[R-SIG-Finance] Tr: IBrokers - Instable TWS ? - No idea ?

[Jeff Ryan]

This isn't really an R question, or even a question for that matter. 

You'll need to provide (off list) something reproducible but note that support is somewhat "self serve", or may be possible on a paid basis, but won't be automatic. 

Demo is far from fully functional, paper is closer and live is once again different.  The underlying code is the same but the TWS may not be offering the same response. You are also strongly advised to understand the internals of IBrokers and the raw API before using it. Package won't enforce your understanding, the market will :-)

Jeff

Jeffrey Ryan    |    Founder    |    jeffrey.ryan at lemnica.com

www.lemnica.com

On Aug 27, 2012, at 10:12 AM, omerle <omerle at laposte.net> wrote:

> Dear,
> 
> Without any answer, I try again !
> 
>> Message du 22/08/12 11:32
>> De : "omerle" 
>> A : R-SIG-Finance at r-project.org
>> Copie à : 
>> Objet : [R-SIG-Finance] IBrokers - Instable TWS ?
>> 
>> Dear,
>> 
>> 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.
>> 
>> Thanks;
>> 
>> Olivier Merle
>> 
>> Une messagerie gratuite, garantie à vie et des services en plus, ça vous tente ?
>> Je crée ma boîte mail www.laposte.net
>> 
> 
> Une messagerie gratuite, garantie à vie et des services en plus, ça vous tente ?
> Je crée ma boîte mail www.laposte.net
> 
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