[R-SIG-Finance] IBrokers : quotes from futures combo and reqIds

G See gsee000 at gmail.com
Thu Jul 19 17:11:56 CEST 2012


On Thu, Jul 19, 2012 at 10:09 AM, Stergios Marinopoulos
<stergios_marinopoulos at yahoo.com> wrote:
> In Java, if you create a proper BAG Contract you can use it with reqMktData() or
> reqHistoricalData().  I imagine the same holds true in R as well.  (I can send Java examples if interested.)
>
> Try using IBrokers twsBAG() function to create a combo contract, and use the returned object as the contract to IBrokers's equivalent of reqMktData() and data should start streaming.
>

I'm unable to get that to work.  If anyone else can get it to work,
please share your secret.

Thanks,
Garrett



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