reqMktDataType {IBrokers} | R Documentation |
Request Market Data Type from TWS
Description
Set the market data type with TWS
Usage
reqMktDataType(conn, mktDataType = 3)
Arguments
conn |
a valid |
mktDataType |
market data type code |
Details
This function sets the market data type that will be returned by
TWS when reqMktData
is called.
- 1
Real-time: Live data is streamed back in real time. Market data subscriptions are required to receive live market data.
- 2
Frozen: Market data is the last data recorded at market close. Frozen data requires TWS/IBG v.962 or higher and the same market data subscriptions necessary for real time streaming data.
- 3
Delayed: Market data 15-20 minutes behind real-time (depending on the exchange). Automatically use delayed data if user does not have a real-time subscription. Ignored if real-time data is available.
- 4
Delayed-frozen: Requests delayed "frozen" data for users without market data subscriptions.
Value
NULL
(invisibly)
Author(s)
Joshua M. Ulrich
References
Interactive Brokers API: https://interactivebrokers.github.io/tws-api/index.html
See Also
Examples
## Not run:
tws <- twsConnect()
contract <- twsEquity("QQQQ","SMART","ISLAND")
# set market data type to 'delayed'
reqMktDataType(tws, 3)
reqMktData(tws, contract)
## End(Not run)