ibrokers - problems retrieving Indices/ETFs
Dear geniuses,
Thanks ALL for all suggestions.
The below from Enrico worked perfectly well to retrieve indices;
library(IBrokers)
tws <- twsConnect()
spx.csv <- file("SPX.csv", open="w")
reqMktData(tws, twsContract(local = "SPX", sectype = "IND", exch = "CBOE", currency = "USD", include_expired = 1, conId = "", symbol = "", primary = "", expiry = "", strike = "", right = "", multiplier = "", combo_legs_desc = "", comboleg = "", secIdType = "", secId = ""), eventWrapper=eWrapper.MktData.CSV(1), file=spx.csv)
close(spx.csv)
close(tws)
Thanks also Aliona for the suggestion of using SMART instead of CBOE. Will try it for other iBrokers uses shortly, save me from looking up all the markets...
Love this community, also open for newbies. :-)
Rgds,
Matti Zemack,
Stockholm, Sweden
On Mar 20, 2013, at 8:10 AM, Enrico Schumann <es at enricoschumann.net> wrote:
myCon <- twsContract(local = "SPX", sectype = "IND",
exch = "CBOE", currency = "USD",
include_expired = 1,
conId = "", symbol = "", primary = "", expiry = "",
strike = "", right = "", multiplier = "",
combo_legs_desc = "",
comboleg = "", secIdType = "", secId = "")