%% Grab historical data and put it into a useful format % We have to do this hacky b.s to ensure stability tempvar = size(eventdata); tprimer = tempvar(1) +1; %% Request the data tws.reqHistoricalDataEx(20, contract, '20090615 10:50:00 EST', '1000 S', '5 secs', 'TRADES' , 0 , 2) pause(3) tempvar2 = size(eventdata); tprimer2 = tempvar2(1); %% for t = tprimer+2:tprimer2 tempvar = struct2cell(eventdata{t}); if tempvar{6} == -1 break elseif tempvar{5} ~= 165 d= t - tprimer+ 1; tempprice1 = tempvar{12}; price(d,1) = tempprice1; datetemp = tempvar{5}; tt = str2num(datetemp)-4*60*60; tt=(tt/24/3600); serialdate(d,1)=(tt+datenum('1/1/1970','mm/dd/yyyy')); else end end histdata = cat(2, price, serialdate); format long datenorm = datestr(serialdate);