[R-SIG-Finance] IBrokers order status

Noah Silverman noahsilverman at ucla.edu
Mon Apr 16 20:50:10 CEST 2012


Hi,

When placing an order via IBrokers, how do we know if it filled?  Additionally, if it is a market order, how do we know what price it filled at?

Along the same lines, is there a proper structure for placing an OCA order (where one or more stop limit orders are placed simultaneously with the opening order.)

Currently, I place an order this way:  
orderID <- reqIds(tws)
order <- twsOrder(orderID, action="BUY", totalQuantity="1", orderType = "MKT")
myOrder <- placeOrder(tws, contract, order)
cat(orderID, "  ", price, "LONG-OPEN", "\n")


Thank You,


--
Noah Silverman
UCLA Department of Statistics
8208 Math Sciences Building
Los Angeles, CA 90095



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