Jeff, thx for the reply, i will study the presentations you forwarded,
thx again.

Jeff Ryan wrote:
> Zubin,
>
> The components to execute are in place in the package, though not
> exported or documented as of yet.
>
> I gave  a presentation in Switzerland and one in Vienna regarding the
> trading with R idea:
>
> http://www.quantmod.com/Rmetrics2009/
> http://www.quantmod.com/Vienna2009/
>
> The basic calls in IBrokers/R closely follow the official API Java/etc calls.
>
> Specifically you want to look at:
>
> -  placeOrder [exported - no docs]
>
> -  .placeOrder [not exported.  This sends a message, but doesn't
> process the return][only in IBrokers]
>
> -  twsOrder [exported - no docs]
>
> The additional messages returned from the API will need to be dealt
> with by the user, as I don't have a public template for that. This can
> occur inside the main CALLBACK loop, as all will be properly handled
> and the respective eWrapper function will be dispatched (by default
> they will just discard the messages)
>
> eWrapper.MktData.CSV is a good example of what I mean by eWrapper
> 'functions'. (the eWrapper objects are closures).
>
> I will be adding more documentation in the coming weeks to help this
> project along.  Feedback is always welcome.
>
> As always, reading the source as well as the IB API source (java!) and
> API docs from IB will be very helpful.
>
> Best,
> Jeff
>
>
> On Tue, Nov 17, 2009 at 7:13 PM, zubin <binabina@bellsouth.net> wrote:
>   
>> Hello, been reading on the Ibrokers package, Future API Access:   Robust
>> order management functions to allow for data processing trade
>> workflow.   Sounds great.
>>
>> Can someone let me know the status of the Future API on order
>> management?  Can I add some resources to help this out if needed?
>>
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>
>
>
>   

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