[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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