[R-SIG-Finance] IBrokers Problem
G See
gsee000 at gmail.com
Tue Dec 10 00:51:13 CET 2013
Yup. Works fine for me with the demo account on Ubuntu.
Have you tried restarting the TWS? (while you're at it, you might
consider using IB Gateway instead since it doesn't log you out every
day)
> sessionInfo()
R version 3.0.2 (2013-09-25)
Platform: x86_64-pc-linux-gnu (64-bit)
locale:
[1] LC_CTYPE=en_US.UTF-8 LC_NUMERIC=C
[3] LC_TIME=en_US.UTF-8 LC_COLLATE=en_US.UTF-8
[5] LC_MONETARY=en_US.UTF-8 LC_MESSAGES=en_US.UTF-8
[7] LC_PAPER=en_US.UTF-8 LC_NAME=C
[9] LC_ADDRESS=C LC_TELEPHONE=C
[11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] IBrokers_0.9-11 xts_0.9-7 zoo_1.7-11
loaded via a namespace (and not attached):
[1] grid_3.0.2 lattice_0.20-18
Sorry I can't be of more assistance,
Garrett
On Mon, Dec 9, 2013 at 5:25 PM, Michael Smith <my.r.help at gmail.com> wrote:
> Does it work for you in the demo TWS version as well?
>
> For me, `reqCurrentTime` works fine in the demo TWS version, like all
> the other examples in the vignette, except for `twsFuture`.
>
>> reqCurrentTime(tws)
> TWS Message: 2 -1 2104 Market data farm connection is OK:ibdemo
> TWS Message: 2 -1 2106 HMDS data farm connection is OK:demohmds
> [1] "2013-12-10 07:14:29 HKT"
>
> Interestingly, when I run the following code, I get some feedback from
> the Unix shell that runs TWS.
>
>> tws <- twsConnect()
>> reqContractDetails(tws, twsEquity("QQQ")) # R hangs here.
> ^C
>> twsDisconnect(tws)
>
> So when I run `twsDisconnect` (only after running `reqContractDetails`)
> in the example above, I get the following output in the Unix shell from
> Java:
>
> 07:23:13:870 JTS-EServerSocket-157: [1:47:67:1:0:0:0:ERR] Message type
> 1. Attempted read beyond end of socket stream -
> 07:23:13:870 JTS-EServerSocket-157: Anticipated error
> jextend.c: Attempted read beyond end of socket stream -
> at jextend.tb.b(tb.java:307)
> at jextend.hf.eb(hf.java:1316)
> at jextend.hf.run(hf.java:1251)
> at java.lang.Thread.run(Thread.java:744)
> Caused by: java.io.EOFException
> at jextend.tb.c(tb.java:541)
> at jextend.tb.r(tb.java:183)
> at jextend.wd.a(wd.java:188)
> at jextend.tb.d(tb.java:613)
> at jextend.uc.a(uc.java:177)
> at jextend.tb.b(tb.java:304)
> ... 3 more
> 07:23:13:871 JTS-EServerSocket-157: [1:47:67:1:0:0:0:SYS] Client{1}
> terminated conversation.
> 07:23:13:871 JTS-EServerSocketNotifier-156: Terminating
>
>
> Thanks,
> Michael
>
>
>
> On 12/09/2013 11:06 PM, G See wrote:
>> I don't know; it works for me. Does reqCurrentTime(tws) return the
>> current time?
>>
>> Garrett
>>
>>> tws <- ibgConnect()
>>> reqCurrentTime(tws)
>> [1] "2013-12-09 09:04:37 CST"
>>> reqContractDetails(tws, twsEquity("QQQ"))
>> [[1]]
>> List of 18
>> $ version : chr "6"
>> $ contract :List of 16
>> ..$ conId : chr "43661924"
>> ..$ symbol : chr "QQQ"
>> ..$ sectype : chr "STK"
>> ..$ exch : chr "SMART"
>> ..$ primary : chr "NASDAQ"
>> ..$ expiry : chr ""
>> ..$ strike : chr "0"
>> ..$ currency : chr "USD"
>> ..$ right : chr ""
>> ..$ local : chr "QQQ"
>> ..$ multiplier : chr ""
>> ..$ combo_legs_desc: chr ""
>> ..$ comboleg : chr ""
>> ..$ include_expired: chr "0"
>> ..$ secIdType : chr ""
>> ..$ secId : chr ""
>> ..- attr(*, "class")= chr "twsContract"
>> $ marketName : chr "NMS"
>> $ tradingClass : chr "NMS"
>> $ conId : chr "43661924"
>> $ minTick : chr "0.01"
>> $ orderTypes : chr [1:49] "ACTIVETIM" "ADJUST" "ALERT" "ALGO" ...
