I am querying the list of pending orders in TWS Interactive Brokers using codes from the IBrokers package. The function reqOpenOrders(tws) has an err ...

I am trying to translate a Swing High and Low function from Pine to R, and I cannot really get the logic behind the Pine code. Basically, this functi ...

I think this is be an IB API more than the IBrokers R package. I am using reqHistoricalData to get 30 minutes intraday historical data. The market is ...

Obviously, a trader can easily be monitoring 100s of stocks in a live trading session. Here is code to just retrieve live data for 30+ stock symbols: ...

So current I do it like this: sym is merely a vector of 30 or so stock symbols. This is extremely slow. Therefore, this could not be the right way ...

How do I get historical data with an exact start and end date? It only has a "duration" parameter: Can I do something like: ...

I have not much else to add other than the title. I simply need the name of the function. ...

The output of my code: I have checked my Global Configurations in the TWS. The port is in fact 7496. I am using the latest of Linux Mint. My IB ...

Using the Ibrokers account I know how to place a trade with one ticker which , in the example below I place a trade with "DAL" However I am interes ...

Currently I have modified some code I found here to read in bid/ask prices for options in R. Then I feed those back to TWS using calculateImpliedVolat ...

Are there any examples on the net how to process errors when downloading data from Interactive Brokers using the IBrokers package? I've had a look at ...

I'm trying to get SPX option put prices for a given strike (2700) and expiration (15/11/2018) using the following code: where the two functions eWr ...

I'm playing around with some ideas using R and IBrokers with a paper trading account. I'm looking at making orders through R, but was wondering if the ...

I'm trying to download data from IBrokers but currently getting an error. I'm not sure how to solve it. Note: I don't have a subscription to live qu ...

I'm trying to convert a triple nested list into a dataframe. This question has helped, but I can't get the dataframe I'd like. The list is an option ...

I am trying to use an Adaptive Algo from Interactive Brokers. It seems like IBrokers package for R (https://cran.r-project.org/web/packages/IBrokers/I ...

Anyone has any idea how to use algoStrategy and algoParams in IBrokers package? I tried creating a list for algoParams but in vain. For example: ...

I can place a stock trade on Interactive Brokers using R (using IBrokers API), however I can not do it for option trading. I'm posting my sample cod ...

Has anyone tried different exchanges on IBrokers? I am trying to get either market data or historical data for stocks listed on ASX(Australian Exchang ...

I am wondering if there is any simple example available of the implementation of a simple strategy from quantstrat to IBrokers. I have been looking ar ...