Re: [R-SIG-Finance] IBrokers Problem

2013-12-21 Thread Michael Smith
Perfect, that worked. Thanks a lot!

M

On 12/21/2013 09:45 PM, G See wrote:
 I'm away from a computer.
 
 Try
 tws - ibgConnect()
 
 Garrett
 
 On Dec 21, 2013 6:33 AM, Michael Smith my.r.h...@gmail.com
 mailto:my.r.h...@gmail.com wrote:
 
 Hi Garrett,
 
 Gateway connects fine to the IB server. However, I have a problem
 connecting IBrokers to Gateway.
 
 The error message for *Gateway* is the same as when I forget to click
 Enable ActiveX and Socket Clients in the *TWS* settings. But in
 Gateway I cannot find such a setting.
 
  tws - twsConnect()
 Error in socketConnection(host = host, port = port, open = ab,
 blocking = blocking) :
   cannot open the connection
 In addition: Warning message:
 In socketConnection(host = host, port = port, open = ab, blocking =
 blocking) :
   localhost:7496 cannot be opened
 
 Do you use any special settings for Gateway?
 
 Thanks,
 M
 
 
 On 12/10/2013 07:51 AM, G See wrote:
  Yup.  Works fine for me with the demo account on Ubuntu.
 
  Have you tried restarting the TWS?  (while you're at it, you might
  consider using IB Gateway instead since it doesn't log you out every
  day)
 
  sessionInfo()
  R version 3.0.2 (2013-09-25)
  Platform: x86_64-pc-linux-gnu (64-bit)
 
  locale:
   [1] LC_CTYPE=en_US.UTF-8   LC_NUMERIC=C
   [3] LC_TIME=en_US.UTF-8LC_COLLATE=en_US.UTF-8
   [5] LC_MONETARY=en_US.UTF-8LC_MESSAGES=en_US.UTF-8
   [7] LC_PAPER=en_US.UTF-8   LC_NAME=C
   [9] LC_ADDRESS=C   LC_TELEPHONE=C
  [11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C
 
  attached base packages:
  [1] stats graphics  grDevices utils datasets  methods   base
 
  other attached packages:
  [1] IBrokers_0.9-11 xts_0.9-7   zoo_1.7-11
 
  loaded via a namespace (and not attached):
  [1] grid_3.0.2  lattice_0.20-18
 
 
  Sorry I can't be of more assistance,
 
  Garrett
 
  On Mon, Dec 9, 2013 at 5:25 PM, Michael Smith my.r.h...@gmail.com
 mailto:my.r.h...@gmail.com wrote:
  Does it work for you in the demo TWS version as well?
 
  For me, `reqCurrentTime` works fine in the demo TWS version, like all
  the other examples in the vignette, except for `twsFuture`.
 
  reqCurrentTime(tws)
  TWS Message: 2 -1 2104 Market data farm connection is OK:ibdemo
  TWS Message: 2 -1 2106 HMDS data farm connection is OK:demohmds
  [1] 2013-12-10 07:14:29 HKT
 
  Interestingly, when I run the following code, I get some feedback
 from
  the Unix shell that runs TWS.
 
  tws - twsConnect()
  reqContractDetails(tws, twsEquity(QQQ)) # R hangs here.
  ^C
  twsDisconnect(tws)
 
  So when I run `twsDisconnect` (only after running
 `reqContractDetails`)
  in the example above, I get the following output in the Unix
 shell from
  Java:
 
  07:23:13:870 JTS-EServerSocket-157: [1:47:67:1:0:0:0:ERR] Message
 type
  1.  Attempted read beyond end of socket stream -
  07:23:13:870 JTS-EServerSocket-157: Anticipated error
  jextend.c: Attempted read beyond end of socket stream -
  at jextend.tb.b(tb.java:307)
  at jextend.hf.eb(hf.java:1316)
  at jextend.hf.run(hf.java:1251)
  at java.lang.Thread.run(Thread.java:744)
  Caused by: java.io.EOFException
  at jextend.tb.c(tb.java:541)
  at jextend.tb.r(tb.java:183)
  at jextend.wd.a(wd.java:188)
  at jextend.tb.d(tb.java:613)
  at jextend.uc.a(uc.java:177)
  at jextend.tb.b(tb.java:304)
  ... 3 more
  07:23:13:871 JTS-EServerSocket-157: [1:47:67:1:0:0:0:SYS] Client{1}
  terminated conversation.
  07:23:13:871 JTS-EServerSocketNotifier-156: Terminating
 
