[R-SIG-Finance] reqMktDepth

[Stephen Choularton]

I'm trying to use market depth information but falling at the first fence.

This code:

library(IBroker)

tws <- twsConnect(9)
tws

#reqMktDepth(tws, list(twsEquity("CBA","ASX","AUD")))


#reqMktData(con, list(twsEquity("CBA","ASX","AUD")))


# write to a file
#reqMktDepth(tws, twsEquity("CBA","ASX","AUD"), file='c:/rMktDepth/out.dat')

reqMktDepth(tws, twsEquity("GOOG"))
#reqMktDepth(tws, twsEquity("GOOG"), file='c:/rMktDepth/out.dat')

closeAllConnections()

Produces:

 > > tws <- twsConnect(9)
 > tws
<twsConnection,9 @ 20101214 06:18:55 Eastern Standard Time (New South 
Wales), nextId=1>
 >
 > #reqMktDepth(tws, list(twsEquity("CBA","ASX","AUD")))
 >
 >
 > #reqMktData(con, list(twsEquity("CBA","ASX","AUD")))
 >
 >
 > # write to a file
 > #reqMktDepth(tws, twsEquity("CBA","ASX","AUD"), 
file='c:/rMktDepth/out.dat')
 >
 >reqMktDepth(tws, twsEquity("GOOG"))
 > # reqMktDepth(tws, twsEquity("GOOG"), file='c:/rMktDepth/out.dat')
TWS Message: 2 -1 2104 Market data farm connection is OK:aufarm
TWS Message: 2 -1 2104 Market data farm connection is OK:usfarm

[hanging so hit Esc]


 >
 > closeAllConnections()
 >
 >

Can anyone see what I'm doing wrong?


-- 
Stephen Choularton Ph.D., FIoD