IBrokers历史索引数据
如何从交互式经纪人处将索引的历史数据输入R?如果是futures,我将使用以下命令(如本文所建议的):IBrokers历史索引数据,r,ibrokers,R,Ibrokers,如何从交互式经纪人处将索引的历史数据输入R?如果是futures,我将使用以下命令(如本文所建议的): 另外,有足够分数的人应该为IBroker创建一个标签我没有访问指数数据的市场数据,但我认为下面的方法应该有效 reqHistoricalData(tws, twsIndex(symbol = "SPX", exch = "CBOE")) ## waiting for TWS reply on SPX ....failed. ## NULL ## Warning message: ## In
另外,有足够分数的人应该为IBroker创建一个标签我没有访问指数数据的市场数据,但我认为下面的方法应该有效
reqHistoricalData(tws, twsIndex(symbol = "SPX", exch = "CBOE"))
## waiting for TWS reply on SPX ....failed.
## NULL
## Warning message:
## In errorHandler(con, verbose, OK = c(165, 300, 366, 2104, 2106, :
## Historical Market Data Service error message:No market data permissions for CBOE IND
以下是使用与上述类似方法的reqContractDetails
的结果,该方法证明合同对象是由twsIndex
reqContractDetails(tws, twsIndex(symbol = "SPX", exch = "CBOE"))
## [[1]]
## List of 18
## $ version : chr "8"
## $ contract :List of 16
## ..$ conId : chr "416904"
## ..$ symbol : chr "SPX"
## ..$ sectype : chr "IND"
## ..$ exch : chr "CBOE"
## ..$ primary : chr ""
## ..$ expiry : chr ""
## ..$ strike : chr "0"
## ..$ currency : chr "USD"
## ..$ right : chr ""
## ..$ local : chr "SPX"
## ..$ multiplier : chr ""
## ..$ combo_legs_desc: chr ""
## ..$ comboleg : chr ""
## ..$ include_expired: chr ""
## ..$ secIdType : chr ""
## ..$ secId : chr ""
## ..- attr(*, "class")= chr "twsContract"
## $ marketName : chr "SPX"
## $ tradingClass : chr "SPX"
## $ conId : chr "416904"
## $ minTick : chr "0.01"
## $ orderTypes : chr [1:22] "ACTIVETIM" "ADJUST" "ALERT" "ALLOC" ...
## $ validExchanges: chr "CBOE"
## $ priceMagnifier: chr "1"
## $ underConId : chr "0"
## $ longName : chr "S&P 500 Stock Index"
## $ contractMonth : chr ""
## $ industry : chr "Indices"
## $ category : chr "Broad Range Equity Index"
## $ subcategory : chr "*"
## $ timeZoneId : chr "CST"
## $ tradingHours : chr "20130321:0830-1500;20130322:0830-1500"
## $ liquidHours : chr "20130321:0830-1500;20130322:0830-1500"
##
如何请求非美国股票的合同信息,我尝试了下面的两个调用,我在合同细节中得到了一个错误,但这是两种证券的符号和交换,我可以在TWS中提取它们的信息 需求合同详情(tws、twsEquity(symbol=“BMW”、exch=“IBIS”)) 需求合同详情(tws、twsEquity(symbol=“BP”、exch=“EBS”))
我甚至尝试过exch='SMART',但宝马失败了,英国石油公司在纽约证券交易所上市。这是只针对美国股票的电话吗?你从哪里得到的
conId
(“11004968”)?如果你想要标准普尔指数,你需要得到。您可以使用getContract(“SPX”)
、getContract(synthetic(“SPX”、“USD”)
、getContract(“416904”)
等。如果您想使用,或者像geektrader演示的那样使用twsIndex
。我发现,您必须为非美国股票reqContractDetails(tws、twsEquity(symbol=“BMW”)指定货币,exch=“IBIS”,货币为欧元)
reqHistoricalData(tws, twsIndex(symbol = "SPX", exch = "CBOE"))
## waiting for TWS reply on SPX ....failed.
## NULL
## Warning message:
## In errorHandler(con, verbose, OK = c(165, 300, 366, 2104, 2106, :
## Historical Market Data Service error message:No market data permissions for CBOE IND
reqContractDetails(tws, twsIndex(symbol = "SPX", exch = "CBOE"))
## [[1]]
## List of 18
## $ version : chr "8"
## $ contract :List of 16
## ..$ conId : chr "416904"
## ..$ symbol : chr "SPX"
## ..$ sectype : chr "IND"
## ..$ exch : chr "CBOE"
## ..$ primary : chr ""
## ..$ expiry : chr ""
## ..$ strike : chr "0"
## ..$ currency : chr "USD"
## ..$ right : chr ""
## ..$ local : chr "SPX"
## ..$ multiplier : chr ""
## ..$ combo_legs_desc: chr ""
## ..$ comboleg : chr ""
## ..$ include_expired: chr ""
## ..$ secIdType : chr ""
## ..$ secId : chr ""
## ..- attr(*, "class")= chr "twsContract"
## $ marketName : chr "SPX"
## $ tradingClass : chr "SPX"
## $ conId : chr "416904"
## $ minTick : chr "0.01"
## $ orderTypes : chr [1:22] "ACTIVETIM" "ADJUST" "ALERT" "ALLOC" ...
## $ validExchanges: chr "CBOE"
## $ priceMagnifier: chr "1"
## $ underConId : chr "0"
## $ longName : chr "S&P 500 Stock Index"
## $ contractMonth : chr ""
## $ industry : chr "Indices"
## $ category : chr "Broad Range Equity Index"
## $ subcategory : chr "*"
## $ timeZoneId : chr "CST"
## $ tradingHours : chr "20130321:0830-1500;20130322:0830-1500"
## $ liquidHours : chr "20130321:0830-1500;20130322:0830-1500"
##