 
  Thanks,
  Michael
 
 
 
  On 12/09/2013 11:06 PM, G See wrote:
  I don't know; it works for me.  Does reqCurrentTime(tws) return the
  current time?
 
  Garrett
 
  tws - ibgConnect()
  reqCurrentTime(tws)
  [1] 2013-12-09 09:04:37 CST
  reqContractDetails(tws, twsEquity(QQQ))
  [[1]]
  List of 18
   $ version   : chr 6
   $ contract  :List of 16
..$ conId  : chr 43661924
..$ symbol : chr QQQ
..$ sectype: chr STK
..$ exch   : chr SMART
..$ primary: chr NASDAQ
..$ expiry : chr 
..$ strike : chr 0
..$ currency   : chr USD
..$ right  : chr 
..$ local  : chr QQQ
..$ multiplier : chr 
..$ combo_legs_desc: chr 
..$ comboleg   : chr 
..$ include_expired: chr 0
..$ secIdType  : chr 
..$ secId  : chr 

[R-SIG-Finance] IBrokers Problem

2013-12-09 Thread Michael Smith
All,

I'm trying to better understand how to use the IBrokers package by going
through the `IBrokers.pdf` vignette. I'm using the demo version of TWS
(login `edemo`). TWS seems to be running fine. However, I get stuck at
the following command from the vignette:

reqContractDetails(tws, twsEquity())

R just seems to hang and I don't get any further response. My
sessionInfo is below. I'm using the most current IBrokers from Google Code.

Am I doing something wrong, or is this not supposed to work with the TWS
demo version?

Thanks,
Michael


 sessionInfo()
R version 3.0.2 (2013-09-25)
Platform: x86_64-redhat-linux-gnu (64-bit)

locale:
 [1] LC_CTYPE=en_US.utf8   LC_NUMERIC=C
LC_TIME=en_US.utf8
 [4] LC_COLLATE=en_US.utf8 LC_MONETARY=en_US.utf8
LC_MESSAGES=en_US.utf8
 [7] LC_PAPER=en_US.utf8   LC_NAME=C LC_ADDRESS=C

[10] LC_TELEPHONE=CLC_MEASUREMENT=en_US.utf8
LC_IDENTIFICATION=C

attached base packages:
[1] stats graphics  grDevices utils datasets  methods   base

other attached packages:
[1] IBrokers_0.9-11 xts_0.9-7   zoo_1.7-10  colorout_1.0-1

loaded via a namespace (and not attached):
[1] grid_3.0.2  lattice_0.20-24 tools_3.0.2

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Re: [R-SIG-Finance] IBrokers Problem

2013-12-09 Thread Michael Smith
Thanks for the quick reply, but R still hangs after running this command
with the new ticker.

Best,
Michael


On 12/09/2013 09:29 PM, G See wrote:
 The ticker for that ETF changed to QQQ on March 23, 2011
 
 Try reqContractDetails(tws, twsEquity(QQQ))
 
 Best,
 Garrett
 
 On Mon, Dec 9, 2013 at 7:27 AM, Michael Smith my.r.h...@gmail.com wrote:
 All,

 I'm trying to better understand how to use the IBrokers package by going
 through the `IBrokers.pdf` vignette. I'm using the demo version of TWS
 (login `edemo`). TWS seems to be running fine. However, I get stuck at
 the following command from the vignette:

 reqContractDetails(tws, twsEquity())

 R just seems to hang and I don't get any further response. My
 sessionInfo is below. I'm using the most current IBrokers from Google Code.

