IBrokers-package {IBrokers} | R Documentation |
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.
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
Jeffrey A. Ryan
Maintainer: Jeffrey A. Ryan <jeff.a.ryan@gmail.com>
Interactive Brokers: www.interactivebrokers.com
## 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)