[R-SIG-Finance] [R-sig-finance] Fwd: Question on multiple sessions...
jeff.a.ryan at gmail.com
Thu Feb 12 18:45:14 CET 2009
Again, in the IBrokers case:
twsCALLBACK is the main callback to the reqMktData request.
*processMsg* is the main routine to process each individual message
that comes in.
Within there are eWrapper$calls that handle the actual message
details, e.g. print to a file, do some processing, etc.
reqMktData => twsCALLBACK => processMsg => eWrapper$method [repeat in
Using closures (as in the MktData.CSV version), or global variables,
you can keep track of last data or details that can be used for
placeOrder is also available to _act_ on the processing as well.
On Thu, Feb 12, 2009 at 11:07 AM, Daniel Cegielka
<daniel.cegielka at gmail.com> wrote:
> Jeff Ryan pisze:
>> readBin on *nix when non-blocking will return a character(0) (or
>> whatever you request) when _nothing_ is available to read. That is
>> testable and logical. On Windows (this is the point related to
>> cross-platform) it returns garbage. No way to test/etc. Additionally
>> you are limited by nul terminated strings in R's processing. There
>> are workarounds, but they are just that.
>> This is all within the context of IBrokers mind you, other connections
>> will be different in terms of requirements. IB uses simple
>> nul-terminated character messages.
> So if I understand this code...
jeffrey.ryan at insightalgo.com
ia: insight algorithmics
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