 Am I doing something wrong, or is this not supposed to work with the TWS
 demo version?

 Thanks,
 Michael


 sessionInfo()
 R version 3.0.2 (2013-09-25)
 Platform: x86_64-redhat-linux-gnu (64-bit)

 locale:
  [1] LC_CTYPE=en_US.utf8   LC_NUMERIC=C
 LC_TIME=en_US.utf8
  [4] LC_COLLATE=en_US.utf8 LC_MONETARY=en_US.utf8
 LC_MESSAGES=en_US.utf8
  [7] LC_PAPER=en_US.utf8   LC_NAME=C LC_ADDRESS=C

 [10] LC_TELEPHONE=CLC_MEASUREMENT=en_US.utf8
 LC_IDENTIFICATION=C

 attached base packages:
 [1] stats graphics  grDevices utils datasets  methods   base

 other attached packages:
 [1] IBrokers_0.9-11 xts_0.9-7   zoo_1.7-10  colorout_1.0-1

 loaded via a namespace (and not attached):
 [1] grid_3.0.2  lattice_0.20-24 tools_3.0.2

 ___
 R-SIG-Finance@r-project.org 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 
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go.


Re: [R-SIG-Finance] IBrokers Problem

2013-12-09 Thread G See
I don't know; it works for me.  Does reqCurrentTime(tws) return the
current time?

Garrett

 tws - ibgConnect()
 reqCurrentTime(tws)
[1] 2013-12-09 09:04:37 CST
 reqContractDetails(tws, twsEquity(QQQ))
[[1]]
List of 18
 $ version   : chr 6
 $ contract  :List of 16
  ..$ conId  : chr 43661924
  ..$ symbol : chr QQQ
  ..$ sectype: chr STK
  ..$ exch   : chr SMART
  ..$ primary: chr NASDAQ
  ..$ expiry : chr 
  ..$ strike : chr 0
  ..$ currency   : chr USD
  ..$ right  : chr 
  ..$ local  : chr QQQ
  ..$ multiplier : chr 
  ..$ combo_legs_desc: chr 
  ..$ comboleg   : chr 
  ..$ include_expired: chr 0
  ..$ secIdType  : chr 
  ..$ secId  : chr 
  ..- attr(*, class)= chr twsContract
 $ marketName: chr NMS
 $ tradingClass  : chr NMS
 $ conId : chr 43661924
 $ minTick   : chr 0.01
 $ orderTypes: chr [1:49] ACTIVETIM ADJUST ALERT ALGO ...
 $ validExchanges: chr [1:17] SMART ISE CHX ARCA ...
 $ priceMagnifier: chr 1
 $ underConId: chr 0
 $ longName  : chr POWERSHARES QQQ NASDAQ 100
 $ contractMonth : chr 
 $ industry  : chr Funds
 $ category  : chr Equity Fund
 $ subcategory   : chr Sector Fund-Technology
 $ timeZoneId: chr EST
 $ tradingHours  : chr 20131209:0400-2000;20131210:0400-2000
 $ liquidHours   : chr 20131209:0930-1600;20131210:0930-1600

On Mon, Dec 9, 2013 at 7:47 AM, Michael Smith my.r.h...@gmail.com wrote:
 Thanks for the quick reply, but R still hangs after running this command
 with the new ticker.

 Best,
 Michael


 On 12/09/2013 09:29 PM, G See wrote:
 The ticker for that ETF changed to QQQ on March 23, 2011

 Try reqContractDetails(tws, twsEquity(QQQ))

 Best,
 Garrett

 On Mon, Dec 9, 2013 at 7:27 AM, Michael Smith my.r.h...@gmail.com wrote:
 All,

 I'm trying to better understand how to use the IBrokers package by going
 through the `IBrokers.pdf` vignette. I'm using the demo version of TWS
 (login `edemo`). TWS seems to be running fine. However, I get stuck at
 the following command from the vignette:

 reqContractDetails(tws, twsEquity())

 R just seems to hang and I don't get any further response. My
 sessionInfo is below. I'm using the most current IBrokers from Google Code.

