[R-SIG-Finance] Historical FX Data via IBrokers API

G See gsee000 at gmail.com
Wed Mar 14 16:17:32 CET 2012


On Wed, Mar 14, 2012 at 9:57 AM, Glenn Dunster <glenn at aligncapital.com> wrote:
> Garrett, apologies, I've just read your post after replying to Mark. As
> mentioned, I miscopied my full example, but it appears I still made an
> error, and/or mixed twsInstrument with alternative approaches to create my
> own problem.
>
> Now, it's much clearer
>
> thanks & regards,
> Glenn
>
> P.S. and apologies to the board for forgetting to "reply all"
>
> On 14 March 2012 22:36, Glenn Dunster <glenn at aligncapital.com> wrote:
>
>> Mark, thank you for the additional dimension. Coincidentally I had begun
>> my code with twsInstrument, but accidentally sliced it off from my example
>> posted to R-SIG.  I had written it:
>>
>> > twsInstrument(twsCASH(symbol='GBP',currency='JPY'))
>>  Connected with clientId 100.
>> Request complete: GBP CASH JPY.
>> Disconnected.
>> [1] "GBPJPY"
>>
>> I hadn't found the twsInstrument vignette the easiest read, so I'm pleased
>> to have your alternative input format,and the ensuing example.
>>

I agree that the twsInstrument vignette is extremely difficult to read
because no one has written a vignette for twsInstrument! ;-)  If
anyone would like to write and contribute one I'd be happy to include
it.

Garrett



More information about the R-SIG-Finance mailing list