[R-SIG-Finance] New IBrokers package on CRAN

[Jeff Ryan]

R-Sig-Finance:

I'd like to announce the alpha version of a new package IBrokers:

Designed to provide native R access to Interactive Brokers' trading
platform, it is currently in a very alpha stage.  I am releasing at
this early stage it to gauge interest and feedback as to which API
features should be considered priority.

It is working, though very little error checking (read: none) is done
at present.  I will be updating this aggressively.

?IBrokers

R API to the Interactive Brokers Trader Workstation (TWS).

Description:

     A very limited R implementation of the TWS API.  At present it is
     only able to access historic data from the Interactive Brokers
     servers. Future additions will include more API access and
     possible real-time charting via the 'quantmod' package.

     A word of warning.  I wrote this in 3 days.  Much of the current
     event loop is being rewritten/rethought to better handle errors, add
     some sort of callback mechanism, as well as
     speed up large data requests.  This version is mostly a
     proof-of-concept and will be updated regularly.  That said, please
     report any and all bugs/experiences to the maintainer so they can
     be incorporated into development versions.

     **DO NOT USE in an R session that you can't afford to lose!**

Details:


       Package:  IBrokers
       Type:     Package
       Version:  0.0-1
       Date:     2008-02-21
       License:  GPL-3

     The current API methods supported are:

     reqCurrentTime: The TWS server time in seconds since the epoch
     reqHistoricalData: Fetch historical data

Author(s):

     Jeffrey A. Ryan

     Maintainer: Jeffrey A. Ryan <jeff.a.ryan at gmail.com>

References:

     Interactive Brokers: <URL: www.interactivebrokers.com>

-- 
There's a way to do it better - find it.
Thomas A. Edison