I got an error in trading toolbox when I try to get history of an ib contract.

I wrote the code of below in order to get data from de api.

    ib = ibtws('',7496)
    ib = 

      ibtws with properties:

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

    ibContract = ib.Handle.createContract;
    ibContract.symbol = 'MSFT';
    ibContract.secType = 'STK';
    ibContract.exchange = 'SMART';
    ibContract.currency = 'USD';

    bizDayConvention = 13; % i.e. BUS/252
    startDate = daysadd(today,-20,bizDayConvention);
    endDate   = daysadd(today,-1, bizDayConvention);

    histTradeData = history(ib,ibContract,startDate,endDate);

HERE THE OUTPUT!!

    No method 'reqHistoricalDataEx' with matching signature found for class 'COM.TWS_TwsCtrl_1'.

    Error in ibtws/history (line 90)
    c.Handle.reqHistoricalDataEx(1,s,endDateTime,durationString,period,ticktype,0,1)

[fer laser]

Add ib.Handle.createTagValueList as the last argument.

example:

      ib.Handle.reqHistoricalDataEx(1, ibContract, '20140820 00:00:00','1 D', '30 mins','TRADES',0,1,ib.Handle.createTagValueList);

Answer 1

[Geoff Hayes]

Ruben - I don't have the Trading Toolbox but the error message is indicating that there is a problem with one or more of the input parameters that are being passed to

 c.Handle.reqHistoricalDataEx(1,s,endDateTime,durationString,period,ticktype,0,1)

No method 'reqHistoricalDataEx' with matching signature found for class 'COM.TWS_TwsCtrl_1' is saying that either the the code is passing an incorrect number of input parameters, or one or more of these parameters are of a data type that the function is not expecting (i.e. the function may be expecting a string for the third input, and it is being passed an integer instead).

Is it possible for you to put a breakpoint at line 90 in ibtws/history (if such a file exists)? Then you could examine each variable and see if it matches the reqHistoricalDataEx() API of Interactive Brokers API Reference Guide whose inputs can be summarized as

 Parameter     Data Type
 tickerId      Integer
 contract      IContract
 endDateTime   String
 durationStr   String
 barSize       String
 whatToShow    String
 useRTH        Integer
 formatDate    Integer
 chartOptions  ITagValueList (probably optional)

With the above info, it seems clear that the code (at the line that is throwing an error) is passing the correct number of input parameters (the last, chartOptions, is probably optional (since it is a pointer) so probably can be ignored). So that could imply a problem with one of the inputs.

Given that you are invoking the function call

 histTradeData = history(ib,ibContract,startDate,endDate);

which in turn calls

 c.Handle.reqHistoricalDataEx(1,s,endDateTime,...

it may be safe to assume that your input ib maps to the c, the ibContract maps to the s, and the endDate maps to the endDateTime.

From the MATLAB example of interactive-brokers-historical-data-workflow, your code seems to be matching what the example did for the instantiation of the ib and the ibContract objects. The startDate and endDate are coded a little differently

 bizDayConvention = 13;
 startDate        = daysadd(today,-20,bizDayConvention); 
 endDate          = daysadd(today,-1, bizDayConvention);

This code is using a function from the Financial Toolbox, with daysadd returning a date NumDays number of days away from StartDate, using the given day-count basis. It's unclear to me what the data type is for this value...

Since this code is different from the simpler MATLAB example of

 startDate = floor(now) - 5;
 endDate   = floor(now);

which presumably works, what would happen if you try these two lines instead of yours? Do you still get the same error when you call history(ib,ibContract,startDate,endDate)?

Answer 2

[Yair Altman]

You may wish to try the cross-platform IB-Matlab product, which is Java-based (not ActiveX):

http://undocumentedmatlab.com/ib-matlab

You won't encounter such problems with IB-Matlab, it is very reliable and user-friendly.