javaaddpath ib-matlab.jar;
import com.ib.client.*;
callback = IBCallback();
ib = EClientSocket(callback);
ib.eConnect('127.0.0.1', 7496, 0);
% Server Version:45
% TWS Time at connection:20100531 12:15:56 EST
hod = Contract()
%  
% hod =
%  
% com.ib.client.Contract@eb8007
%  
hod.m_conId = 48168448;
ib.reqHistoricalData(2, hod, '20100528 16:00:00', '1 W', 11, 'TRADES', 1, 1)
% No method 'reqHistoricalData' with matching signature found for class
% 'com.ib.client.EClientSocket'.
%% Max: 11 should be a string - documentation is always a little misleading
ib.reqHistoricalData(2, hod, '20100528 16:00:00', '1 W', '11', 'TRADES', 1, 1)
%% Max: We have not written the data callback or error callback, so no idea what happened
%% Max: now use the attached callback with signature given in the next line
callback.historicalData = 'PrintHistoricalData'
% 
% callback =
% 
% IBCallback@d51c6c
% 
ib.reqHistoricalData(2, hod, '20100520 16:00:00', '1 W', '11', 'TRADES', 1, 1)
%% Max: We have not written the error callback, so no idea what happened
%% Max: Maybe it was an error with there being no TSE data, let's try NYSE
gs = Contract()
% 
% gs =
% 
% com.ib.client.Contract@15a557a
%  
gs.m_conId = 4627828
% 
% gs =
%
% com.ib.client.Contract@15a557a
% 
ib.reqHistoricalData(2, gs, '20100520 16:00:00', '1 W', '11', 'TRADES', 1, 1)
%% Max: Hmm that didn't work either, but we still have no error callback, so let's write one
%% Max: now use the attached callback with signature given in the next line
callback.error = 'Error'
% 
% callback =
% 
% IBCallback@d51c6c
% 
ib.reqHistoricalData(2, gs, '20100512 16:00:00', '1 W', '11', 'TRADES', 1, 1)
%Error validating request:-'yb' : cause - Please enter exchange
%% Max: much better! It turns out m_conId is not enough to specify a contract
%% Max: let's try specifying it with more readable fields instead of m_conId
hod = Contract()
% 
% hod =
% 
% com.ib.client.Contract@544a45
% 
hod.m_exchange = 'TSE';
hod.m_localSymbol = 'HOD';
hod.m_currency = 'CAD';
hod.m_secType = 'STK';
ib.reqHistoricalData(2, hod, '20100512 16:00:00', '1 W', '11', 'TRADES', 1, 1)
% Error validating request:-'yb' : cause - Historical data bar size setting is invalid. Legal ones are: 1 secs, 5 secs, 15 secs, 30 secs, 1 min, 2 mins, 3 mins, 5 mins, 15 mins, 30 mins, 1 hour, 1 day, 1 week, 1 month, 3 months, 1 year
%% Max: it looks like '11' was also wrong, let's try '1 day'
ib.reqHistoricalData(2, hod, '20100519 16:00:00', '1 W', '1 day', 'TRADES', 1, 1)
% HMDS data farm connection is OK:ushmds2a
% Historical Market Data Service error message:No market data permissions for TSE STK
%% Max: I don't have access to TSE data apparently
%% Max: I'll download it for Goldman just to show how it works
gs = Contract()
% 
% gs =
% 
% com.ib.client.Contract@af94c4
% 
gs.m_exchange = 'SMART';
gs.m_currency = 'USD';
gs.m_localSymbol = 'GS';
gs.m_secType = 'STK'; 
ib.reqHistoricalData(2, gs, '20100513 16:00:00', '1 W', '1 day', 'TRADES', 1, 1)
% reqID = 2, date = 20100507, open = 145.55, high = 146.55, low = 141.5, close = 143.13, volume = 202894, count = 118817, WAP = 143.91, hasGaps = 0
% reqID = 2, date = 20100510, open = 149.09, high = 149.9, low = 141.2, close = 144, volume = 216456, count = 117019, WAP = 144.55, hasGaps = 0
