[R-SIG-Finance] [R-sig-finance] Interfacing R with Interactive Brokers

[TipTop]

Thanks for the reply Jeff! part of my motivation behind the request, was also
not to get in touch with people who has implemented this, and is using it on
a daily basis. Im new to R and have some basis knowledge in Matlab, who as
you know also interface to R. However as an individual investor i feel R and
its open source platform may be a better longterm bet for me. 

I shall start my journey into the implementation of the package and thanks
for your effort on this and also to Brian for the performanceanalytics
package.

Johnni


Jeff Ryan wrote:
> 
> As Brian pointed out, the only CRAN version is via IBrokers.
> 
> This is implemented entirely in R code, so it is very portable and
> very "R"-like with respect to managing events to/from the TWS (Trader
> Workstation).  There are two vignettes, though both are not quite
> synched with the current release to CRAN (a brand new 0.2-0 as of
> yesterday). The second vignette isn't complete yet either.
> 
> The package is an entirely re-implemented API based off the
> Interactive Brokers sources.  There is no dependence on the 'official'
> API.  Licensing or otherwise (IBrokers is GPL'd).
> 
> There are of course numerous other ways to manage a connection.  You
> can use the Java API and something like RJava (look at RIB on Rforge).
>  Or Rpy and the IbPy interface for Python.  The trading-shim is also a
> viable option.  You could even write it at the C/C++ level and call R
> from there when needed.  Keep in mind there are many technical issues
> once you add an additional layer into the mix.  There may also be
> licensing issues given that the official API has no visible license...
> 
> One of the major benefits of "IBrokers" is that you get a lot more
> design than just a simple wrapper to the underlying API/connection.
> Through the use of eWrapper closures and a customized twsCALLBACK you
> can quickly build live trading systems entirely in R.  Order handling
> isn't quite ready yet (though is available in the technical/alpha
> sense), but should be very soon.
> 
> If you give it a try, please pass along good and bad feedback to the
> author (me ;) )
> 
> Thanks,
> Jeff
> 
> On Tue, May 12, 2009 at 3:43 AM, TipTop <johnni.nielsen2 at gmail.com> wrote:
>>
>> Hey,
>>
>> has anyone here been able to succesfully interface R with a Interactive
>> Brokers account?
>> What is your experience and recommendations?
>>
>> Regards
>>
>> Johnni
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> 
> 
> 
> -- 
> Jeffrey Ryan
> jeffrey.ryan at insightalgo.com
> 
> ia: insight algorithmics
> www.insightalgo.com
> 
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