[R-SIG-Finance] Track multiple order status with IBrokers

Jeff Ryan jeff.a.ryan at gmail.com
Sat Oct 29 03:59:53 CEST 2011


Hi Noah,

Some of this isn't exported due to a temporary lack of docs. 

IBrokers:::reqExecutions
IBrokers:::reqOpenOrders

Are decent places to start. IB also accepts many "algo" orders that implement some logic you might be interested in as well. 

Sorry for so little detail, just not on a machine I can run through an example for you with. 

HTH
Jeff

Jeffrey Ryan    |    Founder    |    jeffrey.ryan at lemnica.com

www.lemnica.com

On Oct 28, 2011, at 8:00 PM, Noah Silverman <noahsilverman at ucla.edu> wrote:

> Hi,
> 
> Is there a way to track the status of multiple orders with the IBrokers package?
> 
> For example, I might want to place an order along with a stop.  Then, consider that we might want the stop trailing.  So, as long as the price is heading in a favorable direction, I want to cancel the current stop and place a new one.  Once the stop hits, I want to be able to detect this and update my records accordingly. (And then start looking for next entry position.)
> 
> I can see how to place a single order with the package.  Placing 2 (or more) sequentially should be trivial.  But, how do we know when an order has been filled, and at what price?
> 
> Thanks!
> 
> --
> Noah Silverman
> Smart Media Corp
> 
> 
> 
> --
> Noah Silverman
> UCLA Department of Statistics
> 8117 Math Sciences Building
> Los Angeles, CA 90095
> 
> 
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> 
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