Problem getting data from ibtws
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Hi guys,
I was testing out the trading toolbox with interactive brokers. I established the connection and tried to run the following code:
ib = ibtws('',7496)
ibContract = ib.Handle.createContract;
ibContract.symbol = 'AAPL';
ibContract.secType = 'STK';
ibContract.exchange = 'SMART';
ibContract.primaryExchange = 'NASDAQ';
ibContract.currency = 'USD';
startdate = floor(now) - 5;
enddate = floor(now);
d = history(ib,ibContract,startdate,enddate)
It returned:
ib =
ibtws with properties:
ClientId: 0
Handle: [1×1 COM.TWS_TwsCtrl]
Host: ''
Port: 7496
d =
'Unable to read beyond the end of the stream.'
Does anyone know why?
4 个评论
MN
2019-3-19
Same problem here!
Bartlomiej Winter
2019-6-30
Same problem, hope we get an answer!
Rosanna Campagna
2019-7-28
Same problem, could you help me?
Oliver Rubicon
2019-12-28
Same problem, can someone help?
回答（2 个）
Annie Leonhart
2019-12-1
Please set the primaryExchange to 'SMART', they cannot be different from my testing. In some cases you need to run the command twice, becasue Matlab isn't accounting for the time needed for the API to connect to the historical data feed.
I am using Matlab 2019a: Trading Toolbox 3.5.1 & TWS Api 9.76
ib = ibtws('',4001, 0)
ibContract = ib.Handle.createContract;
ibContract.symbol = 'AAPL';
ibContract.secType = 'STK';
ibContract.exchange = 'SMART';
ibContract.primaryExchange = 'SMART';
ibContract.currency = 'USD';
startdate = floor(now) - 5;
enddate = floor(now);
d = history(ib,ibContract,startdate,enddate)
9 个评论
Oliver Rubicon
2019-12-28
No it does not work. Still got the same error: 'Unable to read beyond the end of the stream.'
Annie Leonhart
2019-12-28
编辑：Annie Leonhart
2019-12-28
It works 100%.
proof it runs.... ran just now. https://i.imgur.com/mky2wbu.jpg
You also need to be subscribed to realtime data on IB. If you are not, it will NOT work.
You need these subscriptions on IBKR:
CBOE Realtime: $1/m
US Equity and Options Add-On Streaming Bundle: $4.50/m
US Securities Snapshot and Futures Value Bundle: $10/m
if you are missing any of those subscriptions, it will not work. IB does not allow you to pull historical data without a current realtime subscription. You cannot pull historical data using the snapshot bundle alone as it does not allow streaming.
John Quattrone
2020-1-31
Matlab 2019b: & TWS Api 9.76
I was having the same issue. I tried your example Annie and I got the same error as the others. I have all the required subscriptions. I had to use ib = ibtws('127.0.0.1',7496, 0) to get data
John Quattrone
2020-1-31
Now it does not work so ignore my message
John Quattrone
2020-1-31
What I have found is I have to restart MATLAB every time I want to run the script above. After the restart I can pull data. If I run it a second time I get
d =
'Unable to read beyond the end of the stream.'
Annie Leonhart
2020-2-8
编辑：Annie Leonhart
2020-2-8
It’s because you need to close the connection at the end of the script.
Close(ib)
If you want to connect a second time without closing the connection, you must change the clientID
Sandro Hantke
2020-3-21
Hi Annie,
i still have the same problem. The connection to the TWS is established and verified. I also subscribed to market data from the German spot market (Spot Market Germany / Frankfurt). Maybe you can help me again?
Output: 'Unable to read beyond the end of the stream.'
ib = ibtws('',7496)
ibContract = ib.Handle.createContract;
ibContract.symbol = 'WDI';
ibContract.secType = 'STK';
ibContract.exchange = 'SMART';
ibContract.primaryExchange = 'IBIS';
ibContract.currency = 'EUR';
startdate = floor(now) - 5;
enddate = floor(now);
d = history(ib,ibContract,startdate,enddate)
close(ib)
Sandro Hantke
2020-3-21
Annie,
I just solved the problem! IBContract.exchange=IBIS
Annie Leonhart
2020-3-21
That’s right. SMART only works for stocks. Futures, bonds, etc you must specify the exact exchange.
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2020-3-21
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