I am using matlab and interactive brokers API. I am getting real time data using
tickerID = ib.realtime({ct},'233',@(varargin)ibEventRealTimeData(varargin{:}));
where ib is the interface to interactive brokers TWS Activex object and ct is the contract.
I am getting all the events (ticksize, tickprice and so on) but I can't aggregate data/prices (for example, in 5 minute bars). What am I missing?
Thanks.