Problems Using IBrokers

Question

I tried to use the IBrokers package with the simplest code, as shown below:

library(IBrokers) tws <- twsConnect() aapl.csv <- file("AAPL.csv", open="wa") # run an infinite-loop ( <Cc> to break ) reqMktData(tws, twsSTK("AAPL"), eventWrapper=eWrapper.MktData.CSV(1), file=aapl.csv) close(aapl.csv) close(tws) 

I get this error:

 2 1 321 Error validating request:-'oc' : cause - Incorrect generic tick list of 100,101,104,106,165,221,225,236. Legal ones for (STK) 

And everything hangs ...

the whole magazine is here:

 R version 2.13.0 (2011-04-13) Copyright (C) 2011 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: x86_64-pc-mingw32/x64 (64-bit) > library(IBrokers) Loading required package: xts Loading required package: zoo Attaching package: 'zoo' The following object(s) are masked from 'package:base': as.Date, as.Date.numeric IBrokers version 0.9-3: Implementing API Version 9.64 This software comes with NO WARRANTY. Not intended for production use! See ?IBrokers for details Warning messages: 1: package 'IBrokers' was built under R version 2.13.2 2: package 'xts' was built under R version 2.13.2 3: package 'zoo' was built under R version 2.13.2 > > tws <- twsConnect() > > aapl.csv <- file("AAPL.csv", open="a") > > # run an infinite-loop ( <Cc> to break ) > reqMktData(tws, twsSTK("AAPL"), + eventWrapper=eWrapper.MktData.CSV(1), + file=aapl.csv) 2 -1 2104 Market data farm connection is OK:cashfarm 2 -1 2104 Market data farm connection is OK:usfarm 2 -1 2106 HMDS data farm connection is OK:ushmds2a 2 1 321 Error validating request:-'oc' : cause - Incorrect generic tick list of 100,101,104,106,165,221,225,236. Legal ones for (STK) are: 100(Option Volume),101(Option Open Interest),104(Historical Volatility),105(Average Opt Volume),106(Option Implied Volatility),107(Close Implied Volatility),125(Bond analytic data),165(Misc. Stats),166(CScreen),225(Auction),233(RTVolume),236(inventory),258/47(Fundamentals),291(Close Implied Volatility),293(TradeCount),294(TradeRate),295(VolumeRate),318(LastRTHTrade),370(ParticipationMonitor),370(ParticipationMonitor),377(CttTickTag),377(CttTickTag),381(IB Rate),384(RfqTickRespTag),384(RfqTickRespTag),387(DMM),388(Issuer Fundamentals),391(IBWarrantImpVolCompeteTick),407(FuturesMargins),411(Real-Time Historical Volatility) > (Command cancelled) > > close(aapl.csv) > close(tws) 

What am I doing wrong here? Any idea for permission or pointer to links is much appreciated.

Answer 1

The error says that your tick list is bad. If you compare it with valid messages, you will see that the culprit is 221. Fortunately, when executing ?reqMktData indicated that you can specify your own tick list with the tickGenerics option. So just do something like

 > reqMktData(tws, twsSTK("AAPL"), eventWrapper=eWrapper.MktData.CSV(1), file=aapl.csv, tickGenerics="100,101,104,106,165,225,236") 

and you should be good to go.