TWS, this doesnt happend with API 971, later version of API, stuck all the time................... this is such a big headache to me

best regards

Terry

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Answer 3

Yair Altman 2019-1-4

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编辑：Yair Altman 2019-1-4

在 MATLAB Online 中打开

Here's how you can fetch IB's historical data using the IB-Matlab connector:

>> data = IBMatlab('action','history', 'symbol','IBM', 'DurationValue',5, 'BarSize','1 hour')
data = 
  struct with fields:
     dateNum: [1×78 double]
    dateTime: {1×78 cell}
        open: [1×78 double]
        high: [1×78 double]
         low: [1×78 double]
       close: [1×78 double]
      volume: [1×78 double]
       count: [1×78 double]
         WAP: [1×78 double]
     hasGaps: [1×78 logical]
>> data.dateTime'
ans =
  78×1 cell array
    {'20181227  11:00:00'}
    {'20181227  12:00:00'}
    {'20181227  13:00:00'}
    {'20181227  14:00:00'}
    {'20181227  15:00:00'}
    {'20181227  16:00:00'}
    ...

For additional details, see https://undocumentedmatlab.com/ib-matlab

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Mike A 2019-1-10

It is sad that you pay for a toolbox with the expectations that it will work and the only real solution that matlab has is to spen $300 a year with a third party vendor.

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