Problem using 'getdata' function using the Trading Toolbox

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Gijs van Beek 2020-2-25

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https://ww2.mathworks.cn/matlabcentral/answers/507420-problem-using-getdata-function-using-the-trading-toolbox

评论： Annie Leonhart 2020-3-24

I recently bought the Trading Toolbox to be able to receive data from Interactive Brokers (IB) in a simple way. A lot of the functions work fine, though I do experience some problems when using the 'getdata' and 'realtime' functions that are provided by the toolbox. They are somewhat the same functions and I do get the same errors as well when using them. In this topic I would like to focus on the 'getdata' function in this topic. When I use the following function I get the following error:

clear ibBuiltInErrMsg
d= getdata(ib,ibContract)

Error using comeventcallback (line 24)

Error firing event 'tickPrice' to

'@(varargin)ibBuiltInGetDataEventHandler(varargin{:},c)'.

Error using comeventcallback (line 24)

Error firing event 'tickPrice' to

'@(varargin)ibBuiltInGetDataEventHandler(varargin{:},c)'.

d =

struct with fields:

BID_SIZE: 6000000

ASK_SIZE: 1000000

As you can see, I do get the 'tickSize' data returned, but not the 'tickPrice' data. It seems the datarequest itself is fine, but processing the data gives the errors. Also, requesting historical data works great.

I tried requesting livedata using the PythonAPI and that works perfectly fine. Therefore I argue the problem is not in my configuration, but in the MATLAB function.

Anyone familiar with this problem? How can I solve this problem and receive the live price data? Thank you in advance!

I use the latest TWS API, MATLAB 2019b and the most recent Trading Toolbox. I tried other TWS API versions, but that did not resolve the problem.

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Annie Leonhart 2020-3-1

编辑：Annie Leonhart 2020-3-1

在 MATLAB Online 中打开

I've been unable to replicate the issue on R2019a

TWS Latest Api: API 9.79

Because I've already done extensive testing through all the APIs and the entire trading toolbox (even created by own trading toolbox) the error is because the eventhandler handles the return buffer with very specific parameters. I'll show you.

case 'tickPrice'
    
    switch varargin{9}.tickType
      case 1
        % BID PRICE
        ibBuiltInCurrentData.BID_PRICE = varargin{9}.price;
      case 2
        % ASK PRICE
        ibBuiltInCurrentData.ASK_PRICE = varargin{9}.price;
      case 4
        % LAST PRICE
        ibBuiltInCurrentData.LAST_PRICE = varargin{9}.price;
    end
   

As you can see, it's doing a case switch on the return buffer. "varargin" is the buffer. it's looking for the 9th object {9} and it'll return a struct, so to get the price, matlab adds ".price"... if .price doesn't exist, which will be the case based on which version of the API you're using, it'll throw an error. I believe on earlier versions of the API, it should be "varargin{7}.price" see the issue? If you're using the 9.79 api then It should be working fine. I made a very long post somewhere aboue changing varargin for older APIs. In short, I know you said you tried all the APIs, but just make sure you're using 9.73+ as it's hard coded into matlabs code. Be sure you've uninstalled other TWS apis including the folder "C:\TWS API" on your C:\.

Here's the link to my post that shows you how to fix this.... https://www.mathworks.com/matlabcentral/answers/449439-unable-to-connect-to-interactive-brokers-after-installed-2018a-in-new-laptop

For those who want to learn how to troublshoot this kind of stuff, you can build your own event handlers :D rather than rely on MATLAB's. I'll respond later today on how to create your own event handlers to return TWS data to you however you want. :D

Gijs van Beek 2020-3-1

编辑：Gijs van Beek 2020-3-1

Thanks a lot Annie! I finally got a response from MATLAB support as well. The problem in my case is/was that varargin{9}.price does not exist, but varargin{9}.Price does. This solved the problem!

Looking forward to the 'how to create event handlers to return TWS data'. Thank you in advance.

By the way, my system setup is:

- The most recent version of the IB API (9.79.01).

- My Matlab version 9.7.0.1296695 (R2019b) Update 4

- The Trading Toolbox is also the most recent (Version 3.6 (R2019b) 18-Jul-2019)

Annie Leonhart 2020-3-24

Very good!

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Problem using 'getdata' function using the Trading Toolbox

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