[R-SIG-Finance] IBrokers Risk Management Backend Solution Help with twsPortfolioValue
Jeff Ryan
jeff.a.ryan at gmail.com
Sun Feb 10 21:51:33 CET 2013
I don't recall this as "fact" per se, but in my experience the account updates aren't updated as they happen. It's more of a when IB wants to send/update.
I've typically watched the risk from the market data feed (reqMktData or reqRealTimeBars)
HTH
Jeff
Jeffrey Ryan | Founder | jeffrey.ryan at lemnica.com
www.lemnica.com
On Feb 10, 2013, at 1:21 PM, JohnnyPaper <brad.saterfiel at gmail.com> wrote:
> Hi Garrett,
>
> I suppose I was assuming that since the 2104 and 2106 messages were coming
> and then the 2100 message was next and it said that I was unsubscribed to
> account data after every successive attempt to query the portfolio value (as
> well from Friday I remember that it looked to me as though the portfolio
> data wasn't' changing in each successive query posted to the R console as it
> was on the TWS display) . So if the connection isn't getting closed, can
> you see any type of solution in the code to work in so that I am getting
> updated portfolio information to perform the risk checks? I really
> appreciate the help. I'm sure there is some sort of small change that needs
> to be made and things will run just fine. This really is the last step for
> me to get things nearly fully automated, and I am extremely excited to do
> so.
>
> Kind Regards,
>
> Brad
>
>
>
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