twsInstrument: Improves ease of use of IBrokers and FinancialInstrument

Integrates IBrokers and FinancialInstrument.

AuthorGarrett See
Date of publication2015-02-10 13:06:06
MaintainerGarrett See <gsee000@gmail.com>
LicenseGPL-3
Version1.4-10

View on R-Forge

Man pages

addIBslot: Create a twsContract and store it in a slot of an instrument

ATM_k: At-the-money strike

ATMQuote: At-the-money quote

buildIBcontract: buildIBcontract and wrappers

ChangeTicker: Change the Symbol of data on disk

conId: methods to get conId

conId.default: default conId extractor

conId.instrument: instrument class conId extractor

conId.twsContract: twsContract class conId extractor

conId.twsContractDetails: twsContractDetails class conId extractor

conId.twsInstrument: twsInstrument class conId extractor

ConnectIB: Establish (force) a connection to TWS or IBG

define_futures.IB: futures contract constructor

define_FX: exchange_rate class constructor

define_options: create twsInstruments for options on a given underlying...

define_options.IB: define option_series with IB...

define_options.yahoo: define option_series instruments using yahoo...

define_stocks: Define stocks

eWrapper.data.BID_ASK_OHLCV: eWrapper for getting BID, ASK, LAST and OHLCV values from...

eWrapper.FXdata: eWrapper for exchange_rate instruments...

extract_future: Extract root 'future' from 'future_series'

front_future.IB: instrument class constructor for front futures contract

future_id: Create future_series ids

getBAT: download Bid Ask Trade data and merge into BAT object

getContract: get a twsContract object

get_from: Get first or last date for which there are data stored on...

getIBEquities: requests historical data for stocks from IB

get_quote.IB: Download current instrument quote using IBrokers...

get_quote.yahoo: Download current instrument quote from yahoo...

instrument.tws: instrument class constructor.

ls_twsInstruments: display the names of or delete twsInstruments.

makeBATs: Build Bid Ask Trade object

Mid: Return Mid column / check to see if data contains Mid column

option_id: make primary_ids for options...

reqTBBOhistory: Download and save to disk historical Bid, Ask, and Trades...

rmContract: Remove local copies of twsContracts

SP500desc: S&P 500 symbols

twsClock: A clock utility to display the TWS server time...

twsInstrument-package: twsInstrument package: Integrates IBrokers and...

updateContract: update the IB attribute of a 'twsInstrument'

update_instruments.IB: updates instrument metadata with data from IB

Functions

addIBslot Man page
ATM_k Man page
ATMQuote Man page
buildIBcontract Man page
ChangeTicker Man page
conId Man page
conId.default Man page
conId.instrument Man page
conId.twsContract Man page
conId.twsContractDetails Man page
conId.twsInstrument Man page
ConnectIB Man page
Contr_From_Instr Man page
define_exchange_rates Man page
define_futures Man page
define_futures.IB Man page
define_FX Man page
define_options Man page
define_options.IB Man page
define_options.yahoo Man page
define_stocks Man page
eWrapper.data.BID_ASK_OHLCV Man page
eWrapper.FXdata Man page
extract_future Man page
front_future Man page
front_future.IB Man page
future_id Man page
getBAT Man page
getContract Man page
get_from Man page
getIBEquities Man page
get_quote Man page
get_quote.IB Man page
getQuote.IB Man page
get_quote.yahoo Man page
get_to Man page
has.Mid Man page
Instr_From_Contr Man page
instrument.tws Man page
is.twsInstrument Man page
ls_defined.by Man page
ls_IB Man page
ls_non_twsInstruments Man page
ls_twsInstruments Man page
ls_yahoo Man page
makeBATs Man page
Mid Man page
option_id Man page
reqTBBO Man page
reqTBBOhistory Man page
rmContract Man page
rm_non_twsInstruments Man page
rm_twsInstruments Man page
SP500desc Man page
twsClock Man page
twsInstrument Man page
twsInstrument-help Man page
twsInstrument-package Man page
updateContract Man page
update_instruments.all Man page
update_instruments.IB Man page

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.