[R-SIG-Finance] BuildIBContract odd behavior

[Mark Harrison]

Upgrading did the trick.  Thanks Garrett.

On Thu, Feb 9, 2012 at 5:39 PM, G See <gsee000 at gmail.com> wrote:
> Mark,
>
> 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
> currency.
>
> If this is still repeatable after you update, let me know.
>
> HTH,
> Garrett
>
> 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",
>> "GBPNOK", "GBPNZD", "GBPUSD"))
>>
>> --------------------------------------------------------
>>
>>
>> # 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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