Wednesday, November 3, 2010
Lately I have been working on writing some matlab functions to connect Matlab and Interactive Brokers via their ActiveX API. Recently I found someone had written some very nice code and posted it at leptokurtosis. You have to create a login to download the code, but that takes about 30 seconds. It is called IbMatlab, and the most recent version he has posted is 0.0.4. The guy that wrote it says that it is rough, but after looking at his code, I would say he is no novice. I just started using his functions a couple days ago, and would be interested to hear what other people think of them.