 Am I doing something wrong, or is this not supposed to work with the TWS
 demo version?

 Thanks,
 Michael


 sessionInfo()
 R version 3.0.2 (2013-09-25)
 Platform: x86_64-redhat-linux-gnu (64-bit)

 locale:
  [1] LC_CTYPE=en_US.utf8   LC_NUMERIC=C
 LC_TIME=en_US.utf8
  [4] LC_COLLATE=en_US.utf8 LC_MONETARY=en_US.utf8
 LC_MESSAGES=en_US.utf8
  [7] LC_PAPER=en_US.utf8   LC_NAME=C LC_ADDRESS=C

 [10] LC_TELEPHONE=CLC_MEASUREMENT=en_US.utf8
 LC_IDENTIFICATION=C

 attached base packages:
 [1] stats graphics  grDevices utils datasets  methods   base

 other attached packages:
 [1] IBrokers_0.9-11 xts_0.9-7   zoo_1.7-10  colorout_1.0-1

 loaded via a namespace (and not attached):
 [1] grid_3.0.2  lattice_0.20-24 tools_3.0.2

 ___
 R-SIG-Finance@r-project.org 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.

___
R-SIG-Finance@r-project.org 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.


Re: [R-SIG-Finance] IBrokers Problem

2013-12-09 Thread Michael Smith
Does it work for you in the demo TWS version as well?

For me, `reqCurrentTime` works fine in the demo TWS version, like all
the other examples in the vignette, except for `twsFuture`.

 reqCurrentTime(tws)
TWS Message: 2 -1 2104 Market data farm connection is OK:ibdemo
TWS Message: 2 -1 2106 HMDS data farm connection is OK:demohmds
[1] 2013-12-10 07:14:29 HKT

Interestingly, when I run the following code, I get some feedback from
the Unix shell that runs TWS.

 tws - twsConnect()
 reqContractDetails(tws, twsEquity(QQQ)) # R hangs here.
^C
 twsDisconnect(tws)

So when I run `twsDisconnect` (only after running `reqContractDetails`)
in the example above, I get the following output in the Unix shell from
Java:

07:23:13:870 JTS-EServerSocket-157: [1:47:67:1:0:0:0:ERR] Message type
1.  Attempted read beyond end of socket stream -
07:23:13:870 JTS-EServerSocket-157: Anticipated error
jextend.c: Attempted read beyond end of socket stream -
at jextend.tb.b(tb.java:307)
at jextend.hf.eb(hf.java:1316)
at jextend.hf.run(hf.java:1251)
at java.lang.Thread.run(Thread.java:744)
Caused by: java.io.EOFException
at jextend.tb.c(tb.java:541)
at jextend.tb.r(tb.java:183)
at jextend.wd.a(wd.java:188)
at jextend.tb.d(tb.java:613)
at jextend.uc.a(uc.java:177)
at jextend.tb.b(tb.java:304)
... 3 more
07:23:13:871 JTS-EServerSocket-157: [1:47:67:1:0:0:0:SYS] Client{1}
terminated conversation.
07:23:13:871 JTS-EServerSocketNotifier-156: Terminating


Thanks,
Michael



On 12/09/2013 11:06 PM, G See wrote:
 I don't know; it works for me.  Does reqCurrentTime(tws) return the
 current time?
 
