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List:       r-sig-finance
Subject:    Re: [R-SIG-Finance] Track multiple order status with IBrokers
From:       Noah Silverman <noahsilverman () ucla ! edu>
Date:       2011-10-29 2:01:43
Message-ID: 4E2C4E1F-5193-4194-94D7-83AA187EF031 () ucla ! edu
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Thanks!

--
Noah Silverman
UCLA Department of Statistics
8208 Math Sciences Building
Los Angeles, CA 90095

On Oct 28, 2011, at 6:59 PM, Jeff Ryan wrote:

> Hi Noah,
> 
> Some of this isn't exported due to a temporary lack of docs. 
> 
> IBrokers:::reqExecutions
> IBrokers:::reqOpenOrders
> 
> Are decent places to start. IB also accepts many "algo" orders that implement some \
> logic you might be interested in as well.  
> Sorry for so little detail, just not on a machine I can run through an example for \
> you with.  
> HTH
> Jeff
> 
> Jeffrey Ryan    |    Founder    |    jeffrey.ryan@lemnica.com
> 
> www.lemnica.com
> 
> On Oct 28, 2011, at 8:00 PM, Noah Silverman <noahsilverman@ucla.edu> wrote:
> 
> > Hi,
> > 
> > Is there a way to track the status of multiple orders with the IBrokers package?
> > 
> > For example, I might want to place an order along with a stop.  Then, consider \
> > that we might want the stop trailing.  So, as long as the price is heading in a \
> > favorable direction, I want to cancel the current stop and place a new one.  Once \
> > the stop hits, I want to be able to detect this and update my records \
> > accordingly. (And then start looking for next entry position.) 
> > I can see how to place a single order with the package.  Placing 2 (or more) \
> > sequentially should be trivial.  But, how do we know when an order has been \
> > filled, and at what price? 
> > Thanks!
> > 
> > --
> > Noah Silverman
> > Smart Media Corp
> > 
> > 
> > 
> > --
> > Noah Silverman
> > UCLA Department of Statistics
> > 8117 Math Sciences Building
> > Los Angeles, CA 90095
> > 
> > 
> > [[alternative HTML version deleted]]
> > 
> > _______________________________________________
> > R-SIG-Finance@r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> > -- Subscriber-posting only. If you want to post, subscribe first.
> > -- Also note that this is not the r-help list where general R questions should \
> > go.


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