reqHistoricalData for comboLeg

Hi Niklas,

I haven't been able to check, but I don't think you can use
exhange="SMART", rather it must be explicit, i.e. "CBOE".

I also don't think you can get the combo price, rather you need to
request the historical data for each leg.  Would of course love to be
proved wrong...


HTH
Jeff


On Sat, Apr 20, 2013 at 2:51 AM, Niklas K <nk at fennoturvapalvelut.com
<mailto:nk at fennoturvapalvelut.com>> wrote:

    Hi,

    I am trying to get historical data for a comboLeg with the following
    code:



      tws <- twsConnect(1)
      bag <- twsBAG(    list(
        twsComboLeg( conId = "43635367", ratio = "1", action = "BUY",
    exchange = "SMART"
          )
          ,
          twsComboLeg(  conId = "47207284", ratio = "1", action =
    "SELL", exchange = "SMART"
          )
        )
      )
      reqHistoricalData(tws, Contract=bag, barSize='1 min', duration='2 D')




    For some reason it gets stuck at:
    "waiting for TWS reply on USD ..."

    If someone has been successfully getting data for comboLegs from IB
    tws I would be thankful for any tips.

    -niklas