Message-ID: <e8e755250908111007n520e6c30v745b16bdc403b811@mail.gmail.com>
Date: 2009-08-11T17:07:02Z
From: Jeff Ryan
Subject: IBrokers- how to keep target file from being re-written?
In-Reply-To: <34f2770f0908110925q33ed6995w1ba7ab3971d7fd13@mail.gmail.com>
Hi Vince,
I should probably let a ... arg pass to write.table, but I'll have to
check that doesn't cause issues.
If you pass in an *open* file handle, you will likely get the output you want.
something like:
fh <- file("EStest.dat", open="a")
reqHistoricalData(tws, twsSTK("AAPL"), file=fh)
Alternatively, with reqHistory you can just let the function merge in
memory, and then use write.zoo to save to a csv file.
write.zoo(reqHistory(tws, twsSTK("AAPL")), file="AAPL.csv")
system("head AAPL.csv")
system("wc -l AAPL.csv")
HTH
Jeff
On Tue, Aug 11, 2009 at 11:25 AM, Vince Fulco<vfulco1 at gmail.com> wrote:
> For now, using reqHistoricalData() vs. the new wrapper reqHistory(),
> setting endDateTime array and then looping thru writing to same file.
> Func overwrites and attempt to add 'a'ppend qualifiers doesn't work.
>
> dfile='/home/foo/'
>
> now<- Sys.Date()-1
>
> tp<- seq(now, length=6, by=paste(-5, 'days'))
>
> # reformat dates to conform with IB needs YYYYMMDD
>
> now2<- as.Date(tp, format="%Y%m%d")
>
> reqHistoricalData(tws,
> ? ? ? ? ? ? ? ? ? ?contract,
> ? ? ? ? ? ? ? ? ? ?endDateTime=now2,
> ? ? ? ? ? ? ? ? ? ?barSize = "5 mins",
> ? ? ? ? ? ? ? ? ? ?duration = "5 D",
> ? ? ? ? ? ? ? ? ? ?useRTH = "0",
> ? ? ? ? ? ? ? ? ? ?whatToShow = "TRADES",
> ? ? ? ? ? ? ? ? ? ?time.format = "1",
> ? ? ? ? ? ? ? ? ? ?verbose = TRUE,
> ? ? ? ? ? ? ? ? ? ?tickerId = "1",
> ? ? ? ? ? ? ? ? ? ?#eventHistoricalData,
> ? ? ? ? ? ? ? ? ? ?# this line fails
> ? ? ? ? ? ? ? ? ? ?#file=paste(dfile,'EStest.dat',sep=''),open='a')
> ? ? ? ? ? ? ? ? ? ?file=paste(dfile,'EStest.dat',sep=''))
>
> * Would prefer to work from one file but could write out to numerous
> and then merge.
>
> Snippet from reqHistoricalData() suggests write.table would need to be
> extended with 'append=TRUE' but sure there is something more
> obvious...
>
> #
> if (!missing(file)) {
> ? ? ? ? ? ?cm[, 1] <- dts
> ? ? ? ? ? ?write.table(cm, file = file, quote = FALSE, row.names = FALSE,
> ? ? ? ? ? ? ? ?col.names = FALSE, sep = ",")
> ? ? ? ? ? ?invisible(return())
> #
>
>
> TIA, Vince
>
>
> --
> Vince Fulco, CFA, CAIA
> 612.424.5477 (universal)
> vfulco1 at gmail.com
>
> ?A posse ad esse non valet consequentia
>
> ?the possibility does not necessarily lead to materialization?
>
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--
Jeffrey Ryan
jeffrey.ryan at insightalgo.com
ia: insight algorithmics
www.insightalgo.com