Howto cancel reqMktData() from IBrokers package?

Hi everyone,

I'm using the IBrokers package to get the implied volatility for options
from Interactive Brokers.

To seperate the implied volatility field from the data stream you get after
calling reqMktData(), I had to write a specific EventWrapper:

library(IBrokers)

implVWrapper <-
function(n=1) {
eW <- eWrapper(NULL)
#eW$assign.Data("data", vector(mode = "numeric", length = 2))

eW$tickOptionComputation <- function(curMsg, msg, timestamp, file, ...) {
? ? ? ?tickType = msg[3]
? ? ? ?msg <- as.numeric(msg)
? ? ? ? id <- as.numeric(msg[2])
value <- msg[4]
#file <- file[[id]]
? ? ? ? #data <- eW$get.Data("data")

if(tickType == 13 & value != -1) { ? ? # 14 is MODEL_OPTION, -1 is ???
print(paste("id:", id, "implVol:", msg[4]))
v[id] <<- value
#cancelMktData(tws, id)
}

#eW$assign.Data("data", data)
? ? ? ?c(curMsg, msg)
}

return(eW)
}

Now I call the reqMktData() function with my special eventwrapper:

options = list(twsOption("AA ? ?100320P00012000"), twsOption("AA
?100320C00014000")) # specify the options
v = vector(mode = "numeric", length = length(options)) ? ?# v will hold the
implied volatilities for the options
tws = twsConnect(clientId=1)
reqMktData(tws, options, eventWrapper=implVWrapper())

This all works as expected except that reqMktData() keeps on running until
it is stopped by the user (with the Esc key). What I would like is some way
to stop the function when both implied volatilities are "filled". How do I
do that?

Kind regards,

-Mark-

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