twsOrder: Create twsOrder Object
In hadar2703/ibrokers: R API to Interactive Brokers Trader Workstation

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

Create twsOrder object for placeOrder API call.

twsOrder(orderId,
         action = "BUY", 
         totalQuantity = "10", 
         orderType = "LMT",
         lmtPrice = "0.0", 
         auxPrice = "0.0",
         tif = "",
         outsideRTH = "0",
         openClose = "O",
         origin = .twsOrderID$CUSTOMER,
         ocaGroup = "",
         account = "",
         orderRef = "",
         transmit = TRUE,
         parentId = "0",
         blockOrder = "0",
         sweepToFill = "0",
         displaySize = "0",
         triggerMethod = "0",
         hidden = "0",
         discretionaryAmt = "0.0",
         goodAfterTime = "",
         goodTillDate = "",
         faGroup = "", 
         faMethod = "",
         faPercentage = "",
         faProfile = "",
         shortSaleSlot = "0",
         designatedLocation = .twsOrderID$EMPTY_STR,
         ocaType = "0",
         rule80A = "",
         settlingFirm = "",
         clearingAccount = "",
         clearingIntent = "",
         allOrNone = "0",
         minQty = "",
         percentOffset = "",
         eTradeOnly = "0",
         firmQuoteOnly = "0",
         nbboPriceCap = "",
         auctionStrategy = "0",
         startingPrice = "",
         stockRefPrice = "",
         delta = "",
         stockRangeLower = "",
         stockRangeUpper = "",
         overridePercentageConstraints = "0",
         volatility = "",
         volatilityType = "",
         deltaNeutralOrderType = "",
         deltaNeutralAuxPrice = "",
         continuousUpdate = "0",
         referencePriceType = "",
         trailStopPrice = "",
         basisPoints = "",
         basisPointsType = "",
         scaleInitLevelSize = "",
         scaleSubsLevelSize = "",
         scalePriceIncrement = "",
         notHeld = FALSE,
         algoStrategy = "",
         algoParams = NULL,
         whatIf = FALSE,
         clientId = "",
         permId = "")

`orderId`	The id for the order. Use `reqIds`.
`action`	Identifies the side. ( BUY, SELL, SSHORT )
`totalQuantity`	Order quantity.
`orderType`	Order type. ( MKT, MKTCLS, LMT, LMTCLS, PEGMKT, SCALE, STP, STPLMT, TRAIL, REL, VWAP, TRAILLIMIT )
`lmtPrice`	The LIMIT price for LMT, STPLMT and REL `orderType`
`auxPrice`	The STOP price for STPLMT (stop-limit) orders, and the offset for REL (relative) orders
`tif`	Time in force. (DAY, GTC, IOC, GTD)
`outsideRTH`	Allow orders to trigger outside of regular trading hours.
`openClose`	Specify whether order is open or close only. (Institutional Accounts Only)
`origin`	The order origin. 0=customer, 1=firm (Institutional Accounts Only)
`ocaGroup`	Identifies OCA group.
`account`	The account (Institutional Accounts Only)
`orderRef`	The order reference (Institutional Accounts Only)
`transmit`	Specify whether the order is transmitted to the TWS. If FALSE, order is created but not sent. (not implemented)
`parentId`	The orderId of the parent order, used for bracket and auto trailing stop orders.
`blockOrder`	ISE block order?
`sweepToFill`	Sweep to fill order?
`displaySize`	Publicly disclosed order size for Iceberg orders.
`triggerMethod`	How should simulated orders be triggered. Valid values are 0-8. See the official API for details.
`hidden`	Hide order on ISLAND?
`discretionaryAmt`	Amount off limit for discretionary orders.
`goodAfterTime`	Trades Good After Time: YYYYMMDD hh:mm:ss or ""
`goodTillDate`	Trades Good Till Date: YYYYMMDD hh:mm:ss or ""
`faGroup`	NA
`faMethod`	NA
`faPercentage`	NA
`faProfile`	NA
`shortSaleSlot`	1 or 2
`designatedLocation`	Only when `shortSaleSlot=2`
`ocaType`	Cancel on Fill with Block = 1 Reduce on Fill with Block = 2 Reduce on Fill without Block = 3
`rule80A`	Valid values: I, A, W, J, U, M, K, Y, N. See API.
`settlingFirm`	(Institutional Only)
`clearingAccount`	IBExecution customers only.
`clearingIntent`	IBExecution customers only.
`allOrNone`	yes=1, no=0
`minQty`	Minimum quantity order type.
`percentOffset`	Percent offset for REL (relative) orders.
`eTradeOnly`	Trade with electronic quotes. yes=1, no=0.
`firmQuoteOnly`	Trade with firm quotes. yes=1, no=0.
`nbboPriceCap`	The maximum Smart order distance from the NBBO.
`auctionStrategy`	BOX only. See API.
`startingPrice`	BOX only. See API.
`stockRefPrice`	The stock reference price. VOL orders. See API.
`delta`	BOX only. See API.
`stockRangeLower`	See API.
`stockRangeUpper`	See API.
`overridePercentageConstraints`	See API.
`volatility`	See API.
`volatilityType`	See API.
`deltaNeutralOrderType`	See API.
`deltaNeutralAuxPrice`	See API.
`continuousUpdate`	See API.
`referencePriceType`	See API.
`trailStopPrice`	For TRAILLIMIT orders only.
`basisPoints`	EFP orders only.
`basisPointsType`	EFP orders only.
`scaleInitLevelSize`	For Scale orders. See API.
`scaleSubsLevelSize`	For Scale orders. See API.
`scalePriceIncrement`	For Scale orders. See API.
`notHeld`	See API and guess.
`algoStrategy`	See API and guess.
`algoParams`	See API and guess.
`whatIf`	Use to request pre-trade commissions and margin information. TRUE/FALSE
`clientId`	Id of the client that placed the order.
`permId`	TWS id used to identify orders. Constant over a session.