joshuaulrich / ibrokers Goto Github PK

library(tidyverse)
library(IBrokers)
tws = twsConnect()
contract <- twsEquity('VOD','SMART')
VOD_intraday = IBrokers::reqHistoricalData(tws, Contract = contract, barSize = "1 min", duration = "1 D")
VOD_intraday %>% as.data.frame() %>% rownames_to_column(var = "time") %>% arrange(desc(time)) %>% head()

> contract <- twsEquity('VOD','SMART')
> VOD_intraday = IBrokers::reqHistoricalData(tws, Contract = contract, barSize = "1 min", duration = "1 D")
waiting for TWS reply on VOD .... done.
> VOD_intraday %>% as.data.frame() %>% rownames_to_column(var = "time") %>% arrange(desc(time)) %>% head()
                 time VOD.Open VOD.High VOD.Low VOD.Close VOD.Volume VOD.WAP VOD.hasGaps VOD.Count
1 2021-03-26 19:59:00    18.86    18.88   18.85     18.88        281  18.866           0       165
2 2021-03-26 19:58:00    18.86    18.86   18.84     18.86        688  18.850           0       192
3 2021-03-26 19:57:00    18.86    18.86   18.85     18.86        132  18.855           0        62
4 2021-03-26 19:56:00    18.85    18.86   18.84     18.86        144  18.849           0        98
5 2021-03-26 19:55:00    18.84    18.85   18.83     18.85        101  18.839           0        66
6 2021-03-26 19:54:00    18.81    18.84   18.81     18.84        331  18.823           0       134

R version 4.0.3 (2020-10-10)
Platform: x86_64-w64-mingw32/x64 (64-bit)
Running under: Windows 10 x64 (build 19041)

Matrix products: default

locale:
[1] LC_COLLATE=English_United States.1252  LC_CTYPE=English_United States.1252    LC_MONETARY=English_United States.1252 LC_NUMERIC=C                          
[5] LC_TIME=English_United States.1252    

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
 [1] IBrokers_0.9-12            tidyquant_1.0.2            PerformanceAnalytics_2.0.4 lubridate_1.7.9.2          timetk_2.6.0               quantmod_0.4.17           
 [7] TTR_0.24.2                 xts_0.12.1                 zoo_1.8-8                  forcats_0.5.0              stringr_1.4.0              dplyr_1.0.2               
[13] purrr_0.3.4                readr_1.4.0                tidyr_1.1.2                tibble_3.0.4               ggplot2_3.3.2              tidyverse_1.3.0           

loaded via a namespace (and not attached):
 [1] fs_1.5.0           DiceDesign_1.8-1   httr_1.4.2         tools_4.0.3        backports_1.2.0    utf8_1.1.4         R6_2.5.0           rpart_4.1-15       DBI_1.1.0         
[10] colorspace_2.0-0   yardstick_0.0.7    nnet_7.3-14        withr_2.3.0        tidyselect_1.1.0   curl_4.3           compiler_4.0.3     cli_2.2.0          rvest_0.99.0.9000 
[19] xml2_1.3.2         scales_1.1.1       quadprog_1.5-8     tune_0.1.2         digest_0.6.27      pkgconfig_2.0.3    parallelly_1.21.0  lhs_1.1.1          dbplyr_2.0.0      
[28] rlang_0.4.10       readxl_1.3.1       rstudioapi_0.13    generics_0.1.0     jsonlite_1.7.2     magrittr_2.0.1     tbl2xts_1.0.4      Matrix_1.2-18      Quandl_2.10.0     
[37] Rcpp_1.0.6         munsell_0.5.0      fansi_0.4.1        GPfit_1.0-8        lifecycle_0.2.0    furrr_0.2.1        pROC_1.16.2        stringi_1.5.3      yaml_2.2.1        
[46] MASS_7.3-53        plyr_1.8.6         recipes_0.1.15     grid_4.0.3         parallel_4.0.3     listenv_0.8.0      crayon_1.3.4       fortunes_1.5-4     lattice_0.20-41   
[55] haven_2.3.1        splines_4.0.3      hms_0.5.3          pillar_1.4.7       dials_0.0.9        codetools_0.2-16   parsnip_0.1.4      reprex_0.3.0       glue_1.4.2        
[64] rsample_0.0.8      modelr_0.1.8       vctrs_0.3.6        foreach_1.5.1      cellranger_1.1.0   gtable_0.3.0       future_1.20.1      assertthat_0.2.1   gower_0.2.2       
[73] prodlim_2019.11.13 broom_0.7.2        class_7.3-17       survival_3.2-7     timeDate_3043.102  iterators_1.0.13   lava_1.6.8.1       workflows_0.2.1    globals_0.14.0    
[82] ellipsis_0.3.1     ipred_0.9-9 

