Interactive Brokers API: Connecting from MATLAB

tradingMATLAB / 3 min read

In this post I show how to connect to the Interactive Brokers API from MATLAB. The “obvious” way generates a SSL error. This is an alternative approach using the system curl command. It’s a bit of a hack but it does the job.

Client Portal

First we’ll need to launch the client portal. Follow these instructions.

Python

Assuming that you followed the instructions you’ll have already made an API request using curl. Let’s warm up to MATLAB by making a request using Python.

import json
import requests

URL = "https://localhost:5000/v1/api/portfolio/accounts"

headers = {
    "accept": "application/json",
    "Content-Type": "application/json",
    "User-Agent": "Test",
}

response = requests.get(URL, headers=headers, verify=False)

print(response.status_code)
print(json.dumps(response.json(), indent=2))

The script should print a (OK) status code and the details of the authenticated account.

If you do not set verify to false then the GET request will raise an SSLError exception. When you set it to true you’ll simply see a InsecureRequestWarning. According to Interactive Brokers this is just fine. Personally I think that insisting on an SSL connection but then telling you that it’s okay to ignore SSL errors is just silly. But, hey, that’s just me. You might think that you can just connect via HTTP rather than HTTPS. You would be mistaken.

MATLAB

Native Approach

Start by trying to use the webread() function to access the API.

URL = "https://localhost:5000/v1/api/portfolio/accounts";

HeaderFields = [
    "accept", "application/json";
    "Content-Type", "application/json";
    "User-Agent", "Test"
];

Options = weboptions("HeaderFields", HeaderFields, "Timeout", 15, "CertificateFilename", "");

response = webread(URL, Options);

disp(response);

Sadly this will not work. You’ll almost certainly get a SSL error stating that the certificate doesn’t match the localhost host name. Setting CertificateFilename to an empty string was supposed to disable SSL checks but it doesn’t appear to make any difference.

Curl Hack

So, here’s the dirty hack. The curl command has an option which will allow it to ignore SSL errors. We’ll use the system() function to pass our request to the curl command.

URL = "https://localhost:5000/v1/api/portfolio/accounts";

headers = "-H 'accept: application/json' -H 'Content-Type: application/json' -H 'User-Agent: Test'";

command = sprintf("/usr/bin/curl -k %s %s", headers, URL);

[status, response] = system(command);

disp(response);

data = jsondecode(response);
disp(data);

If you get an empty response from the API it probably indicates that your login session has lapsed.

You probably don’t need to redirect stderr but I found this to be helpful because of an annoying warning about libcurl that cropped up on one platform.

Self-Signed Certificate

Another option, which I have not yet had the time or motivation to try, is to create a self-signed certificate. This is the rough outline of the process:

  1. Use openssl to generate a self-signed certificate. The certifcate will be in PEM format and there will be four files: .crt, .csr, .key and .pem.
  2. In MATLAB use weboptions() to specify the path to the .crt file.
  3. You also need to update the Client Portal to use this certificate.
    • Convert the certificate into JKS format.
    • When converting you will need to provide a password.
    • Update root/conf.yaml to reference the .jks file and password.

For the moment the dirty hack will suffice. If things get more serious then I’ll explore this option. No point in shaving this particular yak just yet.