[R] Order Book details in R Interactive Brokers Package

ce zadig_1 at excite.com
Thu Jul 3 17:31:45 CEST 2014


There is a very good example system in 

http://censix.com/download/ 

-----Original Message-----
From: "jeeth ghambole" [jeethghambole at gmail.com]
Date: 07/01/2014 10:59 AM
To: r-help at r-project.org
Subject: [R] Order Book details in R Interactive Brokers Package

Hello All,

I am working on project of Automated trade execution using R and
Interactive Brokers Package.

I have successfully implemented and tested the connection of R with
Interactive Brokers API. Implementing orders, placing orders too are
working fine. The only problem is that while executing order i wanted to
check whether there are any pending orders in the order book. I search a
lot but didn't found anything to retrieve the order books details.

Can anyone provide me the logic to retrieve the order books details using R
Interactive Brokers Package.

Any help regarding this would be very appreciable.

Thank you.

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