IBrokers - reqMktData

Question

有没有人尝试过不同的IBrokers交易所？我试图获得ASX（澳大利亚交易所）上市股票的市场数据或历史数据。我订阅了Chi-X Australia。

library("IBrokers") 
tws <- twsConnect() 
security = twsSTK("TLS",primary = "ASX") 
is.twsConnection(security) #says false 
security_copy = twsEquity(symbol = "TLS",primary = "ASX") 
reqMktData(tws,security) 
data_stock = reqHistoricalData(tws, security) 

我收到此错误消息。

TWS消息：2 1 200无安全定义已发现请求 TWS消息：2 1 300不能与tickerId找到EID：1 上等待TLS TWS答复....失败。

Answer 1

我不使用Chi-X，但作为示例，下面的代码适用于ASX和Globex交换。我希望这有帮助。

library(IBrokers) 

    tws = twsConnect() 

    #ASX 
    contract <- twsSTK(symbol="BHP",exch="ASX",primary="ASX",currency="AUD") 
    BHPHistorical <- reqHistoricalData(tws, contract) 
    BHPRealTime <- reqMktData(tws,contract,snapshot = TRUE) 

    #SNFE futures data 
    contract <- twsFuture(symbol="SPI",exch="SNFE",primary="SNFE",currency="AUD",expiry="201712")   
    SPIHistorical <- reqHistoricalData(tws, contract,barSize="30 mins",duration="1 M") 
    SPIPRealTime <- reqMktData(tws,contract) 

    #ASX Options data 
    #using twsOption hasn't always worked 
    contract <- twsOption(local="XJOHU9",expiry = "20171116",strike="5750",right="C",exch="ASX",primary="",currency="AUD",symbol="",multiplier = 10,include_expired = FALSE,conId = 0) 
    OptRealTime <- reqMktData(tws,contract) 
    OptHistorical <- reqHistoricalData(tws, contract) 

    contract <- twsContract(0,symbol="AP",sectype="OPT",exch="ASX",primary="ASX",expiry= "20171116",strike="5750",currency="AUD",right="C",local="",multiplier = "10",combo_legs_desc = "",comboleg = "",include_expired = "",secIdType = "",secId = "") 
    OptRealTime <- reqMktData(tws,contract,snapshot = TRUE) 
    OptHistorical <- reqHistoricalData(tws, contract) 


    #USA 
    contract = twsFuture(symbol="ES",exch="GLOBEX",primary="GLOBEX",currency="USD",expiry="20171215") 
    ESHistorical = reqHistoricalData(tws, contract) 
    ESRealTime = reqMktData(tws, contract)