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IBrokers reqOpenOrders
4 messages · Sash Ali, Me
I am guessing, but this error looks like it is related to the actual connection you are trying to establish with the TWS. I have been using reqOpenOrders() without problems for a while now. Cheers Soren On Mon, 13 Feb 2012 12:27:47 +0000
Sash Ali <sashinali79 at hotmail.com> wrote:
Hi folks, I've been using the IBrokers package to automate placing market, stop, and limit orders into my trading account. However, I have a number of stop and limit orders that have not been hit and would like to automate the canceling of these. I am unable to find the required tools in the IBrokers documentation or on forums. However, I have discovered a brief mention on this forum on the 'reqOpenOrders' function but I can find only limited information on how to use it. I have tried the following, tws <- twsConnect(clientId=1); IBrokers::reqOpenOrders(tws) However, the output is Error in e_tick_size(NULL, msg, timestamp, file, symbols, ...) : argument "file" is missing, with no default - which I do not understand. I would be grateful for any help. Sash [[alternative HTML version deleted]]
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Sasha type 'reqOpenOrders' at the R prompt and you will see that the function enters an infinite 'while (TRUE)' loop where it reads the responses from the TWS. This uses the default eWrapper object, which will print the TWS messages using a 'cat' command. If you want to do some proper processing of the TWS messages, you at least need to: 1. run the while loop only for a finite amount of time, i.e. 1 minute or so 2. define your own eWrapper object that is able to 'do something' with the open_order events coming back from the TWS, i.e. 'cat' them to a file. The 'cat' command accepts a filename as argument, if I am not mistaken. S. On Mon, 13 Feb 2012 17:59:55 +0000
Sash Ali <sashinali79 at hotmail.com> wrote:
Yes, thank you Soren - I think you were on the right lines. I was using the same TWS object to request live data through reqMktData(tws, Contract=assets, eventWrapper=eWrapper.MktData.CSV(n.mkts), file=files) and I think as a result of this, I was returned the aforementioned error. Now I declare a separate TWS object through tws2 <- twsConnect(clientId=2); and use tws2 to place orders through placeOrders(tws2..... ), and then request open orders through IBrokers::reqOpenOrders(tws2) the correct output is returned directly to the console but which then hangs..... Only escaping then allows me to use to console again. Would you be able to advise of a way to output the data to say a text file, such that my R console is not affected ? Many thanks again & Kind Regards, Sash
Date: Mon, 13 Feb 2012 18:09:34 +0100 From: me at censix.com To: sashinali79 at hotmail.com CC: r-sig-finance at r-project.org Subject: Re: [R-SIG-Finance] IBrokers reqOpenOrders I am guessing, but this error looks like it is related to the actual connection you are trying to establish with the TWS. I have been using reqOpenOrders() without problems for a while now. Cheers Soren On Mon, 13 Feb 2012 12:27:47 +0000 Sash Ali <sashinali79 at hotmail.com> wrote:
Hi folks, I've been using the IBrokers package to automate placing market, stop, and limit orders into my trading account. However, I have a number of stop and limit orders that have not been hit and would like to automate the canceling of these. I am unable to find the required tools in the IBrokers documentation or on forums. However, I have discovered a brief mention on this forum on the 'reqOpenOrders' function but I can find only limited information on how to use it. I have tried the following, tws <- twsConnect(clientId=1); IBrokers::reqOpenOrders(tws) However, the output is Error in e_tick_size(NULL, msg, timestamp, file, symbols, ...) : argument "file" is missing, with no default - which I do not understand. I would be grateful for any help. Sash [[alternative HTML version deleted]]
_______________________________________________ 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.
[[alternative HTML version deleted]]
_______________________________________________ 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.