R/codes.R
In lbilli/rib: An Implementation of 'Interactive Brokers' API
Defines functions
fundtype
funddist
ticktype
ticktype <- function(t)
{
res <- map_ticktype[t]
if(is.na(res)) {
warning("unknown ticktype: ", t)
"UNKNOWN"
}
else
res
}
map_ticktype <- c( "0" = "BID_SIZE",
"1" = "BID",
"2" = "ASK",
"3" = "ASK_SIZE",
"4" = "LAST",
"5" = "LAST_SIZE",
"6" = "HIGH",
"7" = "LOW",
"8" = "VOLUME",
"9" = "CLOSE",
"10" = "BID_OPTION",
"11" = "ASK_OPTION",
"12" = "LAST_OPTION",
"13" = "MODEL_OPTION",
"14" = "OPEN",
"15" = "LOW_13_WEEK",
"16" = "HIGH_13_WEEK",
"17" = "LOW_26_WEEK",
"18" = "HIGH_26_WEEK",
"19" = "LOW_52_WEEK",
"20" = "HIGH_52_WEEK",
"21" = "AVG_VOLUME",
"22" = "OPEN_INTEREST",
"23" = "OPTION_HISTORICAL_VOL",
"24" = "OPTION_IMPLIED_VOL",
"25" = "OPTION_BID_EXCH",
"26" = "OPTION_ASK_EXCH",
"27" = "OPTION_CALL_OPEN_INTEREST",
"28" = "OPTION_PUT_OPEN_INTEREST",
"29" = "OPTION_CALL_VOLUME",
"30" = "OPTION_PUT_VOLUME",
"31" = "INDEX_FUTURE_PREMIUM",
"32" = "BID_EXCH",
"33" = "ASK_EXCH",
"34" = "AUCTION_VOLUME",
"35" = "AUCTION_PRICE",
"36" = "AUCTION_IMBALANCE",
"37" = "MARK_PRICE",
"38" = "BID_EFP_COMPUTATION",
"39" = "ASK_EFP_COMPUTATION",
"40" = "LAST_EFP_COMPUTATION",
"41" = "OPEN_EFP_COMPUTATION",
"42" = "HIGH_EFP_COMPUTATION",
"43" = "LOW_EFP_COMPUTATION",
"44" = "CLOSE_EFP_COMPUTATION",
"45" = "LAST_TIMESTAMP",
"46" = "SHORTABLE",
"47" = "FUNDAMENTAL_RATIOS",
"48" = "RT_VOLUME",
"49" = "HALTED",
"50" = "BID_YIELD",
"51" = "ASK_YIELD",
"52" = "LAST_YIELD",
"53" = "CUST_OPTION_COMPUTATION",
"54" = "TRADE_COUNT",
"55" = "TRADE_RATE",
"56" = "VOLUME_RATE",
"57" = "LAST_RTH_TRADE",
"58" = "RT_HISTORICAL_VOL",
"59" = "IB_DIVIDENDS",
"60" = "BOND_FACTOR_MULTIPLIER",
"61" = "REGULATORY_IMBALANCE",
"62" = "NEWS_TICK",
"63" = "SHORT_TERM_VOLUME_3_MIN",
"64" = "SHORT_TERM_VOLUME_5_MIN",
"65" = "SHORT_TERM_VOLUME_10_MIN",
"66" = "DELAYED_BID",
"67" = "DELAYED_ASK",
"68" = "DELAYED_LAST",
"69" = "DELAYED_BID_SIZE",
"70" = "DELAYED_ASK_SIZE",
"71" = "DELAYED_LAST_SIZE",
"72" = "DELAYED_HIGH",
"73" = "DELAYED_LOW",
"74" = "DELAYED_VOLUME",
"75" = "DELAYED_CLOSE",
"76" = "DELAYED_OPEN",
"77" = "RT_TRD_VOLUME",
"78" = "CREDITMAN_MARK_PRICE",
"79" = "CREDITMAN_SLOW_MARK_PRICE",
