For getting the actual fill price you should use reqExecutions()
instead of reqOpenOrders() I am even surprised to hear that for a MKT order, there is price information containted in the result of the reqOpenOrders() ! I am not anywhere near my R code right now but as a first step, you should look at the sourcecode of the eWrapper() function/object. One of its purposes is to read events that come back from the API and put the data containted in them (i.e. the execution price) into a format that you can use. But the unmodified eWrapper will, by default only 'cat' the data to the console. I cannot verify this now but i think even reqOpenOrders() may use an 'eWrapper' object to produce the output that you have attached below. Just look at the source of reqOpenOrders by typing 'reqOpenOrders' at the R prompt, without the brackets. hth Soren http://censix.com ----- http://censix.com -- View this message in context: http://r.789695.n4.nabble.com/IBrokers-and-fill-Price-tp4613710p4614595.html Sent from the Rmetrics mailing list archive at Nabble.com. _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
