[R-SIG-Finance] reqHistoricalData

[Stephen Choularton]

Following the logic Jeff's reply to my Re: [R-SIG-Finance] placeOrder 
posting,  I have been trying to reqHistoricalData:


tws <- twsConnect()
tws
reqHistoricalData(tws, twsContract(conId='45998522', symbol='BHP',  
sectype='STK', exch='SNFE', primary='',  expiry='', strike='', 
currency="AUD",  right= "", local = "BJK6", multiplier= "",  
combo_legs_desc= "", comboleg= "", include_expired= "",  secIdType = "", 
secId = ""))
closeAllConnections()

but failing:


 > tws <- twsConnect()
 > tws
<twsConnection,1 @ 20101224 06:11:21 Eastern Standard Time (New South 
Wales), nextId=64>
 > reqHistoricalData(tws, twsContract(conId='45998522', symbol='BHP',  
sectype='STK', exch='SNFE', primary='',  expiry='', strike='', 
currency="AUD",  right= "", local = "BJK6", multiplier= "",  
combo_legs_desc= "", comboleg= "",            include_expired= "",  
secIdType = "", secId = ""))
TWS Message: 2 -1 2104 Market data farm connection is OK:aufarm
TWS Message: 2 -1 2106 HMDS data farm connection is OK:hkhmds2
TWS Message: 2 -1 2106 HMDS data farm connection is OK:ushmds2a
waiting for TWS reply ....NULL
Warning message:
In errorHandler(con, verbose, OK = c(165, 300, 366, 2104, 2106,  :
   No security definition has been found for the request
 >
 > #reqHistoricalData(tws, 'BHP', 'CFD', 'SNFE', 'AUD',duration = '1 M')
 > closeAllConnections()

I'm pretty sure I have the contract correct:


 > tws <- twsConnect()
 > tws
<twsConnection,1 @ 20101224 06:17:03 Eastern Standard Time (New South 
Wales), nextId=64>
 > bhp_cfd <- twsContract("", "BHP", "CFD", "SNFE", "", "", "", "AUD", 
"","","",NULL,NULL,0)
 > reqContractDetails(tws, bhp_cfd)[[1]]
List of 18
  $ version       : chr "6"
  $ contract      :List of 16
   ..$ conId          : chr "45998522"
   ..$ symbol         : chr "BHP"
   ..$ sectype        : chr "CFD"
   ..$ exch           : chr "SNFE"
   ..$ primary        : chr ""
   ..$ expiry         : chr ""
   ..$ strike         : chr "0"
   ..$ currency       : chr "AUD"
   ..$ right          : chr ""
   ..$ local          : chr "BJK6"
   ..$ multiplier     : chr ""
   ..$ combo_legs_desc: chr ""
   ..$ comboleg       : chr ""
   ..$ include_expired: chr ""
   ..$ secIdType      : chr ""
   ..$ secId          : chr ""
   ..- attr(*, "class")= chr "twsContract"
  $ marketName    : chr "BJ"
  $ tradingClass  : chr "BJ"
  $ conId         : chr "45998522"
  $ minTick       : chr "0.01"
  $ orderTypes    : chr [1:33] "ACTIVETIM" "ADJUST" "ALERT" "ALLOC" ...
  $ validExchanges: chr "SNFE"
  $ priceMagnifier: chr "1"
  $ underConId    : chr "4036812"
  $ longName      : chr "BHP BILLITON LIMITED"
  $ contractMonth : chr ""
  $ industry      : chr "Basic Materials"
  $ category      : chr "Mining"
  $ subcategory   : chr "Diversified Minerals"
  $ timeZoneId    : chr "AET"
  $ tradingHours  : chr "20101224:1000-1400;20101229:1000-1600"
  $ liquidHours   : chr "20101224:1000-1400;20101229:1000-1600"
 > closeAllConnections()
 >

I wonder where I am going wrong.


Stephen Choularton Ph.D., FIoD


On 17/12/2010 3:05 AM, Jeff Ryan wrote:
> reqContractDetails(tws, cba_cfd)[[1]]