Description Usage Arguments Details Value Note Author(s) References See Also Examples
Create an object for use with reqScannerSubscription
and
.reqScannerSubscription
.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 | twsScannerSubscription(numberOfRows = -1,
instrument = "",
locationCode = "",
scanCode = "",
abovePrice = "",
belowPrice = "",
aboveVolume = "",
averageOptionVolumeAbove = "",
marketCapAbove = "",
marketCapBelow = "",
moodyRatingAbove = "",
moodyRatingBelow = "",
spRatingAbove = "",
spRatingBelow = "",
maturityDateAbove = "",
maturityDateBelow = "",
couponRateAbove = "",
couponRateBelow = "",
excludeConvertible = "",
scannerSettingPairs = "",
stockTypeFilter = "")
|
numberOfRows |
Number of rows of scanner results returned |
instrument |
A character string of STK, ... |
locationCode |
A character string of STK.NA, STK.US, STK.US.MAJOR, ... |
scanCode |
One of the available scans. See details |
abovePrice |
Price to filter above |
belowPrice |
Price to filter below |
aboveVolume |
Volume to filter above |
averageOptionVolumeAbove |
Average option volume above this |
marketCapAbove |
Market cap to filter above |
marketCapBelow |
Market cap to filter below |
moodyRatingAbove |
Moody rating to filter above |
moodyRatingBelow |
Moody rating to filter below |
spRatingAbove |
S&P rating to filter above |
spRatingBelow |
S&P rating to filter below |
maturityDateAbove |
Maturity date to filter above |
maturityDateBelow |
Maturity date to filter below |
couponRateAbove |
Coupon rate to filter above |
couponRateBelow |
Coupon rate to filter below |
excludeConvertible |
? |
scannerSettingPairs |
? |
stockTypeFilter |
"ALL"? |
By necessity, design, or otherwise - scanner data is difficult
to correctly use at the API level. The valid values and some
small examples are returned by the API using the related
reqScannerParameters
function. The XML returned by that
call isn't very clear in its value or purpose though.
A (potentially) valid twsScannerSubscription object for
reqScannerSubscription
calls.
Further documentation will be forthcoming. Users are encouraged to email use cases to make for better documentation.
Jeffrey A. Ryan
1 2 3 4 5 6 7 8 9 | scnr <- twsScannerSubscription(numberOfRows=10,
instrument="STK",
locationCode="STK.US.MAJOR",
scanCode="TOP_PERC_GAIN",
aboveVolume=0,
marketCapAbove=1e8,
scannerSettingPairs="Annual,true",
stockTypeFilter="ALL")
scnr
|
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