twsScannerSubscription: Create ScannerSubscription

In jlaultman/ibrokers: R API to Interactive Brokers Trader Workstation

Description

Create an object for use with reqScannerSubscription and .reqScannerSubscription.

Usage

twsScannerSubscription(numberOfRows = -1, 
                       instrument = "", 
                       locationCode = "", 
                       scanCode = "", 
                       abovePrice = "", 
                       belowPrice = "", 
                       aboveVolume = "",
                       averageOptionVolumeAbove = "",
                       marketCapAbove = "", 
                       marketCapBelow = "", 
                       moodyRatingAbove = "", 
                       moodyRatingBelow = "", 
                       spRatingAbove = "", 
                       spRatingBelow = "", 
                       maturityDateAbove = "", 
                       maturityDateBelow = "", 
                       couponRateAbove = "", 
                       couponRateBelow = "", 
                       excludeConvertible = "", 
                       scannerSettingPairs = "", 
                       stockTypeFilter = "")

Arguments

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"?

Details

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.

Value

A (potentially) valid twsScannerSubscription object for reqScannerSubscription calls.

Note

Further documentation will be forthcoming. Users are encouraged to email use cases to make for better documentation.

Author(s)

Jeffrey A. Ryan

References

http://www.interactivebrokers.com/en/software/tws/usersguidebook/technicalanalytics/market_scanner_types.htm

See Also

reqScannerSubscription,

Examples

scnr <- twsScannerSubscription(numberOfRows=10,
                               instrument="STK",
                               locationCode="STK.US.MAJOR",
                               scanCode="TOP_PERC_GAIN",
                               aboveVolume=0,
                               marketCapAbove=1e8,
                               scannerSettingPairs="Annual,true",
                               stockTypeFilter="ALL")
scnr

jlaultman/ibrokers documentation built on May 19, 2019, 12:46 p.m.