% reqID = 2, date = 20100511, open = 142.43, high = 145.5, low = 141.55, close = 142.04, volume = 146334, count = 79918, WAP = 143.17, hasGaps = 0
% reqID = 2, date = 20100512, open = 144.24, high = 147.65, low = 142.28, close = 147.38, volume = 145018, count = 77721, WAP = 145.2, hasGaps = 0
% reqID = 2, date = 20100513, open = 148.36, high = 148.45, low = 144.42, close = 144.59, volume = 110566, count = 62491, WAP = 146.02, hasGaps = 0
% reqID = 2, date = finished-20100506  16:00:00-20100513  16:00:00, open = -1, high = -1, low = -1, close = -1, volume = -1, count = -1, WAP = -1, hasGaps = 0
%% Max: Cool! it worked
%% Max: Now let's try 1 second bars
ib.reqHistoricalData(2, gs, '20100513 16:00:00', '1800 S', '1 secs', 'TRADES', 1, 1)
%{
reqID = 2, date = 20100513  15:30:00, open = 144.97, high = 144.99, low = 144.96, close = 144.96, volume = 16, count = 14, WAP = 144.97, hasGaps = 0
reqID = 2, date = 20100513  15:30:01, open = 144.96, high = 144.96, low = 144.95, close = 144.95, volume = 5, count = 4, WAP = 144.95, hasGaps = 0
reqID = 2, date = 20100513  15:30:02, open = 144.95, high = 144.95, low = 144.95, close = 144.95, volume = 1, count = 1, WAP = 144.95, hasGaps = 0
reqID = 2, date = 20100513  15:30:03, open = 144.95, high = 144.95, low = 144.95, close = 144.95, volume = 0, count = 0, WAP = 144.95, hasGaps = 0
reqID = 2, date = 20100513  15:30:04, open = 144.95, high = 144.95, low = 144.95, close = 144.95, volume = 0, count = 0, WAP = 144.95, hasGaps = 0
... CUT OFF HERE
reqID = 2, date = 20100513  15:59:58, open = 144.53, high = 144.53, low = 144.5, close = 144.53, volume = 4, count = 3, WAP = 144.52, hasGaps = 0
reqID = 2, date = 20100513  15:59:59, open = 144.54, high = 144.77, low = 144.51, close = 144.59, volume = 54, count = 22, WAP = 144.61, hasGaps = 0
reqID = 2, date = finished-20100513  15:30:00-20100513  16:00:00, open = -1, high = -1, low = -1, close = -1, volume = -1, count = -1, WAP = -1, hasGaps = 0
%}
%% Max: Cool! that worked too
%% Max: it looks like the end of the download is signalled by an event with open = -1. That's useful. 
%% Max: now use the attached callback with signature given in the next line 
callback.historicalData = 'HistoricalData'
global histData
histData = {}
ib.reqHistoricalData(2, gs, '20100513 16:00:00', '1800 S', '1 secs', 'TRADES', 1, 1)
%% Max: wait for it to print "Done". You can see the dimension of histData change on the top right
%% Max: This is the data that was downloaded: 
histData 
%{
histData = 

    '20100513  15:30:00'    [144.9700]    [144.9900]    [144.9600]    [144.9600]    [ 16]    [14]    [144.9700]
    '20100513  15:30:01'    [144.9600]    [144.9600]    [144.9500]    [144.9500]    [  5]    [ 4]    [144.9500]
    '20100513  15:30:02'    [144.9500]    [144.9500]    [144.9500]    [144.9500]    [  1]    [ 1]    [144.9500]
    '20100513  15:30:03'    [144.9500]    [144.9500]    [144.9500]    [144.9500]    [  0]    [ 0]    [144.9500]
    '20100513  15:30:04'    [144.9500]    [144.9500]    [144.9500]    [144.9500]    [  0]    [ 0]    [144.9500]
    ... CUT OFF HERE
%}
histData{1,1}
%
% ans =
%
% 20100513  15:30:00
% 
histData{2,2}
%
% ans =
%
% 144.9600
%