[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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