[R-SIG-Finance] IBrokers reqOpenOrders - getting data into a program

Stephen Choularton stephen at organicfoodmarkets.com.au
Wed Feb 24 05:06:34 CET 2016


Hi

I am working with the IBrokers package.  I notice that almost all the 
code samples I can find simply assume that if you are doing a spread and 
you issue the orders you can then assume that trading has taken place on 
both sides but my experience is that sometimes the short cannot be put 
in place or can only be partially fulfilled.  So I am trying to make 
sure the long only takes place to the extent the short has been 
fulfilled.  So I need to be able to check the state of the short.

I have spent a lot of time trying to grapple with reqOpenOrders but I 
find (just like I did with reqMarketData which I can now manage) that 
unless you know the places in the data structure that hold the 
information you are after its very difficult to guess.  I notice that 
the manual does not seem to have an entry for ?reqOpenOrders so I have 
been googling generally but without success.

I wondered if anyone could point me to a/some example(s) on the internet 
where the code checks the state of the transaction so that I can try and 
work them out.

Thanks for any help.

Stephen



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