[英]IBrokers - reqMktData
Has anyone tried different exchanges on IBrokers? 有没有人尝试过在IBrokers上进行不同的交流? I am trying to get either market data or historical data for stocks listed on ASX(Australian Exchange).
我正在尝试获取在澳大利亚证券交易所(ASX)上市的股票的市场数据或历史数据。 I am subscribed to Chi-X Australia.
我订阅了Chi-X Australia。
library("IBrokers")
tws <- twsConnect()
security = twsSTK("TLS",primary = "ASX")
is.twsConnection(security) #says false
security_copy = twsEquity(symbol = "TLS",primary = "ASX")
reqMktData(tws,security)
data_stock = reqHistoricalData(tws, security)
I get this error messages. 我收到此错误消息。
TWS Message: 2 1 200 No security definition has been found for the request TWS Message: 2 1 300 Can't find EId with tickerId:1 waiting for TWS reply on TLS ....failed. TWS消息:2 1 200找不到请求的安全定义TWS消息:2 1 300找不到带有tickerId:1的EId,等待TLS .... TWS答复...失败。
I don't use Chi-X, but as an example the code below works for the ASX and Globex exchanges. 我不使用Chi-X,但是作为示例,以下代码适用于ASX和Globex交易所。 I hope this helps.
我希望这有帮助。
library(IBrokers)
tws = twsConnect()
#ASX
contract <- twsSTK(symbol="BHP",exch="ASX",primary="ASX",currency="AUD")
BHPHistorical <- reqHistoricalData(tws, contract)
BHPRealTime <- reqMktData(tws,contract,snapshot = TRUE)
#SNFE futures data
contract <- twsFuture(symbol="SPI",exch="SNFE",primary="SNFE",currency="AUD",expiry="201712")
SPIHistorical <- reqHistoricalData(tws, contract,barSize="30 mins",duration="1 M")
SPIPRealTime <- reqMktData(tws,contract)
#ASX Options data
#using twsOption hasn't always worked
contract <- twsOption(local="XJOHU9",expiry = "20171116",strike="5750",right="C",exch="ASX",primary="",currency="AUD",symbol="",multiplier = 10,include_expired = FALSE,conId = 0)
OptRealTime <- reqMktData(tws,contract)
OptHistorical <- reqHistoricalData(tws, contract)
contract <- twsContract(0,symbol="AP",sectype="OPT",exch="ASX",primary="ASX",expiry= "20171116",strike="5750",currency="AUD",right="C",local="",multiplier = "10",combo_legs_desc = "",comboleg = "",include_expired = "",secIdType = "",secId = "")
OptRealTime <- reqMktData(tws,contract,snapshot = TRUE)
OptHistorical <- reqHistoricalData(tws, contract)
#USA
contract = twsFuture(symbol="ES",exch="GLOBEX",primary="GLOBEX",currency="USD",expiry="20171215")
ESHistorical = reqHistoricalData(tws, contract)
ESRealTime = reqMktData(tws, contract)
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