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

Stephen Choularton stephen at organicfoodmarkets.com.au
Tue Apr 5 01:42:28 CEST 2016

Hi Robert

Thanks for the reply.  I was assuming that the package was OK as my 
experience with programming nearly always turns out to demonstrate its 
my fault ;-(

My problem is I don't really understand how eWrapper and CALLBACKS work 
together.  I find if I can work on existing code like that I found for 
trading based on on it I can get somewhere. I found something and ended 
up with this call:

reqMktData(con, list(twsEquity(symbol=sym1, exch='ASX', 
currency='AUD'),twsEquity(symbol=sym2, exch='ASX', currency='AUD')),  
eventWrapper=eWrapper.data(2), CALLBACK=CO_INT_N_REV)

and managed to put everything I wanted inside the callback.  I'd love to 
find something similar on reqMktDepth as at the moment I can only manage 
these sorts of calls:

reqMktDepth(tws, contract, 
file="C:\\Users\\Stephen\\Documents\\R\\current working market 
reqMktDepth(tws, contract, 
working market depth\\ticks1.txt")

and I would love to be able to write a callback.

In addition I am desperate to find something on 'has the order been 
closed?' just like you.

Maybe someone can point us to some code that we can work with.



Stephen Choularton PhD, FIoD

On 4/04/2016 11:47 PM, Robert Schien wrote:
> 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
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