Will the slides be publicly available?  I don't see them on the rmetrics website.

thanks,
Brian




________________________________
From: Jeff Ryan <jeff.a.ryan@gmail.com>
To: cedrick@cedrickjohnson.com
Cc: r-sig-finance@stat.math.ethz.ch
Sent: Thursday, July 2, 2009 3:17:23 AM
Subject: Re: [R-SIG-Finance] IBrokers and automatic submission of orders?

I just presented some slides about this at R/Rmetrics 2009 in
Meielisalp about 2 days ago.

This should give you a bit more information on the current development
of IBrokers, and how you can accomplish this all in R.

HTH,
Jeff

On Wed, Jul 1, 2009 at 8:12 PM, Cedrick
Johnson<cedrick@cedrickjohnson.com> wrote:
> Probably a roundabout way to do this would be to use Rserver and write a
> Java app using the Rserver wrapper to issue command reqHistoricalData at X
> intervals (setup a Java timer object or loop) and place orders (via the same
> java program connected to the RS wrapper) using twsOrder and placeOrder.
>
> I'm not too familiar with callbacks and such in the IBrokers package.
>
> hth,
> c
>
> Michael wrote:
>>
>> Hi all,
>>
>> What's the best way to set up a timer in IBrokers, and take a snapshot
>> of market data at fixed interval, and then place some orders, and run
>> other tasks?
>>
>> Also,  reqMktData(tws, twsEquity("QQQQ")) returns data continuously,
>>
>> is there a way for it to only return one snapshot of data at one time,
>>
>> just need to sample at fixed interval using a timer...
>>
[[elided Yahoo spam]]
>>
>> -----------
>>
>> And how to submit order such as "market open", "market close", and
>> "good-until-after-some-time" in IBrokers?
>>
>> Thanks a lot!
>>
>> _______________________________________________
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-- 
Jeffrey Ryan
jeffrey.ryan@insightalgo.com

ia: insight algorithmics
www.insightalgo.com

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