update_instruments.IB: updates instrument metadata with data from IB

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

Description

Adds/updates information in instrument with data downloaded from IB

Usage

update_instruments.all(Symbols = "all", ...)

update_instruments.IB(Symbols = c("all", "stocks", "futures", "options",
  "currencies"), addIBslot = TRUE, updateInstrument = TRUE,
  include_expired = "1", assign_i = TRUE, assign_c = TRUE)

Arguments

Symbols	can be a vector of instrument names, or, can be ‘all’ or ‘stocks’ or, can also be ‘futures’, ‘options’, ‘currencies’
...	pass through arguments for update_instruments.IB and update_instruments.TTR
addIBslot	Boolean. should an IB slot be added to the instrument, making it a twsInstrument?
updateInstrument	Boolean. Should data outside the IB slot also be updated?
include_expired	Should expired contracts be included in reqContractDetails call? "0" for no, "1" for yes (default).
assign_i	should the instrument be stored in .instrument environment.
assign_c	If a new currency is discovered, should it be created

Details

These are basically wrappers for buildIBcontract. With these functions you can update some or all instruments' information from IB.

if you call update_instruments.IB with one of ‘all’ or ‘stocks’, ‘futures’, ‘options’, ‘currencies’, it is the same as calling it with the relevant ls_ function (e.g. ls_stocks()). Therefore, functionality can be extended by using ls_ functions instead of a descriptive string.

Value

called for side-effect

Author(s)

Garrett See

See Also

FinancialInstrument:::update_instruments.yahoo, twsInstrument, define_stocks www.interactivebrokers.com IB API http://interactivebrokers.com/php/apiUsersGuide/apiguide.htm?

Examples

## Not run: 
	stock('GS',currency('USD'))
	update_instruments.IB('GS')
 getInstrument("GS")

## End(Not run)

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