getIBEquities: requests historical data for stocks from IB

In gsee/twsInstrument: Improves ease of use of IBrokers and FinancialInstrument

Description

A wrapper to request historical data for several symbols at once

Usage

getIBEquities(symbols, tws, barSize = "1 min", duration = "5 D",
  env = .GlobalEnv)

Arguments

symbols	character vector
tws	twsConnection object
barSize	see details for valid values
duration	timespan request covers
env	environment to put data in; also the environment to look for twsConnection object if not supplied

Details

gets Open, High, Low, Close, Volume, etc. for TRADES

The below is taken from reqHistoricalData help page, see that help for more.

Legal barSize settings are ‘1 secs’,‘5 secs’,‘15 secs’, ‘30 mins’,‘1 min’,‘2 mins’, ‘3 mins’,‘5 mins’,‘15 mins’, ‘30 mins’,‘1 hour’,‘1 day’, ‘1 week’,‘1 month’,‘3 months’, and ‘1 year’.

The duration string must be of the form ‘n S’ where the last character may be any one of ‘S’ (seconds), ‘D’ (days), ‘W’ (weeks), ‘M’ (months), and ‘Y’ (year). At present the limit for years is 1.

Value

called for its side effect

Author(s)

Garrett See

See Also

reqHistoricalData, reqHistory, getBAT, getBAThistory

Examples

## Not run: 
getIBEquities(c('SPY','DIA'))

## End(Not run)

gsee/twsInstrument documentation built on May 17, 2019, 8:55 a.m.