contract: Create a contract

In pverspeelt/Ibrokers2: R API to Interactive Brokers

Description

Create a contract

Usage

contract(conId = 0L, symbol = "", secType = "",
  lastTradeDateOrContractMonth = "", strike = 0, right = "",
  multiplier = "", exchange = "", primaryExchange = "",
  currency = "", localSymbol = "", tradingClass = "",
  includeExpired = FALSE, secIdType = "", secId = "",
  comboLegsDescrip = "", comboLegs = NULL,
  deltaNeutralContract = NULL)

Arguments

conId	The unique IB contract identifier
symbol	The contract (or its underlying) symbol.
secType	The security type:
lastTradeDateOrContractMonth	The contract's last trading day or contract month (for Options and Futures). Strings with format YYYYMM will be interpreted as the Contract Month whereas YYYYMMDD will be interpreted as Last Trading Day.
strike	The option's strike price.
right	Put or Call. Valid values are 'P', 'PUT', 'C', 'CALL', or ” for non-options.
multiplier	The instrument's multiplier (i.e. options, futures).
exchange	The destination exchange.
primaryExchange	The contract's primary exchange. For smart routed contracts, used to define contract in case of ambiguity. Should be defined as native exchange of contract, e.g. ISLAND for MSFT. For exchanges which contain a period in name, will only be part of exchange name prior to period, i.e. ENEXT for ENEXT.BE.
currency	The underlying's currency.
localSymbol	The contract's symbol within its primary exchange. For options, this will be the OCC symbol.
tradingClass	The trading class name for this contract. Available in TWS contract description window as well.
includeExpired	If set to true, contract details requests and historical data queries can be performed pertaining to expired futures contracts. Expired options or other instrument types are not available.
secIdType	Security identifier type
secId	Security identifier.
comboLegsDescrip	Description of the combo legs.
comboLegs	The legs of a combined contract definition.
deltaNeutralContract	Delta and underlying price for Delta-Neutral combo orders.

Value

returns an object of class "contract"

Examples

ibm <- contract(symbol = "IBM", 
                secType = "STK", 
                currency = "USD", 
                exchange = "SMART")

pverspeelt/Ibrokers2 documentation built on May 23, 2019, 8:05 p.m.