[R-SIG-Finance] IBrokers and fill Price

[soren wilkening]

For getting the actual fill price you should use

reqExecutions()

instead of

reqOpenOrders()

I am even surprised to hear that for a MKT order, there is price information
containted in the result of the reqOpenOrders() !

I am not anywhere near my R code right now but as a first step, you should
look at the sourcecode of the

eWrapper()

function/object. One of its purposes is to read events that come back from
the API and put the data containted in them (i.e. the execution price) into
a format that you can use. But the unmodified eWrapper will, by default only
'cat' the data to the console. I cannot verify this now but i think even
reqOpenOrders() may use an 'eWrapper' object to produce the output that you
have attached below. Just look at the source of reqOpenOrders by typing
'reqOpenOrders' at the R prompt, without the brackets.

hth

Soren

http://censix.com

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