[R-SIG-Finance] [R-sig-finance] Interfacing R with Interactive Brokers
johnni.nielsen2 at gmail.com
Tue May 12 14:53:05 CEST 2009
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
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 ;) )
> On Tue, May 12, 2009 at 3:43 AM, TipTop <johnni.nielsen2 at gmail.com> wrote:
>> has anyone here been able to succesfully interface R with a Interactive
>> Brokers account?
>> What is your experience and recommendations?
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> Jeffrey Ryan
> jeffrey.ryan at insightalgo.com
> ia: insight algorithmics
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