>> $ validExchanges: chr [1:17] "SMART" "ISE" "CHX" "ARCA" ...
>> $ priceMagnifier: chr "1"
>> $ underConId : chr "0"
>> $ longName : chr "POWERSHARES QQQ NASDAQ 100"
>> $ contractMonth : chr ""
>> $ industry : chr "Funds"
>> $ category : chr "Equity Fund"
>> $ subcategory : chr "Sector Fund-Technology"
>> $ timeZoneId : chr "EST"
>> $ tradingHours : chr "20131209:0400-2000;20131210:0400-2000"
>> $ liquidHours : chr "20131209:0930-1600;20131210:0930-1600"
>>
>> On Mon, Dec 9, 2013 at 7:47 AM, Michael Smith <my.r.help at gmail.com> wrote:
>>> Thanks for the quick reply, but R still hangs after running this command
>>> with the new ticker.
>>>
>>> Best,
>>> Michael
>>>
>>>
>>> On 12/09/2013 09:29 PM, G See wrote:
>>>> The ticker for that ETF changed to QQQ on March 23, 2011
>>>>
>>>> Try reqContractDetails(tws, twsEquity("QQQ"))
>>>>
>>>> Best,
>>>> Garrett
>>>>
>>>> On Mon, Dec 9, 2013 at 7:27 AM, Michael Smith <my.r.help at gmail.com> wrote:
>>>>> All,
>>>>>
>>>>> I'm trying to better understand how to use the IBrokers package by going
>>>>> through the `IBrokers.pdf` vignette. I'm using the demo version of TWS
>>>>> (login `edemo`). TWS seems to be running fine. However, I get stuck at
>>>>> the following command from the vignette:
>>>>>
>>>>> reqContractDetails(tws, twsEquity("QQQQ"))
>>>>>
>>>>> R just seems to hang and I don't get any further response. My
>>>>> sessionInfo is below. I'm using the most current IBrokers from Google Code.
>>>>>
>>>>> Am I doing something wrong, or is this not supposed to work with the TWS
>>>>> demo version?
>>>>>
>>>>> Thanks,
>>>>> Michael
>>>>>
>>>>>
>>>>>> sessionInfo()
>>>>> R version 3.0.2 (2013-09-25)
>>>>> Platform: x86_64-redhat-linux-gnu (64-bit)
>>>>>
>>>>> locale:
>>>>> [1] LC_CTYPE=en_US.utf8 LC_NUMERIC=C
>>>>> LC_TIME=en_US.utf8
>>>>> [4] LC_COLLATE=en_US.utf8 LC_MONETARY=en_US.utf8
>>>>> LC_MESSAGES=en_US.utf8
>>>>> [7] LC_PAPER=en_US.utf8 LC_NAME=C LC_ADDRESS=C
>>>>>
>>>>> [10] LC_TELEPHONE=C LC_MEASUREMENT=en_US.utf8
>>>>> LC_IDENTIFICATION=C
>>>>>
>>>>> attached base packages:
>>>>> [1] stats graphics grDevices utils datasets methods base
>>>>>
>>>>> other attached packages:
>>>>> [1] IBrokers_0.9-11 xts_0.9-7 zoo_1.7-10 colorout_1.0-1
>>>>>
>>>>> loaded via a namespace (and not attached):
>>>>> [1] grid_3.0.2 lattice_0.20-24 tools_3.0.2
>>>>>
>>>>> _______________________________________________
>>>>> R-SIG-Finance at r-project.org mailing list
>>>>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>>>>> -- Subscriber-posting only. If you want to post, subscribe first.
>>>>> -- Also note that this is not the r-help list where general R questions should go.
More information about the R-SIG-Finance
mailing list