"80" = "DELAYED_BID_OPTION",
"81" = "DELAYED_ASK_OPTION",
"82" = "DELAYED_LAST_OPTION",
"83" = "DELAYED_MODEL_OPTION",
"84" = "LAST_EXCH",
"85" = "LAST_REG_TIME",
"86" = "FUTURES_OPEN_INTEREST",
"87" = "AVG_OPT_VOLUME",
"88" = "DELAYED_LAST_TIMESTAMP",
"89" = "SHORTABLE_SHARES",
"90" = "DELAYED_HALTED",
"91" = "REUTERS_2_MUTUAL_FUNDS",
"92" = "ETF_NAV_CLOSE",
"93" = "ETF_NAV_PRIOR_CLOSE",
"94" = "ETF_NAV_BID",
"95" = "ETF_NAV_ASK",
"96" = "ETF_NAV_LAST",
"97" = "ETF_FROZEN_NAV_LAST",
"98" = "ETF_NAV_HIGH",
"99" = "ETF_NAV_LOW",
"100" = "SOCIAL_MARKET_ANALYTICS",
"101" = "ESTIMATED_IPO_MIDPOINT",
"102" = "FINAL_IPO_LAST",
"103" = "DELAYED_YIELD_BID",
"104" = "DELAYED_YIELD_ASK")
map_inbound <- c( "1" = "TICK_PRICE",
"2" = "TICK_SIZE",
"3" = "ORDER_STATUS",
"4" = "ERR_MSG",
"5" = "OPEN_ORDER",
"6" = "ACCT_VALUE",
"7" = "PORTFOLIO_VALUE",
"8" = "ACCT_UPDATE_TIME",
"9" = "NEXT_VALID_ID",
"10" = "CONTRACT_DATA",
"11" = "EXECUTION_DATA",
"12" = "MARKET_DEPTH",
"13" = "MARKET_DEPTH_L2",
"14" = "NEWS_BULLETINS",
"15" = "MANAGED_ACCTS",
"16" = "RECEIVE_FA",
"17" = "HISTORICAL_DATA",
"18" = "BOND_CONTRACT_DATA",
"19" = "SCANNER_PARAMETERS",
"20" = "SCANNER_DATA",
"21" = "TICK_OPTION_COMPUTATION",
"45" = "TICK_GENERIC",
"46" = "TICK_STRING",
"47" = "TICK_EFP",
"49" = "CURRENT_TIME",
"50" = "REAL_TIME_BARS",
"51" = "FUNDAMENTAL_DATA",
"52" = "CONTRACT_DATA_END",
"53" = "OPEN_ORDER_END",
"54" = "ACCT_DOWNLOAD_END",
"55" = "EXECUTION_DATA_END",
"56" = "DELTA_NEUTRAL_VALIDATION",
"57" = "TICK_SNAPSHOT_END",
"58" = "MARKET_DATA_TYPE",
"59" = "COMMISSION_REPORT",
"61" = "POSITION_DATA",
"62" = "POSITION_END",
"63" = "ACCOUNT_SUMMARY",
"64" = "ACCOUNT_SUMMARY_END",
"65" = "VERIFY_MESSAGE_API",
"66" = "VERIFY_COMPLETED",
"67" = "DISPLAY_GROUP_LIST",
"68" = "DISPLAY_GROUP_UPDATED",
"69" = "VERIFY_AND_AUTH_MESSAGE_API",
"70" = "VERIFY_AND_AUTH_COMPLETED",
"71" = "POSITION_MULTI",
"72" = "POSITION_MULTI_END",
"73" = "ACCOUNT_UPDATE_MULTI",
"74" = "ACCOUNT_UPDATE_MULTI_END",
"75" = "SECURITY_DEFINITION_OPTION_PARAMETER",
"76" = "SECURITY_DEFINITION_OPTION_PARAMETER_END",
"77" = "SOFT_DOLLAR_TIERS",
"78" = "FAMILY_CODES",
"79" = "SYMBOL_SAMPLES",
"80" = "MKT_DEPTH_EXCHANGES",
