get_quote.IB: Download current instrument quote using IBrokers...
In gsee/twsInstrument: Improves ease of use of IBrokers and FinancialInstrument

Description Usage Arguments Details Value Author(s) References See Also Examples

Download current instrument quote using IBrokers

get_quote(Symbols, src = "IB", ...)

get_quote.IB(Symbols, verbose = FALSE, tws = NULL, ...)

getQuote.IB(Symbols, verbose = FALSE, tws = NULL, ...)

`Symbols`	Can be a vector of instrument names, or a character string of symbols, separated by semi-colons.
`src`	method to use to get the quote. Only "IB" and "yahoo" supported
`verbose`	boolean. If TRUE, user will be informed that connection is established, and what is being downloaded.
`tws`	Currently not implemented.
`...`	other arguments such as ‘eWrapper’

get_quote can be called with src="yahoo" or src="IB".

get_quote.IB is an adaptation of code that Jeff sent to the r-sig-finance mailing list. This function will connect to IBrokers and download recent market data for one or many instruments. It will try to connect with clientId 1000. If unsuccessful, it will try again with clientId 1001, and finally, clientId 9999. (the clientIds are arbitrary.) Once connected, it will request market data and then disconnect. IB does not give values for ‘Last’, ‘LastSize’, or ‘Volume’ for exchange_rates (twsCASH), so those columns will not be included if any of the instruments for which you are requesting a quote are exchange_rates.

All instruments should be defined before requesting quotes with src="IB", but if any of the requested symbols are not names of previously defined instruments, they will be treated as stocks denominated in ‘USD’. Internally, the stock instrument will be temporarily created to make the request, and subsequently removed.

data.frame with columns: ‘BidSize’, ‘BidPrice’, ‘AskPrice’, ‘AskSize’. If none of the quotes are for exchange_rates, it will also contain the columns ‘Last’, ‘LastSize’, and ‘Volume’

Garrett See, but the bulk of this comes from Jeff Ryan. See references.

http://www.mail-archive.com/r-sig-finance@stat.math.ethz.ch/msg00927.html

get_quote.yahoo

## Not run: 
define_stocks(c("SPY","DIA"))
fut <- front_future(c("ES","YM"))
get_quote(ls_twsInstruments())
get_quote(ls_stocks(),src='yahoo')
define_FX('EURUSD')
get_quote(ls_twsInstruments()) #will not include trade related data because EURUSD doesn't have it

## End(Not run)