Problem with history function. Trading toolbox

Question

Andrea Cavallo 2018-12-27

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https://ww2.mathworks.cn/matlabcentral/answers/437408-problem-with-history-function-trading-toolbox

编辑： Yair Altman 2019-1-4

Hello, I have a problem with Trading toolbox and IBTWS.

I downloaded and installed the TWS API and I can create the ibtws object properly, using the following code:

%% create object
ib = ibtws('',7496);

Then I set up en empty contract structure as follows:

%% set up an empty contract structure
ibContract = ib.Handle.createContract;
ibContract.symbol = 'IBM';
ibContract.secType = 'STK';
ibContract.exchange = 'SMART';
ibContract.primaryExchange = 'IEX';
ibContract.currency = 'EUR';

I define the start and end date and then I try to call che history funtion:

% specify the period for which we need data
bizDayConvention = 13; % i.e. BUS/252
startDate = daysadd(today,-20,bizDayConvention);
endDate = floor(now);%daysadd(today,-1,bizDayConvention);
% call the 'history' function
histTradeData = history(ib,ibContract,startDate,endDate)

When I call the history function, I get the following error:

Error using registerevent (line 72)
Error registering events. 'historicalDataEnd' is not a valid event name.
Error in ibtws/history (line 54)
    c.Handle.registerevent({eventNames{i},@(varargin)ibBuiltInHistoryEventHandler(varargin{:},c,tickerID)})
    
    

Does anyone have a solution for this?

Thanks a lot,

Andrea

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Answer 1

Alok Nimrani 2019-1-3

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Hi Andrea,

Please verify that you have both the following installed:

1. TWS 970.1b (latest)

https://www.interactivebrokers.com/en/index.php?f=14099#tws-software

2. Interactive Brokers API 9.73 (i.e. 973.06 or 973.07)

http://interactivebrokers.github.io/#

Hope this helps.

Regards,

Alok

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Andrea Cavallo 2019-1-3

Dear Alok,

thank you for the reply. Unfortunately, both the TWS and the API are installed, but this did not solve the problem.

Do you have any other suggestion?

Thanks a lot,

Andrea

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Answer 2

Yair Altman 2019-1-4

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此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/437408-problem-with-history-function-trading-toolbox#answer_354892

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'}
    ...