Improves ease of use of IBrokers and FinancialInstrument


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Documentation for package ‘twsInstrument’ version 1.4-10

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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