Documentation

Connect to the IB Trader Workstation and Create the IContract Object

Connect to the IB Trader Workstation and create connection ib using the local host and port number 7496.

 ib = ibtws('',7496); 

MATLAB^® returns ib as the connection to the IB Trader Workstation with the Interactive Brokers^® ActiveX^® object, the local host, and the port number that you choose.

Create the IB Trader Workstation IContract object ibContract. Here, this object describes a security with these property values:

XYZ is a sample symbol name and EX is a sample primary exchange name. To create orders for your security, substitute the symbol name in ibContract.symbol and primary exchange name in ibContract.primaryExchange.

ibContract = ib.Handle.createContract;
ibContract.symbol = 'XYZ';
ibContract.secType = 'STK';
ibContract.exchange = 'SMART';
ibContract.primaryExchange = 'EX';
ibContract.currency = 'USD'

ibContract =
 
	Interface.Tws_ActiveX_Control_module.IContract

Request Interactive Brokers Historical Data

Request the last 5 days of historical data using ibContract.

startdate = floor(now) - 5;
enddate = floor(now);

d = history(ib,ibContract,startdate,enddate) 

d =

  Columns 1 through 5

     736308.00        751.83        755.85        743.83        749.46
     736309.00        742.69        745.71        736.75        738.20
     736312.00        743.08        748.73        724.17        748.48
     736313.00        752.50        758.08        744.43        750.45

  Columns 6 through 9

      12513.00       9107.00        751.28             0
      15984.00      11121.00        740.39             0
      17125.00      11355.00        736.61             0
       1935.00       2371.00        751.67             0

d contains the historical data for 5 days.

Each row of d contains historical data for 1 day. The columns in matrix d are:

Close the Connection

Close the IB Trader Workstation connection ib.

close(ib)