[R-SIG-Finance] IBrokers question

[Sergey Goriatchev]

Daniel, rex, thank you for your help.

Yes, big bunch of thanks to Jeffrey for the package. Wanted to speak
to him during this year's Meielisalp conf, unfortunately he did not
come.

Best,
Sergey

On Mon, Sep 6, 2010 at 12:03, rex <rex at nosyntax.net> wrote:
> Sergey Goriatchev <sergeyg at gmail.com> [2010-09-06 00:39]:
>>
>> Easy question:
>> To be able to play with IBrokers package (load some data from IB) I
>> need to sign up with IB, I assume.
>> But do I actually need to open an account with IB and transfer money?
>
> Sergey,
>
> IBroker can be used with the free demo version of the IB standalone
> TWS. No signup or money transfer is required.
> There's a very brief synopsis of installing TWS and IBroker at:
>
> http://www.nosyntax.net/spwiki/index.php/InteractiveBrokers_with_R
>
> The reqHistoricalData() functions may not work with the demo
> version. I installed IBroker yesterday and so have not tested it
> when the market is open.
>
> reqMktData() works even on weekends, as the example on the page
> shows.
>
>> reqMktData(tws, twsEquity("AAPL"), file="AAPL_realtime.dat")
>
> Here's a bit of the file the above command creates:
>
> <20100905 16:48:31.370947> id=1 symbol=AAPL Volume: 124045
> <20100905 16:48:31.371824> id=1 symbol=AAPL highPrice: 259.24
> <20100905 16:48:31.372656> id=1 symbol=AAPL lowPrice: 257.07
> <20100905 16:48:31.373450> id=1 symbol=AAPL Halted: 0.0
> <20100905 16:48:31.374192> id=1 symbol=AAPL bidPrice: 258.13  bidSize: 12
> <20100905 16:48:31.375025> id=1 symbol=AAPL bidSize: 12
> <20100905 16:48:31.375743> id=1 symbol=AAPL askPrice: 258.15  askSize: 2
> <20100905 16:48:31.376635> id=1 symbol=AAPL askSize: 2
> <20100905 16:48:31.709398> id=1 symbol=AAPL lastTimestamp: 1283730509
> <20100905 16:48:31.710432> id=1 symbol=AAPL lastTimestamp: 1283730511
> <20100905 16:48:31.711198> id=1 symbol=AAPL lastPrice: 258.5
> <20100905 16:48:31.711932> id=1 symbol=AAPL lastSize: 1
> <20100905 16:48:31.712669> id=1 symbol=AAPL Volume: 125892
> <20100905 16:48:31.713425> id=1 symbol=AAPL highPrice: 259.24
> <20100905 16:48:31.714180> id=1 symbol=AAPL lowPrice: 255.58
> <20100905 16:48:31.714923> id=1 symbol=AAPL closePrice: 259.28
> <20100905 16:48:31.715666> id=1 symbol=AAPL bidPrice: 258.51  bidSize: 3
> <20100905 16:48:31.716587> id=1 symbol=AAPL askPrice: 258.52  askSize: 4
> <20100905 16:48:31.717517> id=1 symbol=AAPL bidSize: 3
> <20100905 16:48:31.718233> id=1 symbol=AAPL askSize: 4
> [...]
>
> Many thanks to Jeffrey Ryan for creating IBroker and QuantMod.
>
> -rex
> --
> Most burning issues generate far more heat than light.
>
>



-- 
Kniven skärpes bara mot stenen.