IBrokers-package {IBrokers}R Documentation

R API to the Interactive Brokers Trader Workstation (TWS).

Description

A very limited R implementation of the TWS API. At present it is only able to access historic data from the Interactive Brokers servers. Future additions will include more API access and possible real-time charting via the quantmod package.

A word of warning. I wrote this in 3 days. Much of the current event loop is being rewritten to better handle errors, as well as speed up large data requests. This version is mostly a proof-of-concept and will be updated regularly. That said, please report any and all bugs/experiences to the maintainer so they can be incorporated into development versions.

Details

Package: IBrokers
Type: Package
Version: 0.0-1
Date: 2008-02-21
License: GPL-3

The current API methods supported are:

reqCurrentTime: The TWS server time in seconds since the epoch reqHistoricalData: Fetch historical data

Author(s)

Jeffrey A. Ryan

Maintainer: Jeffrey A. Ryan <jeff.a.ryan@gmail.com>

References

Interactive Brokers: www.interactivebrokers.com

Examples

## Not run: 
tws <- twsConnect() # make a new connection to the TWS
reqCurrentTime(tws) # check the server's timestamp

contract <- twsEquity('IBG','SMART','ISLAND') # equity specification

reqHistoricalData(tws,contract) # request historical data
twsDisconnect(tws)  # disconnect from the TWS
## End(Not run)

[Package IBrokers version 0.0-1 Index]