[R-SIG-Finance] IBrokers and automatic submission of orders?
cedrick at cedrickjohnson.com
Thu Jul 2 14:13:24 CEST 2009
I'll check out the R/Rmetrics conference page. Unfortunately I missed
that (and the Chicago one) this year.
Speaking of which, when is there going to be another Chicago gathering
of R users, say for a meetup at a downtown pub?
Jeff Ryan wrote:
> I just presented some slides about this at R/Rmetrics 2009 in
> Meielisalp about 2 days ago.
> This should give you a bit more information on the current development
> of IBrokers, and how you can accomplish this all in R.
> On Wed, Jul 1, 2009 at 8:12 PM, Cedrick
> Johnson<cedrick at cedrickjohnson.com> wrote:
>> 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.
>> 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
>>> -- Subscriber-posting only.
>>> -- If you want to post, subscribe first.
>> R-SIG-Finance at stat.math.ethz.ch mailing list
>> -- Subscriber-posting only.
>> -- If you want to post, subscribe first.
More information about the R-SIG-Finance