[R-SIG-Finance] Placing Combo orders with IBrokers
psmith
preston.c.smith at gmail.com
Tue Aug 9 02:15:48 CEST 2011
If anyone has successfully placed a combination order with the IBrokers
package, I'd appreciate it if you could post an example. I have tried the
code below but although there are no errors, there is no order in TWS. Also
if I follow this with a reqCurrentTime(tws), I get a bunch of warnings of
the type:
Warning: Unknown incoming message: °'. Please reset connection
Warning: Unknown incoming message: °›õ. Please reset connection
Thanks for any insight.
require(IBrokers)
tws <- twsConnect(1)
order <- twsOrder( orderId=reqIds(tws), totalQuantity = "1", lmtPrice = "1"
)
bag <- twsBAG(
list(
twsComboLeg(
conId = "79265697",
ratio = "1",
action = "BUY",
exchange = "SMART"
)
,
twsComboLeg(
conId = "79265687",
ratio = "1",
action = "SELL",
exchange = "SMART"
)
)
)
placeOrder( tws, bag, order)
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