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

[Cedrick Johnson]

Thanks Jeff-

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?

-c

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.
>
> HTH,
> Jeff
>
> 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.
>>
>> 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!
>>>
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>
>
>
>