[R-SIG-Finance] problem with ibrokers

Stephen Choularton stephen at organicfoodmarkets.com.au
Mon Nov 22 01:54:13 CET 2010


Hi

I am trying to get to grips with iBrokers and my first problem is that 
it isn't flowing.

When I try this:

tws <- twsConnect()
 > reqMktData(tws, twsEquity("CBA", exch='ASX'))

The screen hangs.  When I then hit Esc it produces the following:

TWS Message: 2 -1 2104 Market data farm connection is OK:cashfarm
TWS Message: 2 -1 2104 Market data farm connection is OK:aufarm
TWS Message: 2 -1 2104 Market data farm connection is OK:usfarm
TWS Message: 2 -1 2106 HMDS data farm connection is OK:ushmds2a
<20101122 11:47:30.688000> id=1 symbol=CBA Volume: 493943
<20101122 11:47:30.688000> id=1 symbol=CBA highPrice: 49.14
<20101122 11:47:30.688000> id=1 symbol=CBA lowPrice: 48.85
<20101122 11:47:30.688000> id=1 symbol=CBA lastTimestamp: 1290385178
<20101122 11:47:31.188000> id=1 symbol=CBA bidPrice: 48.99  bidSize: 774
<20101122 11:47:31.188000> id=1 symbol=CBA askPrice: 49.0  askSize: 11097
<20101122 11:47:31.188000> id=1 symbol=CBA bidSize: 774
<20101122 11:47:31.188000> id=1 symbol=CBA askSize: 11097
<20101122 11:47:31.204000> id=1 symbol=CBA lastPrice: 49.0
<20101122 11:47:31.204000> id=1 symbol=CBA lastSize: 165
<20101122 11:47:31.204000> id=1 symbol=CBA lastTimestamp: 1290386848
<20101122 11:47:31.204000> id=1 symbol=CBA Volume: 680921
<20101122 11:47:31.204000> id=1 symbol=CBA highPrice: 49.14
<20101122 11:47:31.204000> id=1 symbol=CBA lowPrice: 48.85
<20101122 11:47:31.204000> id=1 symbol=CBA closePrice: 48.81
<20101122 11:47:31.204000> id=1 symbol=CBA openPrice: 49.05
<20101122 11:47:31.922000> id=1 symbol=CBA optionCallVolume: 337
<20101122 11:47:31.922000> id=1 symbol=CBA optionPutVolume: 255
<20101122 11:47:31.922000> id=1 symbol=CBA optionCallOpenInterest: 25123
<20101122 11:47:31.922000> id=1 symbol=CBA optionPutOpenInterest: 43334
<20101122 11:47:31.922000> id=1 symbol=CBA optionHistoricalVol: 
0.18604764474327537 NA
<20101122 11:47:31.922000> id=1 symbol=CBA averageVolume: 5190909
<20101122 11:47:31.922000> id=1 symbol=CBA 13-week High: 54.15000153
<20101122 11:47:31.922000> id=1 symbol=CBA 13-week Low: 47.91999817
<20101122 11:47:31.922000> id=1 symbol=CBA 26-week High: 54.15000153
<20101122 11:47:31.922000> id=1 symbol=CBA 26-week Low: 44.62139893
<20101122 11:47:31.922000> id=1 symbol=CBA 52-week High: 57.57139969
<20101122 11:47:31.922000> id=1 symbol=CBA 52-week Low: 44.62139893
<20101122 11:47:31.922000> id=1 symbol=CBA shortable: 1.0
<20101122 11:47:33.891000> id=1 symbol=CBA bidPrice: 48.99  bidSize: 767
<20101122 11:47:33.891000> id=1 symbol=CBA askPrice: 49.0  askSize: 11090
<20101122 11:47:33.891000> id=1 symbol=CBA bidSize: 767
<20101122 11:47:33.891000> id=1 symbol=CBA askSize: 11090
<20101122 11:47:33.891000> id=1 symbol=CBA lastPrice: 49.0
<20101122 11:47:33.891000> id=1 symbol=CBA lastSize: 7
<20101122 11:47:33.891000> id=1 symbol=CBA lastTimestamp: 1290386852
<20101122 11:47:33.891000> id=1 symbol=CBA Volume: 680928
<20101122 11:47:33.891000> id=1 symbol=CBA highPrice: 49.14
<20101122 11:47:33.891000> id=1 symbol=CBA lowPrice: 48.85
<20101122 11:47:33.891000> id=1 symbol=CBA closePrice: 48.81

 >

The example in Jeff' presentation at Meielisalp seems to imply the data 
should just print to screen.  Can anyone help me with this?



-- 
Stephen Choularton Ph.D., FIoD



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