Matlab - Interactive Brokers - Getdata function

Question

I am using the getdata function of the trading toolbox in Matlab (http://de.mathworks.com/help/trading/ibtws.getdata.html) to get real time price data of forex pairs (e.g. EURUSD) through the most up to date TraderWorkStation (TWS) with an Interactive Brokers (IB) demo account using the most recent API offered by IB (v9.71).

The TWS is running while executing my code (see below)

Here is the code I am using. It follows all the basic steps explained in the follwing tutorial by Mathworks (http://de.mathworks.com/videos/get-started-with-trading-toolbox-connect-to-interactive-brokers-1-of-3-91839.html).

% establish connection to TWS
ib = ibtws('',7497);

%% create currency handles
ibEURUSD = ib.Handle.createContract;
% set forex credentials
ibEURUSD.symbol = 'EUR';
ibEURUSD.secType = 'CASH';
ibEURUSD.exchange = 'IDEALPRO';
ibEURUSD.currency = 'USD';

cur = getdata(ib,ibEURUSD);

% close IB connection
close(ib);

In most of the cases (roughly 75%) this code deliveres the expected results and returns the requested financial data. However, in the remaining cases the variable "cur" does not contain the requested price data but the following error message: "HMDS data farm connection is OK:ushmds"

Which fist does not look like a problem. However this error message replaces the requested data so that during 25% of the runs no data will be received.

I apprechiate any hints to solve this.

ScottBrian ScottBrian · Accepted Answer · 2016-08-26T21:20:42

It's bug in the MATLAB Trading Toolbox. There are a few messages that the IB API documentation describes as being safe to ignore, but the MATLAB errMsg event handler does not ignore them and instead terminates the ongoing getdata request while the price data is being received. The "HMDS data farm connection is OK:ushmds" is message number 2106 which is one of the ignorable messages.

Matlab - Interactive Brokers - Getdata function

2 Answers