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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();

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