 Garrett
 
 tws - ibgConnect()
 reqCurrentTime(tws)
 [1] 2013-12-09 09:04:37 CST
 reqContractDetails(tws, twsEquity(QQQ))
 [[1]]
 List of 18
  $ version   : chr 6
  $ contract  :List of 16
   ..$ conId  : chr 43661924
   ..$ symbol : chr QQQ
   ..$ sectype: chr STK
   ..$ exch   : chr SMART
   ..$ primary: chr NASDAQ
   ..$ expiry : chr 
   ..$ strike : chr 0
   ..$ currency   : chr USD
   ..$ right  : chr 
   ..$ local  : chr QQQ
   ..$ multiplier : chr 
   ..$ combo_legs_desc: chr 
   ..$ comboleg   : chr 
   ..$ include_expired: chr 0
   ..$ secIdType  : chr 
   ..$ secId  : chr 
   ..- attr(*, class)= chr twsContract
  $ marketName: chr NMS
  $ tradingClass  : chr NMS
  $ conId : chr 43661924
  $ minTick   : chr 0.01
  $ orderTypes: chr [1:49] ACTIVETIM ADJUST ALERT ALGO ...
  $ validExchanges: chr [1:17] SMART ISE CHX ARCA ...
  $ priceMagnifier: chr 1
  $ underConId: chr 0
  $ longName  : chr POWERSHARES QQQ NASDAQ 100
  $ contractMonth : chr 
  $ industry  : chr Funds
  $ category  : chr Equity Fund
  $ subcategory   : chr Sector Fund-Technology
  $ timeZoneId: chr EST
  $ tradingHours  : chr 20131209:0400-2000;20131210:0400-2000
  $ liquidHours   : chr 20131209:0930-1600;20131210:0930-1600
 
 On Mon, Dec 9, 2013 at 7:47 AM, Michael Smith my.r.h...@gmail.com wrote:
 Thanks for the quick reply, but R still hangs after running this command
 with the new ticker.

 Best,
 Michael


 On 12/09/2013 09:29 PM, G See wrote:
 The ticker for that ETF changed to QQQ on March 23, 2011

 Try reqContractDetails(tws, twsEquity(QQQ))

 Best,
 Garrett

 On Mon, Dec 9, 2013 at 7:27 AM, Michael Smith my.r.h...@gmail.com wrote:
 All,

 I'm trying to better understand how to use the IBrokers package by going
 through the `IBrokers.pdf` vignette. I'm using the demo version of TWS
 (login `edemo`). TWS seems to be running fine. However, I get stuck at
 the following command from the vignette:

 reqContractDetails(tws, twsEquity())

 R just seems to hang and I don't get any further response. My
 sessionInfo is below. I'm using the most current IBrokers from Google Code.

 Am I doing something wrong, or is this not supposed to work with the TWS
 demo version?

 Thanks,
 Michael


 sessionInfo()
 R version 3.0.2 (2013-09-25)
 Platform: x86_64-redhat-linux-gnu (64-bit)

 locale:
  [1] LC_CTYPE=en_US.utf8   LC_NUMERIC=C
 LC_TIME=en_US.utf8
  [4] LC_COLLATE=en_US.utf8 LC_MONETARY=en_US.utf8
 LC_MESSAGES=en_US.utf8
  [7] LC_PAPER=en_US.utf8   LC_NAME=C LC_ADDRESS=C

 [10] LC_TELEPHONE=CLC_MEASUREMENT=en_US.utf8
 LC_IDENTIFICATION=C

 attached base packages:
 [1] stats graphics  grDevices utils datasets  methods   base

 other attached packages:
 [1] IBrokers_0.9-11 xts_0.9-7   zoo_1.7-10  colorout_1.0-1

 loaded via a namespace (and not attached):
 [1] grid_3.0.2  lattice_0.20-24 tools_3.0.2

 ___
 R-SIG-Finance@r-project.org 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 
 

Re: [R-SIG-Finance] IBrokers Problem

2013-12-09 Thread G See
Yup.  Works fine for me with the demo account on Ubuntu.

