[R-SIG-Finance] IBrokers : quotes from futures combo and reqIds
omerle at laposte.net
Thu Jul 19 15:18:47 CEST 2012
1 - Quotes from futures combo
I need quotes from futures combo but I cant find how to find these quotes.
I can place combo orders but I can't find how to get the quotes. For instance, I would
like to have the quotes of the combo between ECO AUG12 (83617918) and ECO NOV12
Do you have any idea ?
Which part of the IB API documentation should I check ?
That's quite important for me !
2 - reqIds
If I understand well reqIds, it doesnt give the next iDs from Interactive Broker but the
last iDs + 1 of the R session or TWS. Sometimes it doesn't work for me because when I
relaunch R or TWS it forgets the real last iDs.
When the iDs count is relaunch ? How can I relaunch it ?
Thanks a lot,
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