Thanks Soren,
I just list the objects in file 'DBXD.rdata', there are two major ones:
DBXD_xts and DBXD, after checking their summaries and attributes, it looks
to me 'reqHistoricalData' will return the similar object as DBXD_xts, just I
am not sure if DBXD (only contains close) is useful/necessary.

if trading SPI, I have got the following

SPI_xts <- reqHistoricalData(ibConnection,twsFuture("SPI", exch='SNFE',
currency="AUD",expiry="201112"),barSize = "1 day")
save(SPI_xts, file="SPI.rdata")

in case there is anything wrong, please let me know.

Thanks again.

On Thu, Oct 20, 2011 at 5:31 PM, soren wilkening <me@censix.com> wrote:

>
> from IB, you can get daily data with this 'IBrokers' function
>
> reqHistoricalData( tws, contract, barSize = "1 day", ....)
>
> -----
> http://censix.com
> --
> View this message in context:
> http://r.789695.n4.nabble.com/marketdata-in-qsiblive-tp3918591p3921102.html
> Sent from the Rmetrics mailing list archive at Nabble.com.
>
> _______________________________________________
> 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.
>

	[[alternative HTML version deleted]]

