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Questions tagged [ibrokers]

`IBrokers` is an R package that provides a native `R` interface to Interactive Brokers Trader Workstation trading platform.

IBrokers is an R package that provides a native R interface to Interactive Brokers Trader Workstation trading platform.

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How to handle RSS in IBKR in TWS?

Hi, this is my first post here, so don't know about any rules here. How to ask, how to tag, etc. I'm a german stock trader, "fighting" with the TWS daily. Have to learn how to handle API stuff in the future, but actually no time to do so. Have still…
mikroschalter
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IBrokers R API and same day intraday prices

I think this is be an IB API more than the IBrokers R package. I am using reqHistoricalData to get 30 minutes intraday historical data. The market is open and I am not getting the same day's data. I only get yesterday's data. Is it possible to get…
Courvoisier
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Using IBrokers and R, what is the appropriate way to retrieve live trading data for multiple stocks?

Obviously, a trader can easily be monitoring 100s of stocks in a live trading session. Here is code to just retrieve live data for 30+ stock symbols: tws <- twsConnect() sym <- c("AAPL", "MSFT", "GOOGL", "TWTR", "MSFT", "BABA","JD", "WLTW", "DIA", …
Bear Bile Farming is Torture
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Is there a from and a to argument for reqHistoricalData in IBrokers?

How do I get historical data with an exact start and end date? It only has a "duration" parameter: df <- reqHistoricalData(tws, Contract=contract, barSize = "1 day", duration = "2 M") Can I do something like: df <- reqHistoricalData(tws,…
Bear Bile Farming is Torture
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IBrokers: Looping through a dataframe of endDateTime and twsEquity parameter pairs for reqHistoricalData in r

I am having some difficulty get the following reqHistoricalData request in IBrokers to work. I am try to feed a data frame of date time and stock tickers pair to retrieve the intraday tickers at 5 minute intervals for historical research. I am…
Dan Mack
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Trouble with pulling Option Data IBrokers

I have been pulling option data from Interactive brokers for the past 2 months. Since the new year when I go to pull option data, I get this message "Error in tmp[[id]] : subscript out of bounds" Here is the code. tws = twsConnect(port = 7498) …
Jordan Wrong
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continuously subscribe to the portfolio data with IBroker package?

I tried to use reqUpdateAccounts, but it is just a snapshot. I would like to monitor the portfolio on a continuous basis. I understand .reqUpdateAccounts could subscribe to the portfolio data, but don't know how to present and handle the data…
good.vibe
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IBrokers Quantstrat live implementation

I am wondering if there is any simple example available of the implementation of a simple strategy from quantstrat to IBrokers. I have been looking around, and played with backtests in quantstrat and with sending orders from R to IBrokers, but I do…
Cristian Popescu
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Order id placeorder Java interactive brokers

Currently each time I place an order with order.m_action = "BUY"; order.m_totalQuantity = 1; order.m_lmtPrice = 4.00; order.m_orderType = "LMT"; order.m_account = "U123123"; int randomNum = ThreadLocalRandom.current().nextInt(1, 5564 + 1) …
PlacePrint App
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Currency (FX) order with IBrokers in TWS

I am able to use IBrokers to submit standard futures and equity orders through the API. When I try the same methodology for spot FX, I don't receive an error message, yet the order doesn't come through the TWS working window as it does with the…
theGreatKatzul
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IBrokers R - paper trading account orders

Is it possible to process trades to a paper account through the IBrokers package?
milkmotel
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IBrokers error message (354 Requested market data is not subscribed.AAPL NASDAQ.NMS/TOP/ALL )

I try to connect TWS(A trading application of Interactive Broker) with a testing script in R. library (IBrokers) tws <- twsConnect() aapl.csv <- file("AAPL.csv", open="w") reqMktData (tws, twsSTK("AAPL"), eventWrapper = eWrapper.MktData.CSV(1), file…
madeinQuant
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R IBrokers reqOpenOrders hangs

Would anyone be able to advise how to use R IBrokers reqOpenOrders properly? > tws=twsConnect(clientId=66,host='localhost',port='7497') > reqOpenOrders(twsconn=tws) TWS Message: 2 -1 2104 Market data farm connection is OK:usopt TWS…
valuenaut
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reqHistoricalData() returning empty value using IBpy?

I am trying to use IBpy to return historical data from some instruments, but when I try the code in the documentation I get an empty result. I managed to make it work using R Ibroker but I would really prefer to have it working using the Python…
JordanBelf
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ibrokers R - Financial Advisor - order placement

I'm trying to place an OCO order on a Financial advisor account using ibrokers and R. How do I place an OCO order? How could I include a stop and take profit with each leg of the OCO that's also cancelled? Thanks for any guidance! Sample…
Sagaponack FX
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