To connect from JET to IPP with mdsplus:

need 2 windows

1st window, create tunneling with slogin:

slogin -losauter -L 8001:seaug.ipp.mpg.de:8000 gate1.aug.ipp.mpg.de
(mdsplus too slow now)

In other window, open matlab and do:
mdsconnect('localhost:8001')

To check the connection:
mdsvalue('1+2')

zmag.data=mdsvalue('_zmag=augsignal(shot,"FPG","Zmag")');
zmag.t=mdsvalue('dim_of(_aa,0)');


To get subsets of points:

Thanks to Xavier Llobet I have succeeded in fetching only every nth point of the SXR trace. For other purposes a filter would be better so a tdi function should be performed to do it locally, may be it exists already.

In any case, for what I wanted to do, here is the solution:

(Create _sxr data and dimensions on remote host, fetch channel numbers only)
sxr_channels=mdsvalue('_sxr=augsignal(15133,"SXR","B");_sxr_t=dim_of(_sxr,0);_sxr_chan=dim_of(_sxr,1)');

nth=12;

(use "data" function to remove complicated relation between _sxr array and its dimensions. This relation depends on how the build_signal was used to create the signal. Note Xavier has important suggestion on how to build the dimensions such as to save space in compression, etc, for those interested)

sxr_full_t_dim=mdsvalue('_sxrdata=data(_sxr);size(_sxrdata,0)');

(at this point _sxrdata has just the values and the dimensions are just the indices 0...N, etc, so we can use the array extraction to take every nth point for all channels:)

sxr_data=mdsvalue('_sxrdata[0:sxr_full_t_dim-1:nth,*]');
eval(['sxr_data=mdsvalue(''_sxrdata[0:' num2str(sxr_full_t_dim-1) ':' num2str(nth) ',*]'');'])

Same for time array
sxr_data_t=mdsvalue('_sxr_t[0:sxr_full_t_dim-1:nth]');
eval(['sxr_data_t=mdsvalue(''_sxr_t[0:' num2str(sxr_full_t_dim-1) ':' num2str(nth) ']'');'])