[R-SIG-Finance] Call to specific IBrokers function never returns - How to catch this error ?

[Jeff Ryan]

This was patched in version on CRAN (0.2-9 - possibly even 0.2-8).

> library(IBrokers)
Loading required package: xts
Loading required package: zoo
IBrokers version 0.2-9: (alpha)
Implementing API Version 9.63

This software comes with NO WARRANTY.  Not intended for production use!
See ?IBrokers for details
> tws <- twsConnect()
> contract <- twsEquity('OD7D','SMART',currency="EUR") # Corn ETF
> reqContractDetails(tws, contract)
[[1]]
List of 18
 $ version       : chr "6"
 $ contract      :List of 16
  ..$ conId          : chr "41638042"
  ..$ symbol         : chr "OD7D"
  ..$ sectype        : chr "STK"
  ..$ exch           : chr "SMART"
  ..$ primary        : chr "FWB"
  ..$ expiry         : chr ""
  ..$ strike         : chr "0.0"
  ..$ currency       : chr "EUR"
  ..$ right          : chr ""
  ..$ local          : chr "OD7D"
  ..$ multiplier     : chr ""
  ..$ combo_legs_desc: chr ""
  ..$ comboleg       : chr ""
  ..$ include_expired: chr ""
  ..$ secIdType      : chr ""
  ..$ secId          : chr ""
  ..- attr(*, "class")= chr "twsContract"
 $ marketName    : chr "XETRA"
 $ tradingClass  : chr "XETRA"
 $ conId         : chr "41638042"
 $ minTick       : chr "0.0010"
 $ orderTypes    : chr [1:35] "ACTIVETIM" "ADJUST" "ALERT" "ALLOC" ...
 $ validExchanges: chr [1:5] "SMART" "FWB" "IBIS" "MIBSX" ...
 $ priceMagnifier: chr "1"
 $ underConId    : chr "0"
 $ longName      : chr "ETFS CORN "
 $ contractMonth : chr ""
 $ industry      : chr "Funds"
 $ category      : chr "Commodity Fund"
 $ subcategory   : chr "Commodity"
 $ timeZoneId    : chr "MET"
 $ tradingHours  : chr "20101010:CLOSED;20101011:0900-2000"
 $ liquidHours   : chr "20101010:CLOSED;20101011:0900-1730"

> contract <- twsEquity('OD7D','SMART',currency="USD") # Corn ETF
> reqContractDetails(tws, contract)
list()
Warning message:
In reqContractDetails(tws, contract) : error in contract details

Best,
Jeff

On Sun, Oct 10, 2010 at 4:07 AM,  <me at censix.com> wrote:
> Hi to the list
>
> I am having some difficulties with a specific function from the otherwise
> extremely useful "IBrokers" package that connects an R session with a TWS.
> See the example code below.
>
> The "reqContractDetails" function that should return either the contract
> details (if the contract exists) or an error (if it doesnt) is giving me
> problems.
>
> if I run it with
>
> contract <- twsEquity('OD7D','SMART',currency="EUR") # Corn ETF
>
> then reqContractDetails(.....) returns the correct contract details
>
> if instead I misspecify the contract currency as "USD", then
> reqContractDetails(.....) is supposed to return an error, because the ETF
> is denominated in Euro. But the call NEVER returns unless I abort the
> command with crtl+c
>
> Ths behaviour is the same during and outside trading hours.
>
> My question is this:
>
> Is there any quick workaround I can use here, i.e. some kind of timeout
> mechanism within R in order to avoid that my code just stops executing and
> waits ad infinitum ?
>
> Thanks
>
> Soren
>
>
> ############################################################################################################
>
> ########## This requires a running tws or gw that accepts incoming
> connections on the standard port
> ########## Tested with IBrokers 0.2-7.
>
> require(IBrokers)
>
> tws <- twsConnect()
>
>  tws  #print connection information. for info purposes only
>  reqCurrentTime(tws) # check the server's timestamp
>
>  contract <- twsEquity('OD7D','SMART',currency="EUR") # Corn ETF
>  #contract <- twsEquity('OD7D','SMART',currency="USD") # Corn ETF that
> does not exist
>
>  #WARNING the reqContractDetails method will hang (never return!!) if
> contract does not exist or is misspecified. avoid it!
>  reqContractDetails(tws,contract) # request contract details.
>
>  tmpData<-NULL
>  tmpData<-reqHistoricalData(tws,contract, barSize = "1 day", duration =
> "3 M") # request historical data
>  (!is.null(tmpData)) && is.xts(tmpData) # did we get something back and
> is it an xts series ?
>
> twsDisconnect(tws)  # disconnect from the TWS
>
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-- 
Jeffrey Ryan
jeff.a.ryan at gmail.com