"81" = "TICK_REQ_PARAMS",
"82" = "SMART_COMPONENTS",
"83" = "NEWS_ARTICLE",
"84" = "TICK_NEWS",
"85" = "NEWS_PROVIDERS",
"86" = "HISTORICAL_NEWS",
"87" = "HISTORICAL_NEWS_END",
"88" = "HEAD_TIMESTAMP",
"89" = "HISTOGRAM_DATA",
"90" = "HISTORICAL_DATA_UPDATE",
"91" = "REROUTE_MKT_DATA_REQ",
"92" = "REROUTE_MKT_DEPTH_REQ",
"93" = "MARKET_RULE",
"94" = "PNL",
"95" = "PNL_SINGLE",
"96" = "HISTORICAL_TICKS",
"97" = "HISTORICAL_TICKS_BID_ASK",
"98" = "HISTORICAL_TICKS_LAST",
"99" = "TICK_BY_TICK",
"100" = "ORDER_BOUND",
"101" = "COMPLETED_ORDER",
"102" = "COMPLETED_ORDERS_END",
"103" = "REPLACE_FA_END",
"104" = "WSH_META_DATA",
"105" = "WSH_EVENT_DATA",
"106" = "HISTORICAL_SCHEDULE",
"107" = "USER_INFO")
funddist <- function(v) switch(v,
N= "Accumulation Fund",
Y= "Income Fund",
"None")
fundtype <- function(v) switch(v,
"000" = "Others",
"001" = "Money Market",
"002" = "Fixed Income",
"003" = "Multi-asset",
"004" = "Equity",
"005" = "Sector",
"006" = "Guaranteed",
"007" = "Alternative",
"None")
lbilli/rib documentation built on July 2, 2024, 7:43 p.m.
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Defines functions fundtype funddist ticktype
ticktype <- function(t)
{
res <- map_ticktype[t]
if(is.na(res)) {
warning("unknown ticktype: ", t)
"UNKNOWN"
}
else
res
}
map_ticktype <- c( "0" = "BID_SIZE",
"1" = "BID",
"2" = "ASK",
"3" = "ASK_SIZE",
"4" = "LAST",
"5" = "LAST_SIZE",
"6" = "HIGH",
"7" = "LOW",
"8" = "VOLUME",
"9" = "CLOSE",
"10" = "BID_OPTION",
"11" = "ASK_OPTION",
"12" = "LAST_OPTION",
"13" = "MODEL_OPTION",
"14" = "OPEN",
"15" = "LOW_13_WEEK",
"16" = "HIGH_13_WEEK",
"17" = "LOW_26_WEEK",
"18" = "HIGH_26_WEEK",
"19" = "LOW_52_WEEK",
"20" = "HIGH_52_WEEK",
"21" = "AVG_VOLUME",
"22" = "OPEN_INTEREST",
"23" = "OPTION_HISTORICAL_VOL",
"24" = "OPTION_IMPLIED_VOL",
"25" = "OPTION_BID_EXCH",
"26" = "OPTION_ASK_EXCH",
"27" = "OPTION_CALL_OPEN_INTEREST",
"28" = "OPTION_PUT_OPEN_INTEREST",
"29" = "OPTION_CALL_VOLUME",
"30" = "OPTION_PUT_VOLUME",
"31" = "INDEX_FUTURE_PREMIUM",
"32" = "BID_EXCH",
"33" = "ASK_EXCH",
"34" = "AUCTION_VOLUME",
"35" = "AUCTION_PRICE",
"36" = "AUCTION_IMBALANCE",
"37" = "MARK_PRICE",
"38" = "BID_EFP_COMPUTATION",
"39" = "ASK_EFP_COMPUTATION",
