Hi Niklas,

I haven't been able to check, but I don't think you can use
exhange="SMART", rather it must be explicit, i.e. "CBOE".

I also don't think you can get the combo price, rather you need to request
the historical data for each leg.  Would of course love to be proved
wrong...


HTH
Jeff


On Sat, Apr 20, 2013 at 2:51 AM, Niklas K <nk@fennoturvapalvelut.com> wrote:

> Hi,
>
> I am trying to get historical data for a comboLeg with the following code:
>
>
>
>  tws <- twsConnect(1)
>  bag <- twsBAG(    list(
>    twsComboLeg( conId = "43635367", ratio = "1", action = "BUY", exchange
> = "SMART"
>      )
>      ,
>      twsComboLeg(  conId = "47207284", ratio = "1", action = "SELL",
> exchange = "SMART"
>      )
>    )
>  )
>  reqHistoricalData(tws, Contract=bag, barSize='1 min', duration='2 D')
>
>
>
>
> For some reason it gets stuck at:
> "waiting for TWS reply on USD ..."
>
> If someone has been successfully getting data for comboLegs from IB tws I
> would be thankful for any tips.
>
> -niklas
>
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-- 
Jeffrey Ryan
jeffrey.ryan@lemnica.com

www.lemnica.com

R/Finance 2013: Applied R in Finance
May 17, 18 Chicago, IL
www.RinFinance.com

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