ibtws

Create IB Trader Workstation connection

Description

The ibtws function creates an ibtws object, which represents an IB Trader Workstation^SM connection. After you create an ibtws object, you can use the object functions to retrieve data, create orders, and obtain account and portfolio information.

Creation

Syntax

ib = ibtws(host,port)

ib = ibtws(host,port,clientid)

Description

ib = ibtws(host,port) creates a connection to IB Trader Workstation and sets the Host and Port properties.

ib = ibtws(host,port,clientid) also sets the ClientId property.

Properties

Host — IP address

'' | character vector | string scalar

IP address of the machine where IB Trader Workstation is running, specified as '', a character vector, or a string scalar. '' specifies the local machine. A character vector or string scalar specifies the IP address of another machine.

Example: '1111.222.333.44'

Data Types: char | string

Port — IB Trader Workstation port number

numeric scalar

IB Trader Workstation port number, specified as a numeric scalar designating the connection port of the machine.

Example: 7496

Data Types: double

ClientId — IB Trader Workstation client identifier

0 (default) | numeric scalar

IB Trader Workstation client identifier, specified as a numeric scalar designating the client machine. This number must be unique to the client.

Example: 0

Data Types: double

Handle — Handle

Interactive Brokers^® ActiveX^® object

Handle, specified as an Interactive Brokers ActiveX object.

Example: [1x1 COM.TWS_TwsCtrl_1]

Object Functions

Connection and Data Retrieval

getdata	Request current Interactive Brokers data
history	Request Interactive Brokers historical data
marketdepth	Request Interactive Brokers market depth data
realtime	Request Interactive Brokers real-time data
timeseries	Request Interactive Brokers aggregated intraday data
close	Close IB Trader Workstation connection

Order Management

createOrder	Create IB Trader Workstation order
executions	Request Interactive Brokers execution data
orderid	Obtain next valid order identification number
orders	Request Interactive Brokers open order data

Account and Portfolio Information

accounts	Retrieve Interactive Brokers account information
contractdetails	Request Interactive Brokers contract details
portfolio	Retrieve current Interactive Brokers portfolio data

Examples

Connect to IB Trader Workstation on Local Machine

Create an IB Trader Workstation℠ connection on the local machine and request current data for the IBM® security.

Connect to the IB Trader Workstation using port number 7496.

ib = ibtws('',7496)

ib = 

  ibtws with properties:

    ClientId: 0
      Handle: [1×1 COM.TWS_TwsCtrl]
        Host: ''
        Port: 7496

MATLAB® returns ib as the IB Trader Workstation connection with the Interactive Brokers® ActiveX® object, local host, and specified port number.

Display the Handle property of ib.

ib.Handle

ans =

	COM.TWS_TwsCtrl

Create the IB Trader Workstation IContract object for IBM. This object describes a security with values for these properties:

• Security symbol

• Stock security type

• Aggregate exchange

• Primary exchange

• USD currency

ibContract = ib.Handle.createContract;
ibContract.symbol = 'IBM';
ibContract.secType = 'STK';
ibContract.exchange = 'SMART';
ibContract.primaryExchange = 'IEX';
ibContract.currency = 'USD';

Format output data for currency.

format bank

Request current data using ibContract.

d = getdata(ib,ibContract)

d = 

  struct with fields:

    LAST_PRICE: 152.50
     LAST_SIZE: 1.00
        VOLUME: 31156.00
     BID_PRICE: 152.48
      BID_SIZE: 1.00
     ASK_PRICE: 152.51
      ASK_SIZE: 1.00

Display the data in the BID_PRICE field of the structure d.

d.BID_PRICE

ans =

        152.48

Close the IB Trader Workstation connection.

close(ib)

Connect to IB Trader Workstation on Another Machine

Note

The IP address for this example does not represent a real Interactive Brokers machine.

Connect to the IB Trader Workstation on another machine using the IP address 1111.222.333.44 and the port number 7496.

ib = ibtws('1111.222.333.44',7496) 

ib = 

  ibtws with properties:

    ClientId: 0
      Handle: [1x1 COM.TWS_TwsCtrl_1]
        Host: '1111.222.333.44'
        Port: 7496

MATLAB^® returns ib as the connection to the IB Trader Workstation with the Interactive Brokers ActiveX object, specified IP address, and specified port number.

Display the Handle property of ib.

ib.Handle

ans =
 
    COM.TWS_TwsCtrl_1

Close the IB Trader Workstation connection.

close(ib)

Connect to IB Trader Workstation Using Client Identifier

Create an IB Trader Workstation℠ connection on the local machine and request current data for the IBM® security.

Connect to the IB Trader Workstation using the port number 7496 and the client identifier 1.

ib = ibtws('',7496,1)

ib = 

  ibtws with properties:

    ClientId: 1
      Handle: [1×1 COM.TWS_TwsCtrl]
        Host: ''
        Port: 7496

MATLAB® returns ib as the IB Trader Workstation connection with the client identifier, Interactive Brokers® ActiveX® object, local host, and specified port number.

Display the ClientId property of ib.

ib.ClientId

ans =

     1

Format output data for currency.

format bank

Create the IB Trader Workstation IContract object for IBM. This object describes a security with these values for these properties:

• Security symbol

• Stock security type

• Aggregate exchange

• Primary exchange

• USD currency

ibContract = ib.Handle.createContract;
ibContract.symbol = 'IBM';
ibContract.secType = 'STK';
ibContract.exchange = 'SMART';
ibContract.primaryExchange = 'IEX';
ibContract.currency = 'USD';

Request current data using ibContract.

d = getdata(ib,ibContract)

d = 

  struct with fields:

    LAST_PRICE: 152.38
     LAST_SIZE: 1.00
        VOLUME: 32283.00
     BID_PRICE: 152.37
      BID_SIZE: 3.00
     ASK_PRICE: 152.40
      ASK_SIZE: 1.00

Display the data in the BID_PRICE field of the structure d.

d.BID_PRICE

ans =

        152.37

Close the IB Trader Workstation connection.

close(ib)

Tips

If the variable ibBuiltInErrMsg appears in the MATLAB workspace, check the status of the connection and function execution by displaying the contents of this variable. ibBuiltInErrMsg contains messages related to:

• Connection

• Information resulting from executing functions

• Errors