New IBrokers package on CRAN
Jeff, Many thanks for putting together this package. It should be very useful. I am having trouble using it. I know it's 0.0-1, but I would like to start using it. I have R 2.6.2, latest IB Workstation and latest API 9.40. I use WinXP.
require(IBrokers)
Loading required package: IBrokers Loading required package: xts Loading required package: zoo IBrokers version 0.0-1: (pre-alpha) See ?IBrokers for details
con <- twsConnect()
Error in readChar(s, 1) : negative length vectors are not allowed
An IB window pops up and asks me if I want to accept incoming connection. I press yes (but the error in the R GUI is already there). If I try to understand where the error comes from:
s <- socketConnection(port = 7496) s
description class mode
text opened
"->localhost:7496" "socket" "a+"
"text" "opened"
can read can write
"yes" "yes"
writeChar(as.character("1"), s)
(curChar <- readChar(s, 1))
Another IB window pops up informing me that "The Socket client is out of date and needs to be upgraded." And R GUI hangs up using 99% CPU. Any suggestions are much appreciated. In terms of the package wishlist, it would be nice to have access to the Trades window and the Account window. Adrian Dragulescu I tried doing hooking R to IB using their Java API and got something very rudimentary going on, but my Java wasn't that good to figure out how to handle the multithreading features.
On Fri, 22 Feb 2008, Jeff Ryan wrote:
R-Sig-Finance:
I'd like to announce the alpha version of a new package IBrokers:
Designed to provide native R access to Interactive Brokers' trading
platform, it is currently in a very alpha stage. I am releasing at
this early stage it to gauge interest and feedback as to which API
features should be considered priority.
It is working, though very little error checking (read: none) is done
at present. I will be updating this aggressively.
?IBrokers
R API to the Interactive Brokers Trader Workstation (TWS).
Description:
A very limited R implementation of the TWS API. At present it is
only able to access historic data from the Interactive Brokers
servers. Future additions will include more API access and
possible real-time charting via the 'quantmod' package.
A word of warning. I wrote this in 3 days. Much of the current
event loop is being rewritten/rethought to better handle errors, add
some sort of callback mechanism, as well as
speed up large data requests. This version is mostly a
proof-of-concept and will be updated regularly. That said, please
report any and all bugs/experiences to the maintainer so they can
be incorporated into development versions.
**DO NOT USE in an R session that you can't afford to lose!**
Details:
Package: IBrokers
Type: Package
Version: 0.0-1
Date: 2008-02-21
License: GPL-3
The current API methods supported are:
reqCurrentTime: The TWS server time in seconds since the epoch
reqHistoricalData: Fetch historical data
Author(s):
Jeffrey A. Ryan
Maintainer: Jeffrey A. Ryan <jeff.a.ryan at gmail.com>
References:
Interactive Brokers: <URL: www.interactivebrokers.com>
--
There's a way to do it better - find it.
Thomas A. Edison
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