"40" = "LAST_EFP_COMPUTATION",
"41" = "OPEN_EFP_COMPUTATION",
"42" = "HIGH_EFP_COMPUTATION",
"43" = "LOW_EFP_COMPUTATION",
"44" = "CLOSE_EFP_COMPUTATION",
"45" = "LAST_TIMESTAMP",
"46" = "SHORTABLE",
"47" = "FUNDAMENTAL_RATIOS",
"48" = "RT_VOLUME",
"49" = "HALTED",
"50" = "BID_YIELD",
"51" = "ASK_YIELD",
"52" = "LAST_YIELD",
"53" = "CUST_OPTION_COMPUTATION",
"54" = "TRADE_COUNT",
"55" = "TRADE_RATE",
"56" = "VOLUME_RATE",
"57" = "LAST_RTH_TRADE",
"58" = "RT_HISTORICAL_VOL",
"59" = "IB_DIVIDENDS",
"60" = "BOND_FACTOR_MULTIPLIER",
"61" = "REGULATORY_IMBALANCE",
"62" = "NEWS_TICK",
"63" = "SHORT_TERM_VOLUME_3_MIN",
"64" = "SHORT_TERM_VOLUME_5_MIN",
"65" = "SHORT_TERM_VOLUME_10_MIN",
"66" = "DELAYED_BID",
"67" = "DELAYED_ASK",
"68" = "DELAYED_LAST",
"69" = "DELAYED_BID_SIZE",
"70" = "DELAYED_ASK_SIZE",
"71" = "DELAYED_LAST_SIZE",
"72" = "DELAYED_HIGH",
"73" = "DELAYED_LOW",
"74" = "DELAYED_VOLUME",
"75" = "DELAYED_CLOSE",
"76" = "DELAYED_OPEN",
"77" = "RT_TRD_VOLUME",
"78" = "CREDITMAN_MARK_PRICE",
"79" = "CREDITMAN_SLOW_MARK_PRICE",
"80" = "DELAYED_BID_OPTION",
"81" = "DELAYED_ASK_OPTION",
"82" = "DELAYED_LAST_OPTION",
"83" = "DELAYED_MODEL_OPTION",
"84" = "LAST_EXCH",
"85" = "LAST_REG_TIME",
"86" = "FUTURES_OPEN_INTEREST",
"87" = "AVG_OPT_VOLUME",
"88" = "DELAYED_LAST_TIMESTAMP",
"89" = "SHORTABLE_SHARES",
"90" = "DELAYED_HALTED",
"91" = "REUTERS_2_MUTUAL_FUNDS",
"92" = "ETF_NAV_CLOSE",
"93" = "ETF_NAV_PRIOR_CLOSE",
"94" = "ETF_NAV_BID",
"95" = "ETF_NAV_ASK",
"96" = "ETF_NAV_LAST",
"97" = "ETF_FROZEN_NAV_LAST",
"98" = "ETF_NAV_HIGH",
"99" = "ETF_NAV_LOW",
"100" = "SOCIAL_MARKET_ANALYTICS",
"101" = "ESTIMATED_IPO_MIDPOINT",
"102" = "FINAL_IPO_LAST",
"103" = "DELAYED_YIELD_BID",
"104" = "DELAYED_YIELD_ASK")
map_inbound <- c( "1" = "TICK_PRICE",
"2" = "TICK_SIZE",
"3" = "ORDER_STATUS",
"4" = "ERR_MSG",
"5" = "OPEN_ORDER",
"6" = "ACCT_VALUE",
"7" = "PORTFOLIO_VALUE",
"8" = "ACCT_UPDATE_TIME",
"9" = "NEXT_VALID_ID",
"10" = "CONTRACT_DATA",
"11" = "EXECUTION_DATA",
"12" = "MARKET_DEPTH",
"13" = "MARKET_DEPTH_L2",
"14" = "NEWS_BULLETINS",
"15" = "MANAGED_ACCTS",
"16" = "RECEIVE_FA",
"17" = "HISTORICAL_DATA",
"18" = "BOND_CONTRACT_DATA",
"19" = "SCANNER_PARAMETERS",
