[R-SIG-Finance] reqHistoricalData for comboLeg
Niklas K
nk at fennoturvapalvelut.com
Sat Apr 20 09:51:00 CEST 2013
Hi,
I am trying to get historical data for a comboLeg with the following code:
tws <- twsConnect(1)
bag <- twsBAG( list(
twsComboLeg( conId = "43635367", ratio = "1", action = "BUY",
exchange = "SMART"
)
,
twsComboLeg( conId = "47207284", ratio = "1", action = "SELL",
exchange = "SMART"
)
)
)
reqHistoricalData(tws, Contract=bag, barSize='1 min', duration='2 D')
For some reason it gets stuck at:
"waiting for TWS reply on USD ..."
If someone has been successfully getting data for comboLegs from IB tws
I would be thankful for any tips.
-niklas
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