### Script_1 (reqMktData)

library(data.table)
library(IBrokers)

memory.limit(size = 100000)
tws <- twsConnect(port = 4002)

snapShot= function (twsCon, eWrapper, timestamp, file, playback = 1, ...)
{
  if (missing(eWrapper))
    eWrapper <- eWrapper()
  
  names(eWrapper$.Data$data) <- eWrapper$.Data$symbols
  con <- twsCon[[1]]
  if (inherits(twsCon, "twsPlayback")) {
    sys.time <- NULL
    while (TRUE) {
      if (!is.null(timestamp)) {
        last.time <- sys.time
        sys.time <- as.POSIXct(strptime(paste(readBin(con,
                                                      character(), 2), collapse = " "), timestamp))
        if (!is.null(last.time)) {
          Sys.sleep((sys.time - last.time) * playback)
        }
        curMsg <- .Internal(readBin(con, "character",
                                    1L, NA_integer_, TRUE, FALSE))
        if (length(curMsg) < 1)
          next
        processMsg(curMsg, con, eWrapper, format(sys.time,
                                                 timestamp), file, ...)
      }
      else {
        curMsg <- readBin(con, character(), 1)
        if (length(curMsg) < 1)
          next
        processMsg(curMsg, con, eWrapper, timestamp,
                   file, ...)
        if (curMsg == .twsIncomingMSG$REAL_TIME_BARS)
          Sys.sleep(5 * playback)
      }
    }
  }
  else {
    while (TRUE) {
      socketSelect(list(con), FALSE, NULL)
      curMsg <- .Internal(readBin(con, "character", 1L,
                                  NA_integer_, TRUE, FALSE))
      if (!is.null(timestamp)) {
        processMsg(curMsg, con, eWrapper, format(Sys.time(),
                                                 timestamp), file, ...)
      }
      else {
        processMsg(curMsg, con, eWrapper, timestamp,
                   file, ...)
      }
      if (!any(sapply(eWrapper$.Data$data, is.na)))
        return(do.call(rbind, lapply(eWrapper$.Data$data,
                                     as.data.frame)))
    }
  }
}

sec = twsFuture(symbol = 'NQ',exch = 'CME', expiry = '20230915', currency = 'USD',multiplier = '20')
tm = Sys.time()
Dt = Sys.Date()
ed = paste(Dt,"21:01:00", "BST", sep = " ")

while(tm < ed) {
  dwn_data = reqMktData(tws,CALLBACK = snapShot,eventWrapper = eWrapper.data(length(1)),Contract = sec);
  print(dwn_data)
  Sys.sleep(3)
}

### Script_2 (reqIds) - 

library(data.table)
library(IBrokers)

options(digits.secs = 2)
tws <- twsConnect(port = 4002)
reqIds(tws)

> placeOrder(tws,twsFuture("HSI",exch= "HKFE",expiry = "20190130"),twsOrder(reqIds(tws),orderType = "MKT",action = "SELL",totalQuantity = 1))
> reqMktData(tws,HSI,snapshot = T)