Have you tried restarting the TWS?  (while you're at it, you might
consider using IB Gateway instead since it doesn't log you out every
day)

 sessionInfo()
R version 3.0.2 (2013-09-25)
Platform: x86_64-pc-linux-gnu (64-bit)

locale:
 [1] LC_CTYPE=en_US.UTF-8   LC_NUMERIC=C
 [3] LC_TIME=en_US.UTF-8LC_COLLATE=en_US.UTF-8
 [5] LC_MONETARY=en_US.UTF-8LC_MESSAGES=en_US.UTF-8
 [7] LC_PAPER=en_US.UTF-8   LC_NAME=C
 [9] LC_ADDRESS=C   LC_TELEPHONE=C
[11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C

attached base packages:
[1] stats graphics  grDevices utils datasets  methods   base

other attached packages:
[1] IBrokers_0.9-11 xts_0.9-7   zoo_1.7-11

loaded via a namespace (and not attached):
[1] grid_3.0.2  lattice_0.20-18


Sorry I can't be of more assistance,

Garrett

On Mon, Dec 9, 2013 at 5:25 PM, Michael Smith my.r.h...@gmail.com wrote:
 Does it work for you in the demo TWS version as well?

 For me, `reqCurrentTime` works fine in the demo TWS version, like all
 the other examples in the vignette, except for `twsFuture`.

 reqCurrentTime(tws)
 TWS Message: 2 -1 2104 Market data farm connection is OK:ibdemo
 TWS Message: 2 -1 2106 HMDS data farm connection is OK:demohmds
 [1] 2013-12-10 07:14:29 HKT

 Interestingly, when I run the following code, I get some feedback from
 the Unix shell that runs TWS.

 tws - twsConnect()
 reqContractDetails(tws, twsEquity(QQQ)) # R hangs here.
 ^C
 twsDisconnect(tws)

 So when I run `twsDisconnect` (only after running `reqContractDetails`)
 in the example above, I get the following output in the Unix shell from
 Java:

 07:23:13:870 JTS-EServerSocket-157: [1:47:67:1:0:0:0:ERR] Message type
 1.  Attempted read beyond end of socket stream -
 07:23:13:870 JTS-EServerSocket-157: Anticipated error
 jextend.c: Attempted read beyond end of socket stream -
 at jextend.tb.b(tb.java:307)
 at jextend.hf.eb(hf.java:1316)
 at jextend.hf.run(hf.java:1251)
 at java.lang.Thread.run(Thread.java:744)
 Caused by: java.io.EOFException
 at jextend.tb.c(tb.java:541)
 at jextend.tb.r(tb.java:183)
 at jextend.wd.a(wd.java:188)
 at jextend.tb.d(tb.java:613)
 at jextend.uc.a(uc.java:177)
 at jextend.tb.b(tb.java:304)
 ... 3 more
 07:23:13:871 JTS-EServerSocket-157: [1:47:67:1:0:0:0:SYS] Client{1}
 terminated conversation.
 07:23:13:871 JTS-EServerSocketNotifier-156: Terminating


 Thanks,
 Michael



 On 12/09/2013 11:06 PM, G See wrote:
 I don't know; it works for me.  Does reqCurrentTime(tws) return the
 current time?

 Garrett

 tws - ibgConnect()
 reqCurrentTime(tws)
 [1] 2013-12-09 09:04:37 CST
 reqContractDetails(tws, twsEquity(QQQ))
 [[1]]
 List of 18
  $ version   : chr 6
  $ contract  :List of 16
   ..$ conId  : chr 43661924
   ..$ symbol : chr QQQ
   ..$ sectype: chr STK
   ..$ exch   : chr SMART
   ..$ primary: chr NASDAQ
   ..$ expiry : chr 
   ..$ strike : chr 0
   ..$ currency   : chr USD
   ..$ right  : chr 
   ..$ local  : chr QQQ
   ..$ multiplier : chr 
   ..$ combo_legs_desc: chr 
   ..$ comboleg   : chr 
   ..$ include_expired: chr 0
   ..$ secIdType  : chr 
   ..$ secId  : chr 
   ..- attr(*, class)= chr twsContract
  $ marketName: chr NMS
  $ tradingClass  : chr NMS
  $ conId : chr 43661924
  $ minTick   : chr 0.01
  $ orderTypes: chr [1:49] ACTIVETIM ADJUST ALERT ALGO ...
  $ validExchanges: chr [1:17] SMART ISE CHX ARCA ...
  $ priceMagnifier: chr 1
  $ underConId: chr 0
  $ longName  : chr POWERSHARES QQQ NASDAQ 100
  $ contractMonth : chr 
  $ industry  : chr Funds
  $ category  : chr Equity Fund
  $ subcategory   : chr Sector Fund-Technology
  $ timeZoneId: chr EST
  $ tradingHours  : chr 20131209:0400-2000;20131210:0400-2000
  $ liquidHours   : chr 20131209:0930-1600;20131210:0930-1600

