Thanks for the mention of the trading-shim, Jeff -…
R P Herrold - May 6, 2010
Thanks for the mention of the trading-shim, Jeff – For those who do not know Jeff from the ‘R’ SIG for finance, I would also commend his fine work there. See: https://stat.ethz.ch/mailman/listinfo/r-sig-finance
Jeff: Awesome work! Hope that you become a regular contributor!
Great article. I used it to set up and test my IB link.
Your last sentence in the article was:
“…..Next time we’ll explore the real-time data features of IBrokers, including live market data, real-time bars, and order-book data capabilities…..”
Have you had a chance to write up these features? I am very interested in real time trading methods.
Does anyone have a full working example of iBrokers using real-time data and trade execution?