IBrokers: combo contracts = spread contract ?
Hi, In mail below, I understand that twsBAG isn't a real contract and that there is no quotes for twsBAG. I thought that twsBAG could allow us to make spread trade like in the spread trader (you can find the spread trader in trading tools). And as far as I know, there is specific quotes for spreads. 1 - Can I use twsBAG to make spread trade ? 2 - If answer to 1 is yes, could you tell me what is the wrong in the following code : (I try to make a spread trader between futures) tws <- twsConnect(1) orderID <- reqIds(tws) # orderID <- "125" id1="83617918" # Futures ECO AUG12 id2="87689647" # Futures ECO NOV12 leg1=twsComboLeg(id1, ratio = 1, action = "BUY",exchange = "MATIF") #"SMART") leg2=twsComboLeg(id2, ratio = 1, action = "SELL",exchange = "MATIF") #"SMART") order <- twsOrder(orderID, action="BUY", totalQuantity="1", orderType= "LMT",lmtPrice = "-5") bag <- twsContract(conId=as.real(orderID), symbol="ECO", sectype="BAG", "MATIF", "", expiry="", strike="0.0","EUR", cv1$right, local="", "50", combo_legs_desc=NULL, comboleg=list(leg1,leg2), include_expired="0", secIdType = "", secId = "") IBrokers::.placeOrder(tws,Contract=bag,Order=order) Thanks a lot, placeOrder/resAllOpenOrders is now working on my paper account following your advices on IBrokers version ! ________________________________________________________ I don't think I've tried this, so I may be wrong, but twsBAG isn't a real contract, it is for the order itself. Therefore you can't get mktData on it. Additionally, snapshot= isn't in the documentation for reqMktData. Read the docs,and then see if you can get further along. It (API and IBrokers) is intentionally tricky to prevent wide-spread self-inflicted harm And 'paper account' is a good step... Best, Jeff
On 5/17/12 12:03 PM, "Alain Burt" wrote:
Hi there, I am having some troubles with the use of the IBrokers package on my IB paper account. I am trying to get market data and an order execution for a combo contract, with no success in both cases. I wonder if anyone could help. Here is the code I tried ibg <- ibgConnect() leg1 <- twsComboLeg( conId = "79265697", ratio = 1, action = "BUY", exchange = "SMART") leg2 <- twsComboLeg( conId = "79265687", ratio = 1, action = "SELL", exchange = "SMART") reqMktData(conn = ibg, Contract = twsBAG(leg1,leg2), tickGenerics = "", tickerId = "1", snapshot = T) placeOrder(ibg, twsBAG(leg1,leg2), twsOrder(reqIds(ibg),"BUY",1,"MKT")) About the market data, I am not getting anything, even by setting snapshot = F. As for the order, it is placed but never executed. Could it be a problem with contract objects created by twsBAG ? Does anyone know how to fix these issues ? Best regards, Alain [[alternative HTML version deleted]]
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