MATLAB Answers

Interactive broker timeseries vs history?

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Azura Hashim
Azura Hashim on 27 Jan 2020
Answered: Yair Altman on 29 Jan 2020
What is the difference between Interactive Broker timeseries and history functions? They seem to be returning the same data. Didn't get a real answer when I contacted support

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Answers (1)

Yair Altman
Yair Altman on 29 Jan 2020
Both of these functions in the Trading Toolbox call IB's reqHistoricalDataEx function internally, but for some reason Mathworks chose to make a distinction between historic data for full days (period=day/week/month) and intraday data (barSize<1 day). Note that these 2 functions are not consistent in the order of the input arguments and their name (period/barSize), although they use the same basic internal mechanism.
As an alternative that offers consistency and additional flexibility in the historic data parameters, you could try my independent IB-Matlab connector.

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