structs: Data Structures
In lbilli/rib: An Implementation of 'Interactive Brokers' API
structs R Documentation
Data Structures
Description
The data structures used by the API are implemented as R named lists,
possibly nested.
Templates filled with default values are defined within the package.
In order to instantiate them, no elaborate contructor is required but
a simple copy will do.
Still, helper functions are available for Contract and Order.
Usage
ComboLeg
Contract
DeltaNeutralContract
ExecutionFilter
Order
OrderCancel
ScannerSubscription
SoftDollarTier
WshEventData
See Also
IBContract, IBOrder.
Examples
stock <- Contract
stock$symbol <- "GOOG"
stock$secType <- "STK"
stock$exchange <- "SMART"
stock$currency <- "USD"
lbilli/rib documentation built on Feb. 14, 2025, 6:38 a.m.
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| structs | R Documentation |
Data Structures
Description
The data structures used by the API are implemented as R named lists, possibly nested. Templates filled with default values are defined within the package. In order to instantiate them, no elaborate contructor is required but a simple copy will do.
Still, helper functions are available for Contract and Order.
Usage
ComboLeg
Contract
DeltaNeutralContract
ExecutionFilter
Order
OrderCancel
ScannerSubscription
SoftDollarTier
WshEventData
See Also
IBContract, IBOrder.
Examples
stock <- Contract
stock$symbol <- "GOOG"
stock$secType <- "STK"
stock$exchange <- "SMART"
stock$currency <- "USD"
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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