 On Mon, Dec 9, 2013 at 7:47 AM, Michael Smith my.r.h...@gmail.com wrote:
 Thanks for the quick reply, but R still hangs after running this command
 with the new ticker.

 Best,
 Michael


 On 12/09/2013 09:29 PM, G See wrote:
 The ticker for that ETF changed to QQQ on March 23, 2011

 Try reqContractDetails(tws, twsEquity(QQQ))

 Best,
 Garrett

 On Mon, Dec 9, 2013 at 7:27 AM, Michael Smith my.r.h...@gmail.com wrote:
 All,

 I'm trying to better understand how to use the IBrokers package by going
 through the `IBrokers.pdf` vignette. I'm using the demo version of TWS
 (login `edemo`). TWS seems to be running fine. However, I get stuck at
 the following command from the vignette:

 reqContractDetails(tws, twsEquity())

 R just seems to hang and I don't get any further response. My
 sessionInfo is below. I'm using the most current IBrokers from Google 
 Code.

 Am I doing something wrong, or is this not supposed to work with the TWS
 demo version?

 

Re: [R-SIG-Finance] IBrokers Problem

2013-12-09 Thread Michael Smith
Thanks, Garrett, for your help anyway. I tried restarting TWS, but that
didn't help. Maybe I should try it on Ubuntu instead of Fedora.

Are you running TWS/Gateway on OpenJDK or Sun Java?

For IB Gateway, should I use the FIX CTCI or the IB API? When I log in
with CTCI I get Status is inactive and I cannot change any settings.
For the IB API in Gateway I get:

Fatal Error: one of the following jar files is missing from the
classpath: rss.jar

Anyway, this particular one is a Gateway issue (not an IBrokers issue).

Thanks,
Michael


On 12/10/2013 07:51 AM, G See wrote:
 Yup.  Works fine for me with the demo account on Ubuntu.
 
 Have you tried restarting the TWS?  (while you're at it, you might
 consider using IB Gateway instead since it doesn't log you out every
 day)
 
 sessionInfo()
 R version 3.0.2 (2013-09-25)
 Platform: x86_64-pc-linux-gnu (64-bit)
 
 locale:
  [1] LC_CTYPE=en_US.UTF-8   LC_NUMERIC=C
  [3] LC_TIME=en_US.UTF-8LC_COLLATE=en_US.UTF-8
  [5] LC_MONETARY=en_US.UTF-8LC_MESSAGES=en_US.UTF-8
  [7] LC_PAPER=en_US.UTF-8   LC_NAME=C
  [9] LC_ADDRESS=C   LC_TELEPHONE=C
 [11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C
 
 attached base packages:
 [1] stats graphics  grDevices utils datasets  methods   base
 
 other attached packages:
 [1] IBrokers_0.9-11 xts_0.9-7   zoo_1.7-11
 
 loaded via a namespace (and not attached):
 [1] grid_3.0.2  lattice_0.20-18
 
 
 Sorry I can't be of more assistance,
 
 Garrett
 
 On Mon, Dec 9, 2013 at 5:25 PM, Michael Smith my.r.h...@gmail.com wrote:
 Does it work for you in the demo TWS version as well?

