IB request historical data error

1 vue (au cours des 30 derniers jours)
Shiang Qiu
Shiang Qiu le 4 Nov 2017
Modifié(e) : Shiang Qiu le 4 Nov 2017
Hello, I'm trying to create a timer object to continuously call history function in trading toolbox @ibtws so that I can collect enough trading data and avoid IB data request restriction issue, yet error pops out as "You cannot set the 'DataRequest' property of ibtws." I wonder if there's a better way to send data request to IB without violating data restriction. Thank you.
I've attached my code here.
ib = ibtws('',7496)
ibContract = ib.Handle.createContract;
ibContract.symbol = 'ABX';
ibContract.currency = 'USD';
ibContract.secType = 'STK';
ibContract.exchange = 'SMART';
startDate = floor(now) - 5;
endDate = floor(now) - 4;
period = '1 min';
tradehours = 1;
ticktype = 'TRADES';
e.ib = ib;
e.Contract = ibContract;
e.startDate = startDate;
e.endDate = endDate;
e.tradehours = tradehours;
e.period = period;
e.ticktype = ticktype;
e.stockInfo = [];
ibTimer = timer('ExecutionMode','singleShot',...
'Period',2,'TimerFcn',@ibHist);
set(ibTimer,'UserData',e);
start(ibTimer);
stop(ibTimer);
delete(ibTimer)
function ibHist(obj,~)
message = obj.UserData;
fun = @history;
ib = message.ib;
ibContract = message.Contract;
startDate = message.startDate;
endDate = message.endDate;
ticktype = message.ticktype;
period = message.period;
tradehours = message.tradehours;
ibData = fun(ib,ibContract,startDate,endDate,ticktype,period,tradehours);
message.stockInfo = ibData;
set(obj,'UserData',message);
end

Réponses (0)

Catégories

En savoir plus sur Wind Data Feed Services (WDS) dans Help Center et File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by