[R-SIG-Finance] BuildIBContract odd behavior

G See gsee000 at gmail.com
Fri Feb 10 00:39:40 CET 2012


Please update FinancialInstrument and twsInstrument.

I cannot reproduce your warning with the current code.  Usually you
get that warning if you request a stock and the first one that is
found is denominated in a currency that is not defined.
And, you shouldn't get the warning that NOK was defined for you unless
it was not defined.

In version 0.10 of FinancialInstrument I moved the .instrument
environment from .GlobalEnv to FinancialInstrument:::.instrument.  It
sounds like buildIBcontract is looking in the wrong place for the

If this is still repeatable after you update, let me know.


On Thu, Feb 9, 2012 at 5:19 PM, Mark Harrison <harrisonmark1 at gmail.com> wrote:
> I am using Interactive Brokers and R to download and maintain forex
> data in addition to doing some analytics on each currency pair.  I
> have setup Financial Instrument per Garrett's instructions and have
> edited my rProfile site file to define all the available currencies
> and exchange rate pairs.
> Each day I run a script that connects to TWS using iBrokers and loop
> through all the currency pairs defining a contract for each using
> twsInstrument.  The script then requests data from IB and saves the
> data into each currency pairs folder in my home directory.
> The issue I am having is that for the Norwegian Krone I get a message
> when I grab data for GBPNOK - the first Norwegian currency in my
> symbol list - which is "Checking to see if other 'type's have a
> pre-defined currency."  I am getting data for this pair as well as all
> the other NOK currency pairs.
> When my script completes I get the warning: "In
> buildIBcontract(symbol) : Creating currency  NOK"
> I have looked through my rProfile and script and can find no reason
> why I should get this message and warning since I have both defined
> the currency "NOK" and exchange rates using NOK - i.e. GBPNOK, EURNOK,
> NOKSEK, etc..  I also get data for each 'NOK' pair so everything seems
> like it is working.
> I realize I am only getting a warning and I am still able to get the
> data I am after but this is bugging me because I cannot figure it out
> and it is making me think I have a bigger problem.
> Any help would be appreciated.  By the way, I have been digging
> through the support lists but finding no answer.
> # Session Info
> R version 2.14.0 (2011-10-31)
> Platform: x86_64-pc-mingw32/x64 (64-bit)
> locale:
> [1] LC_COLLATE=English_United States.1252  LC_CTYPE=English_United
> States.1252
> [3] LC_MONETARY=English_United States.1252 LC_NUMERIC=C
> [5] LC_TIME=English_United States.1252
> attached base packages:
> [1] datasets  grDevices utils     graphics  stats     methods   base
> other attached packages:
>  [1] fTrading_2100.76           fBasics_2110.79            MASS_7.3-16
>  [4] timeSeries_2130.92         timeDate_2131.00
> twsInstrument_1.2-9
>  [7] IBrokers_0.9-3             qmao_1.1.6
> FinancialInstrument_0.9.20
> [10] quantmod_0.3-17            TTR_0.21-0                 xts_0.8-2
> [13] zoo_1.7-6                  Defaults_1.1-1
> loaded via a namespace (and not attached):
> [1] blotter_0.8.4    grid_2.14.0      lattice_0.20-0
> quantstrat_0.6.1 tools_2.14.0
> #  rProfile
> # Packages to load at startup
> require(quantmod)
> require(qmao)
> require(IBrokers)
> require(FinancialInstrument)
> require(twsInstrument)
> require(fTrading)
> #Define Currencies
> currency(c("AUD", "CAD", "CHF", "CZK", "DKK", "EUR", "GBP", "HKD",
> "HUF", "ILS", "JPY", "KRW", "MXN", "NOK", "NZD", "PLN", "RUB", "SEK",
> "SGD", "USD"))
> #Define British Pound Based Exchange Rates
> exchange_rate(c("GBPAUD", "GBPCAD", "GBPCHF", "GBPHKD", "GBPJPY",
> --------------------------------------------------------
> # Script code examples
> symbols <- c("GBPJPY", "GBPMXN", "GBPNOK", "GBPNZD", "GBPUSD")
> for(symbol in symbols){
> # Build Contract
> contract <- buildIBcontract(symbol)
> # at this point I request data and save the files...I can provide the
> code if needed.
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