At the moment, I am trying to do this through some code found on this site:
http://matlab-ib-trading.blogspot.com/2010/08/matlab-ib-historical-data.html
Unfortunately I keep getting this error:
??? Error using ==> feval
Input PROGID does not represent an Activex control.
If this PROGID used to work before, please check vendor's
documentation for equivalent activex control progid.
Error in ==> C:\Program
Files\MATLAB\R2010b\toolbox\matlab\winfun\actxcontrol.p>actxcontrol/createControl at 208
Error in ==> C:\Program Files\MATLAB\R2010b\toolbox\matlab\winfun\actxcontrol.p>actxcontrol at 179
Error in ==> tws_Connect at 8
tws = actxcontrol('TWS.TwsCtrl.1',[0 0 0 0],f,'tws_Event');
Error in ==> tws_conn_hdata_demo at 5
[f tws] = tws_Connect();
I think this is because I have not added the activex api component of interactive broker's trading work station correctly to windows but I have no clue what I am doing right now.
Any ideas?
"Nate Jensen" <nateje...@gmail.com> wrote in message
news:im1d6o$7pr$1...@fred.mathworks.com...
> I am trying to interface interactive brokers with Matlab.
If I remember correctly I believe Yair Altman's done some work in that area.
http://www.mathworks.com/matlabcentral/newsreader/author/88835
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Steve Lord
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To contact Technical Support use the Contact Us link on
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Thank you, and I have seen before that he has created an interface, and I am sure that his work is very high quality. The only problem that I have is that it is kind of expensive. He has also stated that he is not willing to distribute his work freely, so I think that is out of the question. Do you know of a link where he has posted some of his code? I could not find one.
Thank you though. I appreciate the help.
My IB-Matlab application is described here: http://UndocumentedMatlab.com/IB-Matlab
Regarding the cost, I believe that it is the least expensive of all the commercial alternatives. It is certainly a small sum for an active trader or automated trading algorithm developer.
Moreover, are the dozens of hours it would take you to develop and test a comparable application not worth the monetary cost? Your work time cannot be that cheap.
I expect it will be difficult to find a free working application for active trading. Matlab is not free; IB is not free; trading is not free; people make huge investments and profits in algorithmic trading black-boxes - so why should the IB-Matlab trading platform be free???
For the record, IB-Matlab is Java (not ActiveX) based. As such, it works on all platforms where both Matlab and TWS run, including 64-bit Windows and Linux where ActiveX is problematic.
Best regards and good luck in your trading,
Yair Altman
http://UndocumentedMatlab.com
"Yair Altman" wrote in message <im89ev$7su$1...@fred.mathworks.com>...
regards
Prashant
"Nate Jensen" wrote in message <im1d6o$7pr$1...@fred.mathworks.com>...