"20" = "SCANNER_DATA",
"21" = "TICK_OPTION_COMPUTATION",
"45" = "TICK_GENERIC",
"46" = "TICK_STRING",
"47" = "TICK_EFP",
"49" = "CURRENT_TIME",
"50" = "REAL_TIME_BARS",
"51" = "FUNDAMENTAL_DATA",
"52" = "CONTRACT_DATA_END",
"53" = "OPEN_ORDER_END",
"54" = "ACCT_DOWNLOAD_END",
"55" = "EXECUTION_DATA_END",
"56" = "DELTA_NEUTRAL_VALIDATION",
"57" = "TICK_SNAPSHOT_END",
"58" = "MARKET_DATA_TYPE",
"59" = "COMMISSION_REPORT",
"61" = "POSITION_DATA",
"62" = "POSITION_END",
"63" = "ACCOUNT_SUMMARY",
"64" = "ACCOUNT_SUMMARY_END",
"65" = "VERIFY_MESSAGE_API",
"66" = "VERIFY_COMPLETED",
"67" = "DISPLAY_GROUP_LIST",
"68" = "DISPLAY_GROUP_UPDATED",
"69" = "VERIFY_AND_AUTH_MESSAGE_API",
"70" = "VERIFY_AND_AUTH_COMPLETED",
"71" = "POSITION_MULTI",
"72" = "POSITION_MULTI_END",
"73" = "ACCOUNT_UPDATE_MULTI",
"74" = "ACCOUNT_UPDATE_MULTI_END",
"75" = "SECURITY_DEFINITION_OPTION_PARAMETER",
"76" = "SECURITY_DEFINITION_OPTION_PARAMETER_END",
"77" = "SOFT_DOLLAR_TIERS",
"78" = "FAMILY_CODES",
"79" = "SYMBOL_SAMPLES",
"80" = "MKT_DEPTH_EXCHANGES",
"81" = "TICK_REQ_PARAMS",
"82" = "SMART_COMPONENTS",
"83" = "NEWS_ARTICLE",
"84" = "TICK_NEWS",
"85" = "NEWS_PROVIDERS",
"86" = "HISTORICAL_NEWS",
"87" = "HISTORICAL_NEWS_END",
"88" = "HEAD_TIMESTAMP",
"89" = "HISTOGRAM_DATA",
"90" = "HISTORICAL_DATA_UPDATE",
"91" = "REROUTE_MKT_DATA_REQ",
"92" = "REROUTE_MKT_DEPTH_REQ",
"93" = "MARKET_RULE",
"94" = "PNL",
"95" = "PNL_SINGLE",
"96" = "HISTORICAL_TICKS",
"97" = "HISTORICAL_TICKS_BID_ASK",
"98" = "HISTORICAL_TICKS_LAST",
"99" = "TICK_BY_TICK",
"100" = "ORDER_BOUND",
"101" = "COMPLETED_ORDER",
"102" = "COMPLETED_ORDERS_END",
"103" = "REPLACE_FA_END",
"104" = "WSH_META_DATA",
"105" = "WSH_EVENT_DATA",
"106" = "HISTORICAL_SCHEDULE",
"107" = "USER_INFO")
funddist <- function(v) switch(v,
N= "Accumulation Fund",
Y= "Income Fund",
"None")
fundtype <- function(v) switch(v,
"000" = "Others",
"001" = "Money Market",
"002" = "Fixed Income",
"003" = "Multi-asset",
"004" = "Equity",
"005" = "Sector",
"006" = "Guaranteed",
"007" = "Alternative",
"None")
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Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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