twsInstrument-package | twsInstrument package: Integrates IBrokers and FinancialInstrument. |
addIBslot | Create a twsContract and store it in a slot of an instrument |
ATMQuote | At-the-money quote |
ATM_k | At-the-money strike |
buildIBcontract | buildIBcontract and wrappers |
ChangeTicker | Change the Symbol of data on disk |
conId | methods to get conId |
ConnectIB | Establish (force) a connection to TWS or IBG |
Contr_From_Instr | buildIBcontract and wrappers |
define_exchange_rates | exchange_rate class constructor |
define_futures | futures contract constructor |
define_futures.IB | futures contract constructor |
define_FX | exchange_rate class constructor |
define_options | create twsInstruments for options on a given underlying... |
define_options.IB | define option_series with IB... |
define_options.yahoo | define option_series instruments using yahoo... |
define_stocks | Define stocks |
eWrapper.data.BID_ASK_OHLCV | eWrapper for getting BID, ASK, LAST and OHLCV values from IB... |
eWrapper.FXdata | eWrapper for exchange_rate instruments... |
extract_future | Extract root 'future' from 'future_series' |
front_future | instrument class constructor for front futures contract |
front_future.IB | instrument class constructor for front futures contract |
future_id | Create future_series ids |
getBAT | download Bid Ask Trade data and merge into BAT object |
getContract | get a twsContract object |
getIBEquities | requests historical data for stocks from IB |
getQuote.IB | Download current instrument quote using IBrokers... |
get_from | Get first or last date for which there are data stored on disk |
get_quote | Download current instrument quote using IBrokers... |
get_quote.IB | Download current instrument quote using IBrokers... |
get_quote.yahoo | Download current instrument quote from yahoo... |
get_to | Get first or last date for which there are data stored on disk |
has.Mid | Return Mid column / check to see if data contains Mid column |
instrument.tws | instrument class constructor. |
Instr_From_Contr | buildIBcontract and wrappers |
is.twsInstrument | buildIBcontract and wrappers |
ls_defined.by | display the names of or delete twsInstruments. |
ls_IB | display the names of or delete twsInstruments. |
ls_non_twsInstruments | display the names of or delete twsInstruments. |
ls_twsInstruments | display the names of or delete twsInstruments. |
ls_yahoo | display the names of or delete twsInstruments. |
makeBATs | Build Bid Ask Trade object |
Mid | Return Mid column / check to see if data contains Mid column |
option_id | make primary_ids for options... |
reqTBBO | download Bid Ask Trade data and merge into BAT object |
reqTBBOhistory | Download and save to disk historical Bid, Ask, and Trades data |
rmContract | Remove local copies of twsContracts |
rm_non_twsInstruments | display the names of or delete twsInstruments. |
rm_twsInstruments | display the names of or delete twsInstruments. |
SP500desc | S&P 500 symbols |
twsClock | A clock utility to display the TWS server time... |
twsInstrument | buildIBcontract and wrappers |
twsInstrument-help | twsInstrument package: Integrates IBrokers and FinancialInstrument. |
updateContract | update the IB attribute of a 'twsInstrument' |
update_instruments.all | updates instrument metadata with data from IB |
update_instruments.IB | updates instrument metadata with data from IB |