IBrokers - reqMktData

Question

有沒有人嘗試過不同的IBrokers交易所？我試圖獲得ASX（澳大利亞交易所）上市股票的市場數據或歷史數據。我訂閱了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) 

我收到此錯誤消息。

TWS消息：2 1 200無安全定義已發現請求 TWS消息：2 1 300不能與tickerId找到EID：1 上等待TLS TWS答覆....失敗。

Answer 1

我不使用Chi-X，但作爲示例，下面的代碼適用於ASX和Globex交換。我希望這有幫助。

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)