[R-SIG-Finance] IBrokers and automatic submission of orders?

[Cedrick Johnson]

Probably a roundabout way to do this would be to use Rserver and write a 
Java app using the Rserver wrapper to issue command reqHistoricalData at 
X intervals (setup a Java timer object or loop) and place orders (via 
the same java program connected to the RS wrapper) using twsOrder and 
placeOrder.

I'm not too familiar with callbacks and such in the IBrokers package.

hth,
c

Michael wrote:
> Hi all,
>
> What's the best way to set up a timer in IBrokers, and take a snapshot
> of market data at fixed interval, and then place some orders, and run
> other tasks?
>
> Also,  reqMktData(tws, twsEquity("QQQQ")) returns data continuously,
>
> is there a way for it to only return one snapshot of data at one time,
>
> just need to sample at fixed interval using a timer...
>
> Thank you very much!
>
> -----------
>
> And how to submit order such as "market open", "market close", and
> "good-until-after-some-time" in IBrokers?
>
> Thanks a lot!
>
> _______________________________________________
> R-SIG-Finance at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only.
> -- If you want to post, subscribe first.
>