News Zerohedge Ethereum news Next Big Future VB Hacker News DataScience Quotes & Futures Futures Insider Pre Market CNBC SPY vs TLT Order Book RRG for S&P sectors Gamma Exposure (GEX) GLD URA VSGX SPY Straddle VIX vs VXST VXX E-Mini-s SPX 500 Futures Index Arbitrage Program Trading Values Allstocks - Fair Value BTC ETH OrderBook LTC Calendars Econoday: Economic Calendar Trading Economics: Calendar Crypto Market Calendar FOMC Meetng Calendar Briefing.com: Economic Calendar MarketWatch: Economic Calendar Options Expiration Calendar All Tech Events Calendar Market Indicators Fear-and-Greed Fed Watch Long-Term Flows Stockbee Market Monitor SpreadVectors Blogs The Whole Street Two Centuries Investments Farnam Street Art & Design - UltraLinx House Designs Papers arXiv SSRN Other Search Superlogout Jokes

Alpha Transport

 Base64 Encoder (in browser, not on server)

Choose or drag a file:

Code

Pure Java Client for Interactive Brokers - compiled from IB API source - added DataFeed class

TwsJavaClient.jar

Matlab sample code Shows how to download historical quotes from IB in Matlab

% connect to IB TWS App javaaddpath(['TwsJavaClient.jar']); df = com.ib.client.DataFeed; ip_address = '192.168.1.1'; % host running IB TWS port = 7496; df.connect(ip_address, port, randi(1e6)); % download 1 year of daily bars (that is max) days_back = 252; bars = df.backfill_daily_bars('XLF', days_back); T = datenum(cell(bars.datetime)); Pc = bars.close; Po = bars.open; V = bars.volume; % download 10 days of minute bars days_back = 10; bars = df.backfill_1min_bars('XLF', days_back); T = datenum(cell(bars.datetime)); Pc = bars.close; Po = bars.open; V = bars.volume; % disconnect df.disconnect();

Contact E-mail

Server Usage Reports