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Thread Subject:
Interactive brokers

Subject: Interactive brokers

From: Alessandro C.

Date: 6 Apr, 2008 13:26:01

Message: 1 of 7

Hi all,

does someone use connection between Interactive brokers and
Matlab?

If so, could you post the code about it?

Thank you in advance

Alessandro

Subject: Interactive brokers

From: Scott Burnside

Date: 6 Apr, 2008 23:03:02

Message: 2 of 7

"Alessandro C." <a.cocciola@gmail.com> wrote in message
<ftaj19$igu$1@fred.mathworks.com>...
> Hi all,
>
> does someone use connection between Interactive brokers
and
> Matlab?
>
> If so, could you post the code about it?
>
> Thank you in advance
>
> Alessandro

I have some processes that work with the TWS API that took
a couple of years to get working reliably. You just want it
handed to you?

It isn't likely anyone is going to give away this type of
code because it represents a large time investment. There
are free VBA routines and Excel macros that work with the
TWS API. You can start there. As to MATLAB/TWS connection
I'll give you a hint: JAVA.

Subject: Interactive brokers

From: Alessandro C.

Date: 7 Apr, 2008 06:51:01

Message: 3 of 7

Thank you for the hint Scott, I'll begin to work!

Subject: Interactive brokers

From: Yair Altman

Date: 11 Dec, 2010 17:23:05

Message: 4 of 7

> does someone use connection between Interactive brokers and Matlab?

I have created a Matlab interface to Interactive Brokers (IB). I wrote about this in last week's article about handling Java events in Matlab: http://UndocumentedMatlab.com/blog/matlab-callbacks-for-java-events/

As Scott mentions earlier in this thread, the interface took quite a bit of time to program, and so the code is not distributed freely.

Anyone interested in my IB-Matlab interface is welcome to contact me by email.

Yair Altman
http://UndocumentedMatlab.com

Subject: Interactive brokers

From: Pavel Lesev

Date: 16 Apr, 2011 09:27:04

Message: 5 of 7

"vgood" wrote in message <ftbkr6$631$1@fred.mathworks.com>...
> "Alessandro C." <a.cocciola@gmail.com> wrote in message
> <ftaj19$igu$1@fred.mathworks.com>...
> > Hi all,
> >
> > does someone use connection between Interactive brokers
> and
> > Matlab?
> >
> > If so, could you post the code about it?
> >
> > Thank you in advance
> >
> > Alessandro
>
> I have some processes that work with the TWS API that took
> a couple of years to get working reliably. You just want it
> handed to you?
>
> It isn't likely anyone is going to give away this type of
> code because it represents a large time investment. There
> are free VBA routines and Excel macros that work with the
> TWS API. You can start there. As to MATLAB/TWS connection
> I'll give you a hint: JAVA.
>

Unfortunately this just goes to show how poor MATLAB community is relative to R. With R, there is a free package (notwithstanding that it took the people that wrote it as much time as it took you) that you can download and use without paying a cent. It is called IBrokers. As long as MATLAB community keeps behaving like that, R is just going to keep gaining speed until finally MATLAB becomes obsolete. I wonder what you are going to do with your 'time expensive' code then.

Subject: Interactive brokers

From: Pavel Lesev

Date: 16 Apr, 2011 09:32:05

Message: 6 of 7

"Alessandro C." <a.cocciola@gmail.com> wrote in message <ftaj19$igu$1@fred.mathworks.com>...
> Hi all,
>
> does someone use connection between Interactive brokers and
> Matlab?
>
> If so, could you post the code about it?
>
> Thank you in advance
>
> Alessandro

You might want to check this out:

http://www.maxdama.com/?p=127

Subject: Interactive brokers

From: Smith Argyle mesheimer

Date: 25 Apr, 2011 01:36:04

Message: 7 of 7

Well said, Pavel. And IBrokers is getting better every month!

"Pavel Lesev" <pavellsv@yahoo.com.au> wrote in message <iobnd8$9in$1@fred.mathworks.com>...
> "vgood" wrote in message <ftbkr6$631$1@fred.mathworks.com>...
> > "Alessandro C." <a.cocciola@gmail.com> wrote in message
> > <ftaj19$igu$1@fred.mathworks.com>...
> > > Hi all,
> > >
> > > does someone use connection between Interactive brokers
> > and
> > > Matlab?
> > >
> > > If so, could you post the code about it?
> > >
> > > Thank you in advance
> > >
> > > Alessandro
> >
> > I have some processes that work with the TWS API that took
> > a couple of years to get working reliably. You just want it
> > handed to you?
> >
> > It isn't likely anyone is going to give away this type of
> > code because it represents a large time investment. There
> > are free VBA routines and Excel macros that work with the
> > TWS API. You can start there. As to MATLAB/TWS connection
> > I'll give you a hint: JAVA.
> >
>
> Unfortunately this just goes to show how poor MATLAB community is relative to R. With R, there is a free package (notwithstanding that it took the people that wrote it as much time as it took you) that you can download and use without paying a cent. It is called IBrokers. As long as MATLAB community keeps behaving like that, R is just going to keep gaining speed until finally MATLAB becomes obsolete. I wonder what you are going to do with your 'time expensive' code then.

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