IBrokers - functions: eWrapper and CALLBACKS
Hi I am trying to program various algorithms using such calls as reqMktData - where I have working code with a loop that appears to be working - but when I try and use something like reqOpenOrders I can get a result to the screen but I am having great difficulty getting at that information and using it. I wondered if someone could point me to anything like Jeff Ryan's pdf Real Time Trading in R which concentrates on how the callback works using the eWrapper and processMsg. Hope someone can point me to something useful. Stephen Choularton PhD, FIoD