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softwarespartan / IB4m

Interactive Brokers API for Matlab
GNU General Public License v2.0
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Historical Time & Sales #142

Open dalefin opened 2 years ago

dalefin commented 2 years ago

Hi all!

Unfortunately I have problems requesting historical ticks (historical bar data is okay). buf is always empty.

javaaddpath(fullfile(pwd,'Jar','TWS973.jar')) session = TWS.Session.getInstance(); [buf,lh] = TWS.initBufferForEvent(TWS.Events.HISTORICALDATA); session.eClientSocket.eConnect('127.0.0.1',7496,0); contract = com.tws.ContractFactory.GenericStockContract('LGVN'); contract.secType("STK");

session.eClientSocket.reqHistoricalTicks(1000001,contract,'20211118 15:31:00',[],100,'MIDPOINT',1,true,[]); pause(1); buf

What am I doing wrong? Please help :(

Thanks for all you're doing! Daniel

dalefin commented 2 years ago

Hi,

Any update please? I would really appreciate any help.

Daniel

Despair2000 commented 2 years ago

I think reqHistoricalTicks is not yet implemented in IB4m.

To quote @softwarespartan : "Note that nonzero numberOfTicks is not currently supported in IB4m. That is, historicalTicksLast, historicalTicksBidAsk, or historicalTicks callbacks have not been implemented."

You'd have to ask @softwarespartan to expose these events.

dalefin commented 2 years ago

Thanks for your response!

I see. I'm using IB4m in my daily routine so that would be truly amazing! tbh I would even pay for it :D @softwarespartan

Daniel