On Tue, Oct 11, 2011 at 4:28 AM, Johnny Paulo <johnny.jp.22@gmail.com>wrote:

>
> Does anyone know why?
> Is there anything special about the twsCurrency contract?
>
> Yes. Interactive Brokers does not disseminate TRADES data for FX.  Here is
a link to code for an eWrapper that works with that "snapShot" code to get
FX quotes.

eWrapper.FXdata.R<https://r-forge.r-project.org/scm/viewvc.php/pkg/twsInstrument/R/eWrapper.FXdata.R?view=markup&revision=161&root=twsinstrument>

I also sent this link in response to your last question about getting market
data.  The code is documented with roxygen, and you can see that at the
beginning of the file, it has a BIG clue as to what your problem is:

#' This is \code{eWrapper.data} modified to exclude the Last, LastSize, and
#' Volume columns because IBrokers does not disseminate FX trade data.


Regards
>
> Johnny
>
>
Best,

Garrett

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