Interactive broker timeseries vs history?

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Azura Hashim
Azura Hashim2020-1-27
回答: Yair Altman ,2020-1-29
What is the difference between Interactive Broker timeseries and history functions? They seem to be returning the same data. Didn't get a real answer when I contacted support

回答(1 个)

Yair Altman
Yair Altman 2020-1-29
Both of these functions in the Trading Toolbox call IB's reqHistoricalDataEx function internally, but for some reason Mathworks chose to make a distinction between historic data for full days (period=day/week/month) and intraday data (barSize<1 day). Note that these 2 functions are not consistent in the order of the input arguments and their name (period/barSize), although they use the same basic internal mechanism.
As an alternative that offers consistency and additional flexibility in the historic data parameters, you could try my independent IB-Matlab connector.

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