IBrokers: reqMktData, but for LastPrice only

source("eWrapper.data.Last.R")
reqMktData(tws, twsSTK("SPY"),

Hi,

I am using IBrokers to get RT prices thanks to Jeff Ryan's package,
IBrokers.

In order to deal with stocks having potentially low liquidity, without
being
penalized by long turnaround time, I would like to focus on getting the
last
price only.
Can someone pls give me some pointers to what I should change in the
traditional code provided by Jeff (see below)?

Thanks

Johnny

reqMktData(tws,
twsEquity(u),eventWrapper=eWrapper.data(1),CALLBACK=snapShot)

with
snapShot <- function (twsCon, eWrapper, timestamp, file, playback = 1, ...)
{
   if (missing(eWrapper))
       eWrapper <- eWrapper()
   names(eWrapper$.Data$data) <- eWrapper$.Data$symbols
   con <- twsCon[[1]]
   if (inherits(twsCon, "twsPlayback")) {
       sys.time <- NULL
       while (TRUE) {
           if (!is.null(timestamp)) {
               last.time <- sys.time
               sys.time <- as.POSIXct(strptime(paste(readBin(con,
                 character(), 2), collapse = " "), timestamp))
               if (!is.null(last.time)) {
                 Sys.sleep((sys.time - last.time) * playback)
               }
               curMsg <- .Internal(readBin(con, "character",
                 1L, NA_integer_, TRUE, FALSE))
               if (length(curMsg) < 1)
                 next
               processMsg(curMsg, con, eWrapper, format(sys.time,
                 timestamp), file, ...)
           }
           else {
               curMsg <- readBin(con, character(), 1)
               if (length(curMsg) < 1)
                 next
               processMsg(curMsg, con, eWrapper, timestamp,
                 file, ...)
               if (curMsg == .twsIncomingMSG$REAL_TIME_BARS)
                 Sys.sleep(5 * playback)
           }
       }
   }
   else {
       while (TRUE) {
           socketSelect(list(con), FALSE, NULL)
           curMsg <- .Internal(readBin(con, "character", 1L,
               NA_integer_, TRUE, FALSE))
           if (!is.null(timestamp)) {
               processMsg(curMsg, con, eWrapper, format(Sys.time(),
                 timestamp), file, ...)
           }
           else {
               processMsg(curMsg, con, eWrapper, timestamp,
                 file, ...)
           }
           if (!any(sapply(eWrapper$.Data$data, is.na)))
               return(do.call(rbind, lapply(eWrapper$.Data$data,
                 as.data.frame)))
       }
   }
}

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