Stephen, You're asking others to do an awful lot of work for you for free and in their spare time. You're asking others to help debug ~800 lines of your code (not just R, but Perl as well!). I would be surprised if anyone helps you with this (unless the issue is obvious to them).
I don't say this to chide, but to help you ask questions that are more likely to be answered. Someone will be much more likely to help you if you create a minimal example (without Perl) that replicates this issue with your callback code. Best, -- Joshua Ulrich | FOSS Trading: www.fosstrading.com On Mon, Jan 31, 2011 at 5:14 PM, Stephen Choularton <[email protected]> wrote: > Hi > > I am running on windows using an IB workstation with R talking to it. > > It all seems to work, but I find that when running my own callback (code > attached): > > 1. I have to make sure I start a clean (new) command windows or > something goes wrong with the allocation of a transaction id via > reqIds (Ok I just work around by opening a new command prompt and > 2. (big problem) I don't always get the prices back so the algorithms > don't always work. For example this is the output of that code: > > [1] "Existing Position: JBH " "18.51" > [3] "MYR " "3.65" > [5] "Spread " "14.86" > 2 -1 2103 Market data farm connection is broken:aufarm > [1] "I HAVE TRADED AT AVERAGE CLOSING SHORT. SELL" > [2] "52" > [3] "JBH. BUY" > [4] "280" > [5] "MYR" > [1] "Time" "2011-01-31 15:34:02.373" > [1] "LEI " NA > [3] "WOR " NA > [5] "Spread " NA > [7] "The boundaries are 4.46697721920205" "lower 2.44602278079795" > [9] " mean is 3.4565" > [1] "QBE " NA > [3] "AMP " NA > [5] "Spread " NA > [7] "The boundaries are 13.3779288310757" "lower 12.2030711689243" > [9] " mean is 12.7905" > [1] "QBE " NA > [3] "AXA " NA > [5] "Spread " NA > [7] "The boundaries are 12.1631661762672" "lower 11.1048338237328" > [9] " mean is 11.634" > > I'm getting the prices for JBH and MYR but not for the other stocks. The > boundary/mean figures are hard coded in my function but were obtained in a > previous IB call but that was a different call reqHistoricalData where as > this is reqMktData. My perl code to manage that part of the exercise is > attached. > > One thing I have noticed is that if I get my trader work station to show the > price and stop and restart my trading.R code I do get a price. Does anyone > else have experience of reqMktData not showing prices if they are not live > on the TWS? > -- > Stephen Choularton Ph.D., FIoD > > > > _______________________________________________ > [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. > _______________________________________________ [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.
