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POR IBrokers. How to get currency contract to work in reqHistoricalData calls? e.g. CADUSD rates? And how to pull index prices? e.g. S&P, DJI?
 

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  1. POR IBrokers. How to get currency contract to work in reqHistoricalData calls? e.g. CADUSD rates? And how to pull index prices? e.g. S&P, DJI?
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    <p>I am currently learning how to use the <code>IBrokers</code> package.</p> <p>I can pull equity prices at frequencies I want, and option prices, but I'm currently stuck on pulling foreign exchange rates.</p> <p>I don't know how to set up the right <code>twsContract</code>, for calling with <code>reqHistoricalData</code>.</p> <p>I am interested in getting CADUSD currencies on say a 1 min basis. How can I do this?</p> <p>The example in the manual gives:</p> <pre><code>currency &lt;- twsCurrency("EUR") </code></pre> <p>When I try and call this with say <code>reqHistoricalData(tws, currency)</code> it comes back with an error saying something like "no historical data available 1D". As I can't even get the example in the manual to work, I'm rather stuck...</p> <p>Can someone please enlighten me as to what the correct syntax is? If I have a couple of examples that actually work, I can take it from there.</p> <p>Also, when I try using <code>"USD.CAD"</code> or <code>"CAD.USD"</code> as the ticker in the <code>twsContract</code> object, I'm getting complaints that this isn't a valid security. How can I find out what the right ticker name for <code>USD.CAD</code> would be? Right now I figure out the ticket for stocks by looking at my interactive brokers application which is open at the same time obviously, and typing the company name and doing a search. The ticker generally comes back e.g. (type apple, get back AAPL when I want to add this security to my portfolio in the interactive brokers workstation).</p> <p>Any help would be much appreciated.</p> <p>Also, another related question is how can I pull the historical of say the S&amp;P500 price index on a 1 min basis say?</p> <p>I am guessing I would use a <code>twsContract</code> object in R, but I don't know what parameters to use. What should the ticker be? The trade workstation mentions it's an "index" product type (obviously), which doesn't fit into any of the wrappers like <code>twsStock</code>, <code>twsCurrency</code> etc... Again, Is there an example of this somewhere, which actually works? </p>
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