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sheepsucker
Registered: Jun 2009
Posts: 213 |
09-15-12 09:50 PM
Thank you all for your suggestions! Will look into them to see if I can avoid re-inventing the wheel this time.
No suggestions for scripts using the R package IBrokers so far? The rest of my algorithms are in R, altough that doesnt actually matter in this case.
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2rosy
Registered: May 2012
Posts: 336 |
09-16-12 11:28 PM
"""
NYSE,ibm,108.22,BUY,400
SMART,msft,38.36,BUY,300
"""
f=open('c:/tmp/orders.txt')
for x in f.readlines():
v=x.split(',')
order = Order(v)
twsclient.placeOrder(order)
PM me if you want the Order() and twsclient code
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trademeisters
Registered: Sep 2012
Posts: 55 |
09-17-12 04:39 PM
I have done this in tradelink. if you have a file like
code:
IBM,true,100,500.000000,0.000000,,,,STK,USD,,1,DAY,0,0,,0
SPY_111223C119000 OPT,true,1,0,0,,CBOE,ZXBZA,NIL,USD,,975804660,D,20111206,144523,,0
you can read and send them in using OrderImpl.Deserialize(line) with sendorder.
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sle
Registered: Apr 2003
Posts: 1609 |
09-17-12 06:00 PM
Quote from ddude:
Why not use twsOrder and placeOrder in IBrokers package in R??? 
Do you have experience with it? I've heard conflicting things about it, especially about some stability issues. We looked at it briefly when we considered PBing with IB, but decided against it. Pretty reasonable interface, though.
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