Hi I wonder if someone can see what I am doing wrong. library(IBrokers) tws <- twsConnect() sym <- "WBC" contract <-twsEquity(sym, exch='ASX', currency='AUD') # these work price <- reqMktData(tws, contract, snapshot="TRUE") price$Close size <- 1000 order <- twsOrder(reqIds(tws), 'BUY', size, 'MKT') #this doesn't produce an order in the tws placeOrder(tws, contract, order) closeAllConnections() reqMktData works but placeOrder does not. ----------------------------------------------------------------------------------------------------------------------------------- Stephen Choularton PhD, FIoD 0413 545 182
problem placing order
3 messages · Stephen Choularton
Hi Apologies - turned out to be to do with my settings. Looks like the code is right. ----------------------------------------------------------------------------------------------------------------------------------- Stephen Choularton PhD, FIoD 0413 545 182
On 27/04/2016 5:36 AM, Stephen Choularton wrote:
Hi I wonder if someone can see what I am doing wrong. library(IBrokers) tws <- twsConnect() sym <- "WBC" contract <-twsEquity(sym, exch='ASX', currency='AUD') # these work price <- reqMktData(tws, contract, snapshot="TRUE") price$Close size <- 1000 order <- twsOrder(reqIds(tws), 'BUY', size, 'MKT') #this doesn't produce an order in the tws placeOrder(tws, contract, order) closeAllConnections() reqMktData works but placeOrder does not. ----------------------------------------------------------------------------------------------------------------------------------- Stephen Choularton PhD, FIoD 0413 545 182
_______________________________________________ R-SIG-Finance at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
Further apologies - I have been asked to specify the problem/solution and I'm rather embarrassed to say it was because I had the order box set to transactions and I was trying to run the code before the exchange was open ;-( Just proves having a Computing Science PhD doesn't stop you getting lost in all of this. Thanks. ----------------------------------------------------------------------------------------------------------------------------------- Stephen Choularton PhD, FIoD 0413 545 182
On 27/04/2016 10:06 AM, Stephen Choularton wrote:
Hi Apologies - turned out to be to do with my settings. Looks like the code is right. ----------------------------------------------------------------------------------------------------------------------------------- Stephen Choularton PhD, FIoD 0413 545 182 On 27/04/2016 5:36 AM, Stephen Choularton wrote:
Hi I wonder if someone can see what I am doing wrong. library(IBrokers) tws <- twsConnect() sym <- "WBC" contract <-twsEquity(sym, exch='ASX', currency='AUD') # these work price <- reqMktData(tws, contract, snapshot="TRUE") price$Close size <- 1000 order <- twsOrder(reqIds(tws), 'BUY', size, 'MKT') #this doesn't produce an order in the tws placeOrder(tws, contract, order) closeAllConnections() reqMktData works but placeOrder does not. ----------------------------------------------------------------------------------------------------------------------------------- Stephen Choularton PhD, FIoD 0413 545 182
_______________________________________________ R-SIG-Finance at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
_______________________________________________ R-SIG-Finance at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.