variable scope with ewrapper in IBrokers
On Mon, 2011-07-18 at 10:36 -0700, Noah Silverman wrote:
The documentation has a nice example about copying and then modifying the ewrapper function to handle incoming data. This works nicely. My challenge is that I want to store some persistant values (update moving averages, etc.) Since ewrapper() is called for every tick by reqMktData(), I can't figure out the best way to keep some persistent variables. How have other people handled this?
One 'R-like' method for dealing with this would be to create an environment to store these things in and update a variable in that environment. Regards, - Brian
Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock