twsInstrument: Improves ease of use of IBrokers and FinancialInstrument

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Integrates IBrokers and FinancialInstrument.

Author
Garrett See
Date of publication
2015-02-10 13:06:06
Maintainer
Garrett See <gsee000@gmail.com>
License
GPL-3
Version
1.4-10

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

Files in this package

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