prepareIBForexPrices: Prepare Interactive Brokers FX data
In ivanliu1989/RQuantTrader: A collection of functions for pair trading
Description
Usage
Arguments
Value
Description
Prepare Interactive Brokers FX data
Usage
1
2
prepareIBForexPrices(ib.duration = "1 Y", ib.barsize = "1 day",
Cur1 = "USD", Cur2 = "CAD", ibAcc = "paper", midOnly = TRUE)
Arguments
ib.duration
length of data to retreive from Interactive Broker
ib.barsize
the barsize of IB data
Cur1
currency one
Cur2
currency two
ibAcc
account type of Interactive Brokers (live or paper)
midOnly
only retreive mid prices
Value
A list of xts
ivanliu1989/RQuantTrader documentation built on Sept. 13, 2019, 11:54 a.m.
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Description Usage Arguments Value
Description
Prepare Interactive Brokers FX data
Usage
1 2 | prepareIBForexPrices(ib.duration = "1 Y", ib.barsize = "1 day",
Cur1 = "USD", Cur2 = "CAD", ibAcc = "paper", midOnly = TRUE)
|
Arguments
ib.duration |
length of data to retreive from Interactive Broker |
ib.barsize |
the barsize of IB data |
Cur1 |
currency one |
Cur2 |
currency two |
ibAcc |
account type of Interactive Brokers (live or paper) |
midOnly |
only retreive mid prices |
Value
A list of xts
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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