[R-SIG-Finance] Ibrokers Future API

[Jeff Ryan]

Zubin,

The components to execute are in place in the package, though not
exported or documented as of yet.

I gave  a presentation in Switzerland and one in Vienna regarding the
trading with R idea:

http://www.quantmod.com/Rmetrics2009/
http://www.quantmod.com/Vienna2009/

The basic calls in IBrokers/R closely follow the official API Java/etc calls.

Specifically you want to look at:

-  placeOrder [exported - no docs]

-  .placeOrder [not exported.  This sends a message, but doesn't
process the return][only in IBrokers]

-  twsOrder [exported - no docs]

The additional messages returned from the API will need to be dealt
with by the user, as I don't have a public template for that. This can
occur inside the main CALLBACK loop, as all will be properly handled
and the respective eWrapper function will be dispatched (by default
they will just discard the messages)

eWrapper.MktData.CSV is a good example of what I mean by eWrapper
'functions'. (the eWrapper objects are closures).

I will be adding more documentation in the coming weeks to help this
project along.  Feedback is always welcome.

As always, reading the source as well as the IB API source (java!) and
API docs from IB will be very helpful.

Best,
Jeff


On Tue, Nov 17, 2009 at 7:13 PM, zubin <binabina at bellsouth.net> wrote:
> Hello, been reading on the Ibrokers package, Future API Access:   Robust
> order management functions to allow for data processing trade
> workflow.   Sounds great.
>
> Can someone let me know the status of the Future API on order
> management?  Can I add some resources to help this out if needed?
>
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-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com