IBrokers : quotes from futures combo and reqIds

I took Garrett's example and tried to get it working using IBrokers.
?It's starts writing data to a file as expected, but then the error
below is produced and quote data is no longer written to the file.?

2 1 320 Error reading request:-'wc' : cause - Unable format field -?




Here's the code:

library(IBrokers) ;
tws <- twsConnect(1)
bag <- twsBAG(
? ? twsComboLeg(
? ? ? ? conId = "756733", #conId("SPY"),
? ? ? ? ratio = "1",
? ? ? ? action = "BUY",
? ? ? ? exchange = "SMART"
? ? ) ?,
? ? twsComboLeg(
? ? ? ? conId = "73128548", #conId("DIA"),
? ? ? ? ratio = "1.06",
? ? ? ? action = "SELL",
? ? ? ? exchange = "SMART"
? ? )
)
bag.csv <- file("~/bag.csv", open="w")
reqMktData(tws, bag,?
? ? ? ? ? ?eventWrapper=eWrapper.MktData.CSV(1),?
? ? ? ? ? ?file=bag.csv)


--
Stergios Marinopoulos


----- Original Message -----
From: G See <gsee000 at gmail.com>
To: Stergios Marinopoulos <stergios_marinopoulos at yahoo.com>
Cc: omerle <omerle at laposte.net>; "r-sig-finance at r-project.org"
<r-sig-finance at r-project.org> Sent: Thursday, July 19, 2012 11:11 AM
Subject: Re: [R-SIG-Finance] IBrokers : quotes from futures combo and
reqIds

On Thu, Jul 19, 2012 at 10:09 AM, Stergios Marinopoulos
<stergios_marinopoulos at yahoo.com> wrote:

In Java, if you create a proper BAG Contract you can use it with
reqMktData() or reqHistoricalData().? I imagine the same holds true
in R as well.? (I can send Java examples if interested.)

Try using IBrokers twsBAG() function to create a combo contract,
and use the returned object as the contract to IBrokers's
equivalent of reqMktData() and data should start streaming.

I'm unable to get that to work.? If anyone else can get it to work,
please share your secret.

Thanks,
Garrett