twsInstrument: Improves ease of use of IBrokers and FinancialInstrument
Version 1.4-10

Integrates IBrokers and FinancialInstrument.

Browse man pages Browse package API and functions Browse package files

AuthorGarrett See
Date of publication2015-02-10 13:06:06
MaintainerGarrett See <gsee000@gmail.com>
LicenseGPL-3
Version1.4-10
Package repositoryView on R-Forge
InstallationInstall the latest version of this package by entering the following in R:
install.packages("twsInstrument", repos="http://R-Forge.R-project.org")

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

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

Files

DESCRIPTION
NAMESPACE
R
R/ATMQuote.R
R/ATM_k.R
R/ChangeTicker.R
R/ConnectIB.R
R/Mid.r
R/addIBslot.R
R/buildIBcontract_2.R
R/conId.R
R/define_FX.R
R/define_futures.R
R/define_options.R
R/define_stocks.R
R/eWrapper.FXdata.R
R/eWrapper.data.BID_ASK_OHLCV.R
R/front_futureIB.R
R/getBAT.R
R/getContract.R
R/getIBEquities.R
R/get_from.R
R/get_quote.R
R/instrument.R
R/ls_twsInstruments.R
R/makeBATS.R
R/reqTBBOhistory.R
R/twsClock.R
R/twsInstrument-package.R
R/update.data.R
R/updateContract.R
R/update_instruments.R
data
data/SP500desc.rda
demo
demo/00Index
demo/Examples.R
demo/futures.R
man
man/ATMQuote.Rd
man/ATM_k.Rd
man/ChangeTicker.Rd
man/ConnectIB.Rd
man/Mid.Rd
man/SP500desc.Rd
man/addIBslot.Rd
man/buildIBcontract.Rd
man/conId.Rd
man/conId.default.Rd
man/conId.instrument.Rd
man/conId.twsContract.Rd
man/conId.twsContractDetails.Rd
man/conId.twsInstrument.Rd
man/define_FX.Rd
man/define_futures.IB.Rd
man/define_options.IB.Rd
man/define_options.Rd
man/define_options.yahoo.Rd
man/define_stocks.Rd
man/eWrapper.FXdata.Rd
man/eWrapper.data.BID_ASK_OHLCV.Rd
man/extract_future.Rd
man/front_future.IB.Rd
man/future_id.Rd
man/getBAT.Rd
man/getContract.Rd
man/getIBEquities.Rd
man/get_from.Rd
man/get_quote.IB.Rd
man/get_quote.yahoo.Rd
man/instrument.tws.Rd
man/ls_twsInstruments.Rd
man/makeBATs.Rd
man/option_id.Rd
man/reqTBBOhistory.Rd
man/rmContract.Rd
man/twsClock.Rd
man/twsInstrument-package.Rd
man/updateContract.Rd
man/update_instruments.IB.Rd
twsInstrument documentation built on May 21, 2017, 1:21 a.m.