install tws http://individuals.interactivebrokers.com/en/software/installationInstructions.php?ib_entity=llc install the api http://www.interactivebrokers.com/download/InstallAX_951.exe online api guide http://www.interactivebrokers.com/php/apiUsersGuide/apiguide.htm enable the activex api run tws configure > API > enable ActiveX and Socket Clients register the activex server windows start button > run > regsvr32 "C:\Program Files\Jts\ActiveX\Tws.ocx" restart the computer run tws run matlab set up preliminary variables global eventdata orderid; eventdata = {}; orderid = 1; f = figure; set(f,'Visible','off'); connect Matlab to the api copy twsevent.m to your current Matlab directory tws = actxcontrol('TWS.TwsCtrl.1',[0 0 0 0],f,'twsevent'); tws.connect('', 7496, 1); test it! use the newcontract.m script- copy it to the current directory newcontract tws.reqMktDataEx(orderid, contract, '', 1) tws.reqCurrentTime() S = INVOKE(OBJ) returns structure array S containing a list of all methods supported by the object or interface OBJ along with the prototypes for these methods. invoke(ib) METHODSVIEW(OBJECT) displays the methods of OBJECT's class along with the properties of each method. methodsview(ib) Webinar: http://www.interactivebrokers.com/en/general/education/priorWebinars.php?ib_entity=llc https://interactivebrokers.webex.com/ec0600l/eventcenter/recording/recordAction.do?theAction=poprecord&actname=%2Feventcenter%2Fframe%2Fg.do&apiname=lsr.php&renewticket=0&renewticket=0&actappname=ec0600l&entappname=url0106l&needFilter=false&&isurlact=true&entactname=%2FnbrRecordingURL.do&rID=29250257&rKey=0A52AC80736BF75E&recordID=29250257&rnd=1933753280&siteurl=interactivebrokers&SP=EC&AT=pb&format=short