buildIBcontract: buildIBcontract and wrappers
In twsInstrument: Improves ease of use of IBrokers and FinancialInstrument

Description Usage Arguments Details Value Author(s) See Also Examples

create twsInstrument, or create twsContracts using previously defined FinancialInstruments, or create FinancialInstruments from previously defined twsContract

is.twsInstrument(x)

Contr_From_Instr(instrument, tws = NULL, addIBslot = FALSE,
  updateInstrument = FALSE, output = c("contract", "symbol", "nothing",
  "instrument"), include_expired = "0", assign_i = FALSE, assign_c = TRUE,
  verbose = TRUE, silent = FALSE)

Instr_From_Contr(contract, tws = NULL, addIBslot = FALSE,
  updateInstrument = TRUE, output = c("instrument", "symbol", "nothing",
  "contract"), include_expired = "0", assign_i = FALSE, assign_c = TRUE,
  verbose = TRUE, silent = FALSE)

twsInstrument(symbol, tws = NULL, addIBslot = TRUE,
  updateInstrument = TRUE, output = c("symbol", "nothing", "instrument",
  "contract"), include_expired = "0", assign_i = TRUE, assign_c = TRUE,
  verbose = TRUE, silent = FALSE)

buildIBcontract(symbol, tws = NULL, addIBslot = FALSE,
  updateInstrument = FALSE, output = c("contract", "instrument", "symbol",
  "nothing"), include_expired = "0", assign_i = FALSE, assign_c = TRUE,
  verbose = TRUE, silent = FALSE)

`x`	what to test for is.twsInstrument
`instrument`	for wrapper, alias for symbol
`tws`	twsconn object. Not required.
`addIBslot`	Boolean. Should an IB slot be created in the instrument object?)
`updateInstrument`	Should all the attributes of the instrument be updated with the information retrieved from IB?
`output`	what should be returned. one of 'nothing','symbol','instrument','contract'
`include_expired`	is the requested contract expired?
`assign_i`	boolean. Should the instrument be stored in the instrument environment?
`assign_c`	boolean. If a currency isn't defined, should it be?
`verbose`	be verbose?
`silent`	silence warnings?
`contract`	for wrapper, alias for symbol
`symbol`	An instrument, The name of an instrument, a twsContract, or a conId.

see ?‘twsInstrument-package’ for twsInstrument-package help page.

Using metadata that has already been defined for an instrument, create a twsContract object and fill in any missing information. Can either add an IB slot to the instrument, or update the entire instrument creating slots as needed.

buildIBcontract is the main function; the rest are wrappers.

symbol can be the name of an instrument, an instrument, a twsContract, twsInstrument or a conId (unique numeric contract identifier used by Interactive Brokers). Using the information given, it will create an instrument and a twsContract. It will then make a call to reqContractDetails to fill in any missing information. (If you give it a string and there is no instrument by that name, then: (a) If the string ends in a period, it will treat it as a currency pair using "USD" as the base currency. (b) if the string can be coerced to numeric, it will be used as the conId in a call to getContract (which in turn calls reqContractDetails to get a twsContract object. (c) Otherwise, it will be passed to instrument.auto which will try to create an instrument that can be updated. If the string is something other than the name of a FUT, OPT, or CASH – for example, if it is the name of a STK or IND – it will be assumed that it is a STK. If the request for contract details fails, it will be tried again as an IND (Note that if you want an index, but request a stock, it is more likely that you will get a stock of a different currency than that the request will fail. Therefore, you should always define your instruments first. Wrapping the symbol with something like synthetic('SPX','USD') or stock('SPY','USD') will ensure that you get the sectype of twsContract you are after).

if addIBslot is TRUE it will store the contract in the IB slot of the instrument (creating the slot if necessary.) If updateInstrument is TRUE it will add/replace information directly in the instrument object.

It is recommended that you do not pass it a twsconn object, in which case it will create a temporary one. If you pass it a twsconn object you are more likely to encounter errors. If you pass a connected twsconn object it will be disconnected after the request.

twsInstrument is a wrapper that will create a twsInstrument classed object. By default, It creates a twsContract and an instrument (if necessary) and places the twsContract in the IB slot of the instrument. The twsInstrument class is automatically added to any instrument that has an IB slot.

Instr_From_Contr is a wrapper to create an instrument using a twsContract. It does not create an IB slot or store the twsContract in the instrument by default, and therefore does not add the twsInstrument class to the instrument.

Contr_From_Instr is a wrapper to create a twsContract using an instrument. By default, it does not make any changes to the instrument, and therefore does not add the twsInstrument class to it.

Instr_From_Contr and Contr_From_Instr are essentially the same functions, but with different default outputs.

ouput should be a character string describing what to return. Valid values are c(‘"nothing’, ‘symbol’, ‘instrument’, ‘contract’

Usually called for its side-effect. It will return what is defined by the output argument. See details.

Garrett See

instrument, twsContract, addIBslot,

## Not run: 

twsInstrument('SPY') #assumes it's a stock

#Now something that isn't denominated in USD
twsInstrument(twsFUT(symbol='NIY',exch='GLOBEX',expiry='201109',
                     currency='JPY'))

#As a wrapper for instrument wrappers
Contr_From_Instr(synthetic('SPX','USD'))
Instr_From_Contr(twsFUT(symbol='ES',exch='GLOBEX',expiry='201112', currency='USD'))

buildIBcontract(twsSTK("GOOG"),updateInstrument=TRUE, addIBslot=FALSE, output='nothing')

stock('AAPL','USD')
buildIBcontract('AAPL', updateInstrument=FALSE) #uses instrument

ls_instruments()


## End(Not run)