[R-SIG-Finance] IBrokers

[Stephen Choularton]

Well I was wrong. I have simplified the code:

myCALLBACK <-
function(twsCon, eWrapper, timestamp, file, playback = 1, ...) {

     con <- twsCon[[1]]
     traded <- FALSE
     while (TRUE) {
         socketSelect(list(con), FALSE, NULL)
         #data
     curMsg <- readBin(con, character(), 1)
     if (!is.null(timestamp)) {
         processMsg(curMsg, con, eWrapper, format(Sys.time(), 
timestamp), file, ...)
     } else {
         processMsg(curMsg, con, eWrapper, timestamp, file, ...)
     }

     # TRADE LOGIC HERE
     curBID <- as.numeric(eWrapper$.Data$data[[1]][3])
     print(c("the cur bid is ", curBID, "end"))
     if(!traded  ) { # add back on open: && !is.na(curBID) && curBID > 
141.00

         print(c("inside the trading logic "))
         # IBrokers:::.placeOrder(twsCon, twsEquity("CBA","ASX","AUD"), 
twsOrder(1053, "BUY", "0", "MKT"))
         # traded <- TRUE
     }
     }
}



con = twsConnect()

# contracts <-  list(twsSTK("MSFT"),twsSTK("AAPL")))


reqMktData(con, twsEquity("GOOG"), CALLBACK=myCALLBACK)

# reqMktData(con, twsEquity("CBA","ASX","AUD"), CALLBACK=myCALLBACK)

closeAllConnections()

but when I run it 'curBID <- as.numeric(eWrapper$.Data$data[[1]][3])' 
does not get me the current bid even though the callback is seeing it as 
this line from the output shows:

<20101207 06:40:35.844000> id=1 symbol=GOOG bidPrice: 579.31  bidSize: 3

Does any one know how to reference the data?   I have tried all sorts 
of  combinations of indices, etc but I'm not going to find it by chance 
and I cannot find anything in the lit.


-- 
Stephen Choularton Ph.D., FIoD