[R-SIG-Finance] IBrokers: issues with combo contracts
Jeffrey Ryan
jeff.a.ryan at gmail.com
Thu May 17 19:21:44 CEST 2012
I don't think I've tried this, so I may be wrong, but twsBAG isn't a real
contract, it is for the order itself. Therefore you can't get mktData on
it.
Additionally, snapshot= isn't in the documentation for reqMktData.
Read the docs,and then see if you can get further along. It (API and
IBrokers) is intentionally tricky to prevent wide-spread self-inflicted
harm ;-) And 'paper account' is a good step...
Best,
Jeff
On 5/17/12 12:03 PM, "Alain Burt" <alainb978 at gmail.com> wrote:
>Hi there,
>
>I am having some troubles with the use of the IBrokers package on my IB
>paper account. I am trying to get market data and an order execution for a
>combo contract, with no success in both cases. I wonder if anyone could
>help. Here is the code I tried
>
>
>
> ibg <- ibgConnect()
>
>
>
>leg1 <- twsComboLeg( conId = "79265697",
>
> ratio = 1,
>
> action = "BUY",
>
> exchange = "SMART")
>
>
>
>leg2 <- twsComboLeg( conId = "79265687",
>
> ratio = 1,
>
> action = "SELL",
>
> exchange = "SMART")
>
>
>
> reqMktData(conn = ibg, Contract = twsBAG(leg1,leg2), tickGenerics = "",
>tickerId = "1", snapshot = T)
>
>
>
> placeOrder(ibg, twsBAG(leg1,leg2), twsOrder(reqIds(ibg),"BUY",1,"MKT"))
>
>
>
>About the market data, I am not getting anything, even by setting snapshot
>= F. As for the order, it is placed but never executed. Could it be a
>problem with contract objects created by twsBAG ? Does anyone know how to
>fix these issues ?
>
>
>
>Best regards,
>
>Alain
>
> [[alternative HTML version deleted]]
>
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