[R-SIG-Finance] IBrokers Problem
Michael Smith
my.r.help at gmail.com
Sat Dec 21 14:57:40 CET 2013
Perfect, that worked. Thanks a lot!
M
On 12/21/2013 09:45 PM, G See wrote:
> I'm away from a computer.
>
> Try
> tws <- ibgConnect()
>
> Garrett
>
> On Dec 21, 2013 6:33 AM, "Michael Smith" <my.r.help at gmail.com
> <mailto:my.r.help at gmail.com>> wrote:
>
> Hi Garrett,
>
> Gateway connects fine to the IB server. However, I have a problem
> connecting IBrokers to Gateway.
>
> The error message for *Gateway* is the same as when I forget to click
> "Enable ActiveX and Socket Clients" in the *TWS* settings. But in
> Gateway I cannot find such a setting.
>
> > tws <- twsConnect()
> Error in socketConnection(host = host, port = port, open = "ab",
> blocking = blocking) :
> cannot open the connection
> In addition: Warning message:
> In socketConnection(host = host, port = port, open = "ab", blocking =
> blocking) :
> localhost:7496 cannot be opened
>
> Do you use any special settings for Gateway?
>
> Thanks,
> M
>
>
> 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
> <mailto: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 <mailto: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 <mailto: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
> <mailto: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