[R-SIG-Finance] IBrokers: placing a combo order
Robert Schien
robsch at robsch.eu
Fri Jul 10 15:20:09 CEST 2015
I want to place a combo order (futures calendar spread) and
tried this:
library(IBrokers)
tws <- ibgConnect()
contr1 <- twsFuture("ESTX50","DTB","201512",currency="EUR")
contr2 <- twsFuture("ESTX50","DTB","201509",currency="EUR")
cid1 <- reqContractDetails(tws,contr1)[[1]]$conId
cid2 <- reqContractDetails(tws,contr2)[[1]]$conId
leg1 <- twsComboLeg(conId=cid1,ratio="1",action="BUY",exchange="DTB")
leg2 <- twsComboLeg(conId=cid2,ratio="1",action="SELL",exchange="DTB")
bag <- twsBAG(list(leg1,leg2))
order <- twsOrder(1,"BUY",1,"MKT")
placeOrder(tws,bag,order)
reqOpenOrders(tws) delivered the error message that the details
of leg '0' were invalid.
I don't know what leg '0' is but I assume that it is the
first leg in the combo.
Have I overlooked a detail?
I apologize for asking in this list but on the yahoolist twsapi
are only few R programmers and I received no answer there.
Thank you in advance.
Robert
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