R/reqExecutions.R

Defines functions reqExecutions

reqExecutions <- function(twsconn, reqId="0", ExecutionFilter) {
  if(!is.twsConnection(twsconn))
    stop("invalid 'twsConnection' object") 

  con <- twsconn[[1]]

  VERSION <- "3"
  outgoing <- c(.twsOutgoingMSG$REQ_EXECUTIONS,
                VERSION,
                as.character(reqId),
                ExecutionFilter$clientId,
                ExecutionFilter$acctCode,
                ExecutionFilter$time,
                ExecutionFilter$symbol,
                ExecutionFilter$secType,
                ExecutionFilter$exchange,
                ExecutionFilter$side)
  writeBin(outgoing, con)
}
algoquant/IBrokers2 documentation built on Nov. 3, 2021, 10:18 p.m.