problem with reqMktData

Enrico Schumann · 2018-10-18T11:33:08Z

On Do, 18 Okt 2018, Stephen Choularton writes: > Hi > > I can use this code to get historic data: > > library("IBrokers") > > sym1 mkt1 sym2 mkt2 > contract1 mkt1,"","","0.0","USD","","","",NULL,NULL,"0") > > reqHistoricalData(tws, contract1, endDateTime = > format(Sys.Date(), "%Y%m%d 24:00:00"), duration = "3 > M") > > but I can't get the code below to work > > reqMktData(tws, contract1) > > nor if I put a maturi

Enrico Schumann

Thu, Oct 18, 2018 4:33 AM

On Do, 18 Okt 2018, Stephen Choularton writes:

I don't think you can request market data for
continuous contracts. As the IB docs say:

,----
| Continuous futures are available from the API with TWS
| v971 and higher. Continuous futures cannot be used with
| real time data or to place orders, but only for
| historical data.
`----

If I understand you correctly, you want data for
the soybeans Nov-18 future?

,----
| library("IBrokers")
| tws <- twsConnect()
| contract1 <- twsContract(
|     local = "ZS   NOV 18",
|     sectype = "FUT", 
|     exch = "ECBOT",
|     currency = "USD",
|     include_expired = "1",
|     conId = "", symbol = "",
|     primary = "", expiry = "", 
|     strike = "", right = "",
|     multiplier = "", combo_legs_desc = "", 
|     comboleg = "", secIdType = "", secId = "")
| reqMktData(tws, contract1)
`----

See the description for the contract specification here:
https://github.com/enricoschumann/IButils#finding-the-contract-specification

Enrico Schumann
Lucerne, Switzerland
http://enricoschumann.net

problem with reqMktData

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