[R-SIG-Finance] IBrokers - functions: eWrapper and CALLBACKS

[Robert Schien]

On Fri, Apr 01, 2016 at 03:06:27PM +1100, Stephen Choularton wrote:
> Hi
> 
> I am trying to program various algorithms using such calls as reqMktData 
> - where I have working code with a loop that appears to be working - but 
> when I try and use something like reqOpenOrders I can get a result to 
> the screen but I am having great difficulty getting at that information 
> and using it.
> 
> I wondered if someone could point me to anything like Jeff Ryan's pdf 
> Real Time Trading in R which concentrates on how the callback works 
> using the eWrapper and processMsg.
> 
> Hope someone can point me to something useful.
> 
> Stephen Choularton PhD, FIoD

Hi Stephen,

I think there are bugs in the IBrokers package and/or not all
functions alre corrrectly or fully implemented.
I have the same problem: I want to check the order status (order filled
and fill price) but am out of luck.

Therefore it's not possible to automatically trade and check orders.

Unless someone fixes these problems you have to switch to other
platforms (Java, Python, C++) etc.

It is quite sad, because R is such a nice and elegant platform
otherwise.

Greetings
Robert