Introducing IBrokers (and Jeff Ryan)

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!

Jeff,

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.

Thanks,
Bill

Does anyone have a full working example of iBrokers using real-time data and trade execution?