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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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