IB-Matlab Streaming Data

Oliver Kerzmann

2018 11 7

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10 次查看（30 天）

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Hi together,

I am struggling with getting live market data to stream to Matlab from IB API. I request the live data stream based on the IB-Matlab user guide, and then request data from the struct using 'quotesnumber',-1. What I do not understand is when I request data again from the stream, I get the original request and time stamp. Here is the code I am using:

reqId = IBMatlab('action','query', 'localsymbol','XYZ', 'currency','EUR', 'sectype','STK', 'exchange','SMART', 'QuotesNumber',1000);

start(timer('period',0.25, 'executionMode','fixedRate', 'timerFcn',@myCallback)) % start a 0.25-secs timer

function myCallback(hTimer,eventdata) latestDataStruct = IBMatlab('action','query', 'localsymbol','XYZ', 'QuotesNumber',-1);

bid = latestDataStruct.data.bidPrice;

ask= latestDataStruct.data.askPrice; end

Every sequential time I get the old data from the original request. What I‘m doing wrong? Please help me out.

Kind regards and thank you in advance