 For me, `reqCurrentTime` works fine in the demo TWS version, like all
 the other examples in the vignette, except for `twsFuture`.

 reqCurrentTime(tws)
 TWS Message: 2 -1 2104 Market data farm connection is OK:ibdemo
 TWS Message: 2 -1 2106 HMDS data farm connection is OK:demohmds
 [1] 2013-12-10 07:14:29 HKT

 Interestingly, when I run the following code, I get some feedback from
 the Unix shell that runs TWS.

 tws - twsConnect()
 reqContractDetails(tws, twsEquity(QQQ)) # R hangs here.
 ^C
 twsDisconnect(tws)

 So when I run `twsDisconnect` (only after running `reqContractDetails`)
 in the example above, I get the following output in the Unix shell from
 Java:

 07:23:13:870 JTS-EServerSocket-157: [1:47:67:1:0:0:0:ERR] Message type
 1.  Attempted read beyond end of socket stream -
 07:23:13:870 JTS-EServerSocket-157: Anticipated error
 jextend.c: Attempted read beyond end of socket stream -
 at jextend.tb.b(tb.java:307)
 at jextend.hf.eb(hf.java:1316)
 at jextend.hf.run(hf.java:1251)
 at java.lang.Thread.run(Thread.java:744)
 Caused by: java.io.EOFException
 at jextend.tb.c(tb.java:541)
 at jextend.tb.r(tb.java:183)
 at jextend.wd.a(wd.java:188)
 at jextend.tb.d(tb.java:613)
 at jextend.uc.a(uc.java:177)
 at jextend.tb.b(tb.java:304)
 ... 3 more
 07:23:13:871 JTS-EServerSocket-157: [1:47:67:1:0:0:0:SYS] Client{1}
 terminated conversation.
 07:23:13:871 JTS-EServerSocketNotifier-156: Terminating


 Thanks,
 Michael



 On 12/09/2013 11:06 PM, G See wrote:
 I don't know; it works for me.  Does reqCurrentTime(tws) return the
 current time?

 Garrett

 tws - ibgConnect()
 reqCurrentTime(tws)
 [1] 2013-12-09 09:04:37 CST
 reqContractDetails(tws, twsEquity(QQQ))
 [[1]]
 List of 18
  $ version   : chr 6
  $ contract  :List of 16
   ..$ conId  : chr 43661924
   ..$ symbol : chr QQQ
   ..$ sectype: chr STK
   ..$ exch   : chr SMART
   ..$ primary: chr NASDAQ
   ..$ expiry : chr 
   ..$ strike : chr 0
   ..$ currency   : chr USD
   ..$ right  : chr 
   ..$ local  : chr QQQ
   ..$ multiplier : chr 
   ..$ combo_legs_desc: chr 
   ..$ comboleg   : chr 
   ..$ include_expired: chr 0
   ..$ secIdType  : chr 
   ..$ secId  : chr 
   ..- attr(*, class)= chr twsContract
  $ marketName: chr NMS
  $ tradingClass  : chr NMS
  $ conId : chr 43661924
  $ minTick   : chr 0.01
  $ orderTypes: chr [1:49] ACTIVETIM ADJUST ALERT ALGO ...
  $ validExchanges: chr [1:17] SMART ISE CHX ARCA ...
  $ priceMagnifier: chr 1
  $ underConId: chr 0
  $ longName  : chr POWERSHARES QQQ NASDAQ 100
  $ contractMonth : chr 
  $ industry  : chr Funds
  $ category  : chr Equity Fund
  $ subcategory   : chr Sector Fund-Technology
  $ timeZoneId: chr EST
  $ tradingHours  : chr 20131209:0400-2000;20131210:0400-2000
  $ liquidHours   : chr 20131209:0930-1600;20131210:0930-1600

 On Mon, Dec 9, 2013 at 7:47 AM, Michael Smith my.r.h...@gmail.com wrote:
 Thanks for the quick reply, but R still hangs after running this command
 with the new ticker.

 Best,
 Michael


 On 12/09/2013 09:29 PM, G See wrote:
 The ticker for that ETF changed to QQQ on March 23, 2011

 Try reqContractDetails(tws, twsEquity(QQQ))

 Best,
 Garrett

 On Mon,