[R-SIG-Finance] IBrokers Problem
Michael Smith
my.r.help at gmail.com
Tue Dec 10 01:35:34 CET 2013
Thanks, Garrett, for your help anyway. I tried restarting TWS, but that
didn't help. Maybe I should try it on Ubuntu instead of Fedora.
Are you running TWS/Gateway on OpenJDK or Sun Java?
For IB Gateway, should I use the FIX CTCI or the IB API? When I log in
with CTCI I get "Status" is "inactive" and I cannot change any settings.
For the IB API in Gateway I get:
"Fatal Error: one of the following jar files is missing from the
classpath: rss.jar"
Anyway, this particular one is a Gateway issue (not an IBrokers issue).
Thanks,
Michael
On 12/10/2013 07:51 AM, G See wrote:
> 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
>>>>>>
>>>>>> _______________________________________________
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>>>>>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
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