Hi,

I'm trying to load a few years worth of VIX data from IB.   I am able to see in the TWS UI, but fail to load in R.   I suspect that I am not specifying the contract properly, but TWS documentation (not the R IBrokers package) is extremely poor.

As there is no twsIndex() function to create a contract for an index, so have tried a few variations of the following:

tws <- twsConnect()
Cvix <- twsContract (tws, "VIX","IND","CBOE", primary="", expiry="", strike = "0.0", 
	currency = "USD", right = "", local = "", multiplier="", NULL, NULL, include_expired="0") 

Requesting historical data with the above contract:

reqHistoricalData(tws, Cvix)

hangs indefinitely.  I'm guessing that TWS does not like the contract ...

Can someone point me to the proper way of specifying the contract.  

Thanks!

Jonathan


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