I have existing Matlab code that is used to collect Market Data via the Interactive Brokers application interface. It is not working properly and I would like to get it fixed, as well as organize the data into files properly once it is collected for ease of use.
I need collectLiveData and runCollection to be working. All the files were working but they aren't now, its probably something easy. To run the files you will need matlab and interactive brokers api running and installed. The latter can be provided
Oncel the data is being collect I need it stored efficiently according to days. Because I will then need to index into it as outlined in the Backtest file. I have provided this along with FebExpCall_3 as ab example of what I want to do with the data once it is collected.