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softwarespartan / IB4m

Interactive Brokers API for Matlab
GNU General Public License v2.0
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This is not an issue, it is rather me asking for help #9

Open NewToAPI opened 7 years ago

NewToAPI commented 7 years ago

Abel:

Thanks for putting the wonderful tool together. I was able to make minimal change to get account information to my liking.

I would like to download VIX real time data from IB, I have subscribed to it. I am not sure how to do it, I tried to run your code and was not able to get it work. Do you have some quick pointers? I would really appreciate your help. I do not know Java, so it is tough for me to look at your code and make changes. I do know Matlab.

Best regards,

Weiqin

softwarespartan commented 7 years ago

Hi Weiqin

Thanks for reaching out.

You need to be subscribed to CBOE Index market data subscription in your IB account.

Once you have subscribed, then you can just make normal historical data query

contract = com.ib.client.Contract(); contract.m_symbol = 'VIX' ; contract.m_secType = 'IND' ; contract.m_exchange = 'CBOE'; contract.m_currency = 'USD' ;

config.duration = '1 Y' ;
config.barsize = '1 day' ;
config.whatToShow = 'TRADES'; config.useRTH = 0 ;
config.delta = 365 ;

requestId = round(rand*10000);

endDateTime = datestr(now()-config.delta,'yyyymmdd 16:00:00');

session.eClientSocket.reqHistoricalData( ... requestId ,... contract ,... endDateTime ,... config.duration ,... config.barsize ,... config.whatToShow ,... config.useRTH ,... 1 ,... [] ... );

Don’t hesitate to reach out if you need anything additional or have more questions.

Cheers -abel

On Jun 8, 2017, at 9:17 PM, NewToAPI notifications@github.com wrote:

Abel:

Thanks for putting the wonderful tool together. I was able to make minimal change to get account information to my liking.

I would like to download VIX real time data from IB, I have subscribed to it. I am not sure how to do it, I tried to run your code and was not able to get it work. Do you have some quick pointers? I would really appreciate your help. I do not know Java, so it is tough for me to look at your code and make changes. I do know Matlab.

Best regards,

Weiqin

— You are receiving this because you are subscribed to this thread. Reply to this email directly, view it on GitHub https://github.com/softwarespartan/IB4m/issues/9, or mute the thread https://github.com/notifications/unsubscribe-auth/AEWq1Fh1zcy6DB49FECUUatwLb_NxKyLks5sCJ0rgaJpZM4N0zA-.

NewToAPI commented 7 years ago

Abel: Thank you so much for replying, I truly appreciate it! I will give it a try. Have a nice day. Regards, Weiqin

On ‎Tuesday‎, ‎June‎ ‎13‎, ‎2017‎ ‎12‎:‎07‎:‎11‎ ‎PM‎ ‎EDT, Abel Brown notifications@github.com wrote:

Hi Weiqin

Thanks for reaching out.

You need to be subscribed to CBOE Index market data subscription in your IB account.

Once you have subscribed, then you can just make normal historical data query

contract = com.ib.client.Contract(); contract.m_symbol = 'VIX' ; contract.m_secType = 'IND' ; contract.m_exchange = 'CBOE'; contract.m_currency = 'USD' ;

config.duration = '1 Y' ; config.barsize = '1 day' ; config.whatToShow = 'TRADES'; config.useRTH = 0 ; config.delta = 365 ;

requestId = round(rand*10000);

endDateTime = datestr(now()-config.delta,'yyyymmdd 16:00:00');

session.eClientSocket.reqHistoricalData( ... requestId ,... contract ,... endDateTime ,... config.duration ,... config.barsize ,... config.whatToShow ,... config.useRTH ,... 1 ,... [] ... );

Don’t hesitate to reach out if you need anything additional or have more questions.

Cheers -abel

On Jun 8, 2017, at 9:17 PM, NewToAPI notifications@github.com wrote:

Abel:

Thanks for putting the wonderful tool together. I was able to make minimal change to get account information to my liking.

I would like to download VIX real time data from IB, I have subscribed to it. I am not sure how to do it, I tried to run your code and was not able to get it work. Do you have some quick pointers? I would really appreciate your help. I do not know Java, so it is tough for me to look at your code and make changes. I do know Matlab.

Best regards,

Weiqin

— You are receiving this because you are subscribed to this thread. Reply to this email directly, view it on GitHub https://github.com/softwarespartan/IB4m/issues/9, or mute the thread https://github.com/notifications/unsubscribe-auth/AEWq1Fh1zcy6DB49FECUUatwLb_NxKyLks5sCJ0rgaJpZM4N0zA-.

— You are receiving this because you authored the thread. Reply to this email directly, view it on GitHub, or mute the thread.