Matlab - Interactive Brokers - Getdata function - matlab

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.

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.

Consider using the IB-Matlab connector, which does not have this problem.

Related

Displaying Data as a String in Simulink RT Display Port

My issue involves using the RS-232 Simulink RT blocks.
A model is uploaded to the target PC (xPC) and it transmits and receives data from a variable frequency drive (VFD) that controls a motor. The issue arises on the receiving end when I take data and try to send that data to a display block in my model as a string. Code would be helpful here:
disp = uint8(zeros(1,24));
display = uint8(zeros(1,length(disp)));
cmd = 0;
status = stat_lb;
%% Start-Up
% Initialization Period
if (status == 0 || status == 1)
cmd = 0;
msg = uint8('Start up');
display = [msg uint8(zeros( 1, length(disp)- length(msg) ))];
end
...
%Multiple status cases with unique displays.
...
disp = display
So, here the cmd portion functions as expected. As noted above, I want to display the display string on a display block in my Simulink model. As you can see, though, it is of type uint8, so I need to convert it to type string; however, when I pass it through either the ascii2str Simulink block or just place it in the function call (e.g. display = ascii2str(display)) I get the following error message:
Executing the 'CheckData' command produced the following error: Invalid parameter/value pair arguments
My thought is that this has something to do with the fact that I am using MEX and this function (ascii2str) is not supported. Anyways, I am wondering if anyone knows why I receive this error and if there is anything I can do to resolve it.
Oh, and one last thing: I can get the display to work if I just remove the ascii2str; however, the only problem with this is that the display is in uint8 form and not really helpful. So, if there is any other way that I can decode the uint8 to a string I am all ears.
Thanks!
I have found that there is no support for this feature in Simulink RT. One option is to use external functions, but I found it better for my application to simply output a number and have a table in the simulation that explained what each number meant.

Filtering an audio signal and then reading the meter without sending it to master

I'm trying to filter a signal and then analyse the values of the filtered signal using Tone.js / Web-Audio API.
I'm expecting to get values of the filtered signal, but I only get -Infinity, meaning that my connections between the nodes are wrong. I've made a small fiddle demonstrating this, however in my use-case I do not want to send this node to the destination of the context - I only want to analyse it, not hear it.
osc.connect(filter)
filter.connect(gainNode)
gainNode.connect(meter)
console.log(meter.getLevel())
I guess you tested the code in Chrome because there is a problem with Chrome which causes it to not process anything until it is connected to the destination. When using Tone.js that means you need to call .toMaster() at the end of your chain. I updated you fiddle to make it work: https://jsfiddle.net/8f7abzoL/.
In Firefox calling .toMaster() is not necessary therefore the following works in Firefox as well: https://jsfiddle.net/yrjgfdtz/.
After some digging I've found out that I need to have a scriptProcessorNode - which is apparently no longer recommended - so looking into Audio Worklet Nodes

Fetching LogBook descriptors in custom firmware

I'm looking to fetch recorded data using LogBook in a custom Movesense firmware. How do I get the correct byte stream offset for the next GET call when receiving HTTP_CONTINUE?
I'm trying to implement these steps as described in DataStorage.md:
### /Logbook usage ###
To get recording from the Movesense sensors EEPROM storage, you need to:
1. Do **GET** on */Logbook/Entries*. This returns a list of LogEntry objects. If the status was HTTP_OK, the list is complete. If the result code is HTTP_CONTINUE, you must GET again with the parameter StartAfterId set to the Id of the last entry you received and you'll get the next entries.
2. Choose the Log that you are interested in and notice the Id of it.
3. Fetch the descriptors with **GET** to */Logbook/byId/<Id>/Descriptors*. This returns a bytestream with the similar HTTP_CONTINUE handling as above. However you **must** keep re-requesting the **GET** until you get error or HTTP_OK, or the Logbook service will stay "in the middle of the stream" (we hope to remove this limitation in the future).
4. Fetch the data with **GET** to */Logbook/byId/<Id>/Data*. This returns also a bytestream (just like the */Logbook/Descriptors* above).
5. Convert the data using the converter tools or classes. (To Be Continued...)
The problem is basically the same for step 3 and 4. I receive a whiteboard::ByteStream object in the onGetResult callback function but I don't know how to get the correct offset information from it.
I've found a number of different methods seemingly concerning different aspects of number of bytes in ByteStream.h (length, fullSize, transmitted, payloadSize and serializationLength) but I just can't get it working properly.
Basically I would like to do something like this in onGetResult:
if (resultCode == whiteboard::HTTP_CODE_CONTINUE) {
const whiteboard::ByteStream &byteStream = rResultData.convertTo<const whiteboard::ByteStream &>();
currentEntryOffset += byteStream.length();
asyncGet(WB_RES::LOCAL::MEM_LOGBOOK_BYID_LOGID_DESCRIPTORS(), AsyncRequestOptions::Empty, currentEntryIdToFetch, currentEntryOffset);
return;
}
The basic idea is to do the same call again.
So if you do:
asyncGet(WB_RES::LOCAL::MEM_LOGBOOK_BYID_LOGID_DESCRIPTORS(),AsyncRequestOptions::Empty, currentEntryIdToFetch);
and get the response HTTP_CONTINUE, do:
asyncGet(WB_RES::LOCAL::MEM_LOGBOOK_BYID_LOGID_DESCRIPTORS(),AsyncRequestOptions::Empty, currentEntryIdToFetch);
Until you get HTTP_CONTINUE or an error.
If the result code is HTTP_CONTINUE, you must GET again with the parameter StartAfterId set to the Id of the last entry you received and you'll get the next entries.
Might be a bit cryptic but do another asyncGet to the exact same resource until you get HTTP_OK or an http error code.
Also, note that you need to decode the data, a python script can be found here in this answer

