For one, if this uses the sockets there would be zero difference. IBrokers
is a raw translation (open to read!) of the socket protocol, and simply
would fail if incorrect (it is not).  Unless you are running on the same
data, at the same time, with the same requests your conclusion has no basis
in fact - as it is nothing more than conjecture.

Second, linking to a binary(?!) without some context around it (google
search and directories of .net domain provide nothing) is about as useless
as saying nothing.  Certainly nothing to do with R, or even a
solution/insight - except for those naive enough to run it. Your email and
name aren't anywhere in my records of contributors to R-sig-finance, or R.

I'd suggest this has nothing to do with an R solution and nothing to do with
R at all.  There are myriad ways to accomplish requests - all of the others
aren't suitable to the thread in question.

Best,
Jeff

On Sat, May 28, 2011 at 10:18 AM, Kostas Evangelinos <20977@gaffa.net>wrote:

> On Tue, May 24, 2011 at 10:59:35AM -0700, algotr8der wrote:
> | I am told there is a bug on IB's end. I have asked for further detail. I
> will
> | provide further information as I become aware.
>
> You might want to try ibfetch - I use this to download historical and
> realtime
> data from IB into csv files daily. I haven't seen issues like the ones you
> describe.
>
> http://www.gaffa.net/stuff/ibfetch-0.2.tar.gz
>
> Example:
> $ ibfetch -i 20 -l 2 -s 20110402 -S '1 min' AUD.JPY ESc1
>
> Kostas
>
> _______________________________________________
> R-SIG-Finance@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions
> should go.
>



-- 
Jeffrey Ryan
jeffrey.ryan@lemnica.com

www.lemnica.com
www.esotericR.com

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