problem with ibrokers
One additional point -- IBrokers captures streaming data and as R is not threaded it will by necessity look like it hangs. It is in fact running in an infinite loop - one which you can embed your trade logic. For all streaming data you'll need to ESC (Windows) or C-c (*nix) to break and return to the prompt. Best, Jeff Jeffrey Ryan | Founder | jeffrey.ryan at lemnica.com www.lemnica.com
On Nov 21, 2010, at 6:54 PM, Stephen Choularton <stephen at organicfoodmarkets.com.au> wrote:
Hi I am trying to get to grips with iBrokers and my first problem is that it isn't flowing. When I try this: tws <- twsConnect()
reqMktData(tws, twsEquity("CBA", exch='ASX'))
The screen hangs. When I then hit Esc it produces the following: TWS Message: 2 -1 2104 Market data farm connection is OK:cashfarm TWS Message: 2 -1 2104 Market data farm connection is OK:aufarm TWS Message: 2 -1 2104 Market data farm connection is OK:usfarm TWS Message: 2 -1 2106 HMDS data farm connection is OK:ushmds2a <20101122 11:47:30.688000> id=1 symbol=CBA Volume: 493943 <20101122 11:47:30.688000> id=1 symbol=CBA highPrice: 49.14 <20101122 11:47:30.688000> id=1 symbol=CBA lowPrice: 48.85 <20101122 11:47:30.688000> id=1 symbol=CBA lastTimestamp: 1290385178 <20101122 11:47:31.188000> id=1 symbol=CBA bidPrice: 48.99 bidSize: 774 <20101122 11:47:31.188000> id=1 symbol=CBA askPrice: 49.0 askSize: 11097 <20101122 11:47:31.188000> id=1 symbol=CBA bidSize: 774 <20101122 11:47:31.188000> id=1 symbol=CBA askSize: 11097 <20101122 11:47:31.204000> id=1 symbol=CBA lastPrice: 49.0 <20101122 11:47:31.204000> id=1 symbol=CBA lastSize: 165 <20101122 11:47:31.204000> id=1 symbol=CBA lastTimestamp: 1290386848 <20101122 11:47:31.204000> id=1 symbol=CBA Volume: 680921 <20101122 11:47:31.204000> id=1 symbol=CBA highPrice: 49.14 <20101122 11:47:31.204000> id=1 symbol=CBA lowPrice: 48.85 <20101122 11:47:31.204000> id=1 symbol=CBA closePrice: 48.81 <20101122 11:47:31.204000> id=1 symbol=CBA openPrice: 49.05 <20101122 11:47:31.922000> id=1 symbol=CBA optionCallVolume: 337 <20101122 11:47:31.922000> id=1 symbol=CBA optionPutVolume: 255 <20101122 11:47:31.922000> id=1 symbol=CBA optionCallOpenInterest: 25123 <20101122 11:47:31.922000> id=1 symbol=CBA optionPutOpenInterest: 43334 <20101122 11:47:31.922000> id=1 symbol=CBA optionHistoricalVol: 0.18604764474327537 NA <20101122 11:47:31.922000> id=1 symbol=CBA averageVolume: 5190909 <20101122 11:47:31.922000> id=1 symbol=CBA 13-week High: 54.15000153 <20101122 11:47:31.922000> id=1 symbol=CBA 13-week Low: 47.91999817 <20101122 11:47:31.922000> id=1 symbol=CBA 26-week High: 54.15000153 <20101122 11:47:31.922000> id=1 symbol=CBA 26-week Low: 44.62139893 <20101122 11:47:31.922000> id=1 symbol=CBA 52-week High: 57.57139969 <20101122 11:47:31.922000> id=1 symbol=CBA 52-week Low: 44.62139893 <20101122 11:47:31.922000> id=1 symbol=CBA shortable: 1.0 <20101122 11:47:33.891000> id=1 symbol=CBA bidPrice: 48.99 bidSize: 767 <20101122 11:47:33.891000> id=1 symbol=CBA askPrice: 49.0 askSize: 11090 <20101122 11:47:33.891000> id=1 symbol=CBA bidSize: 767 <20101122 11:47:33.891000> id=1 symbol=CBA askSize: 11090 <20101122 11:47:33.891000> id=1 symbol=CBA lastPrice: 49.0 <20101122 11:47:33.891000> id=1 symbol=CBA lastSize: 7 <20101122 11:47:33.891000> id=1 symbol=CBA lastTimestamp: 1290386852 <20101122 11:47:33.891000> id=1 symbol=CBA Volume: 680928 <20101122 11:47:33.891000> id=1 symbol=CBA highPrice: 49.14 <20101122 11:47:33.891000> id=1 symbol=CBA lowPrice: 48.85 <20101122 11:47:33.891000> id=1 symbol=CBA closePrice: 48.81
The example in Jeff' presentation at Meielisalp seems to imply the data should just print to screen. Can anyone help me with this? -- Stephen Choularton Ph.D., FIoD
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