Interactive Brokers and MATLAB Connection

I'm trying to connect MATLAB to interactive brokers. I'm aware there was a bug before. However, I got an email in August saying it was fixed. I'm currently running this code;
% 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);
Getting the result for cur of "not connected", has anyone managed to get IB working with MATLAB, if so could you point towards a good resource?
Thanks
Allan
Consider using the IB-Matlab connector (https://undocumentedmatlab.com/IB-Matlab), which is actively maintained since 2010 and is the highest-rated product on IB's Marketplace by a large margin.

Continuously acquire data in MATLAB using callbacks and persistent variables

I have just recently started to use MATLAB to acquire data off of a data acquisition board and was in need of a function to acquire data continuously (i.e. until I ctrl^C out of the function). To do this I am using the data acquisition toolbox on a 32-bit windows OS.
Based on the documentation in matlab help and a few of the answers on this site, I found that after adding channels to my input handle I should:
set my 'SamplesPerTrigger' to Inf
set the 'TimerPeriod' to some value to trigger the 'TimerFcn'
set the 'TimerFcn' to some subfunction callback which appends data to a persistent variable
Is this a correct way to do this?
My code is as follows:
function acquire_arena_test(samprate,daq_device ,device_ID ,channels, saveroot)
setup.SampleRate = samprate;
setup.DAQdevice = {daq_device, device_ID};
setup.AIChannels = channels;
setup.SaveRoot = {saveroot};
ai = analoginput(setup.DAQdevice{1},setup.DAQdevice{2});
addchannel(ai,[setup.AIChannels]);
set(ai,'SamplesPerTrigger',Inf);
set(ai,'TimerPeriod',0.5);
set(ai,'TimerFcn',{#AcquireData,ai});
start(ai);
while(strcmpi(get(ai,'Running'),'On'))
pause(1)
end
stop(ai);
time = datestr(now,30);
save([saveroot time], 'data');
delete(ai);
clear ai;
function AcquireData(hObject, ~)
persistent totalData;
data = getdata(hObject);
if isempty(totalData)
totalData =data;
else
totalData = [totalData; data];
end
The initial analog input is definitely working properly. I have tried many permutations of giving the AcquireData callback to 'TimerFcn'. The error I receive is
`??? Error using ==> acquire_arena_test>AcquireData
Too many input arguments.
Warning: The TimerFcn callback is being disabled.
To enable the callback, set the TimerFcn property. `
Thanks in advance for any help.
I think the syntax you use for setting up your TimerFcn is wrong. You write
set(ai,'TimerFcn',{#AcquireData,ai});
but this means that your function AcquireData will be called with tree parameters: AcquireData(ai, event, ai) as explained here, which then of course triggers the error message since your AcquireData function only accepts two parameters. Just change your code to
set(ai,'TimerFcn',#AcquireData);
and it should work; the ai object is automatically passed as the first parameter (see the link to the MATLAB documentation above).
Sorry about answering my own question, but I figured it out. The trigger was not needed after all. Using a national instruments board (or a sound card, as it turns out) you can just change the LoggingMode to 'disk' and specify a file to save the .daq (data acquisition toolbox) file to save as with LogFileName. If you want to use the memory on your board, change the mode to disk&Memory. Helpful document:
http://www.mathworks.com/help/toolbox/daq/f12-16658.html
The script below acquires data during the pause, which is as long as you want it to be..
daqreset;
clear all;
ai = analoginput('nidaq','Dev1');
chans = addchannel(ai,0:6);
set(ai,'SamplesPerTrigger',Inf);
set(ai,'SampleRate',1000)
set(ai,'LogToDiskMode','Overwrite')
set(ai,'LogFileName','log.daq')
set(ai,'LoggingMode', 'disk')
start(ai)
pause()
stop(ai)
data = daqread('log.daq');
delete(ai);
Note that you still need to set 'SamplesPerTrigger' to Inf for this to work properly. Thank you to Jonas for his help as well.