[R-SIG-Finance] IBrokers - Instable TWS ?

omerle omerle at laposte.net
Wed Aug 22 11:32:30 CEST 2012


I am currently using the Trader Work Station (TWS) of Intercative Broker and IBrokers to 
try some algorithmic trading.
I am stuck on something strange : the same code dont lead to same results. Sometimes my 
orders are transmitted to the TWS and sometimes they are not transmitted. Sometimes, I 
receive the order status and sometimes I dont.
It works better on my real account than on my demo account.

- Have you met the same problem ?
- How can I have the same behaviour of TWS in demo and real account ? (loading settings 
from real account isn't a solution)

Interactive Broker support did not offer any answer to this answer but "Check with 
IBrokers and R developper".

I think that the problem is more likely to come from TWS than IBroker/R/my code because I 
get different results with the same code but different TWS accounts.


Olivier Merle

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