2 10 200 No security definition has been found for the request 
        lastTimeStamp symbol bidSize bidPrice askPrice askSize lastPrice Volume  Open  High   Low Close
1 2020-01-10 17:20:10    HSI       5    28656    28659       4     28658    151 28662 28663 28646 28658

 tws <- twsConnect()

[Insert your sessionInfo() output]

[Insert sample data and code]

[Insert your sessionInfo() output]

x <- reqAccountUpdates(conn, subscribe = T, acctCode = "1")
> twsPortfolioValue(x, zero.pos=T)[2, ]
  local sectype marketValue averageCost return position realizedPNL unrealizedPNL
2   SPY     STK     417.344          NA     NA       NA       57.91      411.5534
> x[[2]][[2]]
List of 2
 $ contract      :List of 17
  ..$ conId          : chr "756733"
  ..$ symbol         : chr "SPY"
  ..$ sectype        : chr "STK"
  ..$ exch           : chr "ARCA"
  ..$ primary        : chr "ARCA"
  ..$ expiry         : chr ""
  ..$ strike         : chr "0"
  ..$ currency       : chr "USD"
  ..$ right          : chr "0"
  ..$ local          : chr "SPY"
  ..$ multiplier     : chr ""
  ..$ combo_legs_desc: chr ""
  ..$ comboleg       : chr ""
  ..$ include_expired: chr ""
  ..$ secIdType      : chr ""
  ..$ secId          : chr ""
  ..$ tradingClass   : chr ""
  ..- attr(*, "class")= chr "twsContract"
 $ portfolioValue:List of 7
  ..$ position     : num NA
  ..$ marketPrice  : num 10
  ..$ marketValue  : num 417
  ..$ averageCost  : num 4173
  ..$ unrealizedPNL: num 412
  ..$ realizedPNL  : num 57.9
  ..$ accountName  : chr "0.0"

IBrokers_0.10-1

library(IBrokers)
IBConn=ibgConnect(1234)
Contract2get = twsCurrency("EUR",currency = "JPY")
##Does not work
test = reqHistoricalData(IBConn,Contract = Contract2get,whatToShow ='BID_ASK',
  useRTH = "0",barSize = '1 min',duration="1 D")

##Works note my IBG is in EST
test = reqHistoricalData(IBConn,Contract = Contract2get,whatToShow ='BID_ASK',
  useRTH = "0",barSize = '1 min',duration="1 D",
  endDateTime = paste0(gsub("-","",reqCurrentTime(IBConn))," EST"))

# working function
placeOrder = function(twsconn, Contract, Order) {
  if (!IBrokers::is.twsConnection(twsconn))
    stop("requires twsConnection object")
  if (!IBrokers::is.twsContract(Contract))
    stop("requires twsContract object for Contract arg")
  if (!inherits(Order, "twsOrder"))
    stop("requires twsOrder object for Order arg")
  con <- twsconn[[1]]
  VERSION <- "42"
  if (is.null(Order$hedgeType) || is.null(Order$hedgeParam))
    stop("NEW twsOrder has to be used")
  if (Order$orderId == "")
    Order$orderId <- reqIds(twsconn)
  order <- c(IBrokers::.twsOutgoingMSG$PLACE_ORDER, VERSION, as.character(Order$orderId),
             as.character(Contract$conId), Contract$symbol, Contract$sectype,
             Contract$expiry, Contract$strike, Contract$right, Contract$multiplier,
             Contract$exch, Contract$primary, Contract$currency, Contract$local,
             {
               if (is.null(Contract$tradingClass)) "" else Contract$tradingClass
             }, Contract$secIdType, Contract$secId, Order$action,
             Order$totalQuantity, Order$orderType, Order$lmtPrice,
             Order$auxPrice, Order$tif, Order$ocaGroup, Order$account,
             Order$openClose, Order$origin, Order$orderRef, Order$transmit,
             Order$parentId, Order$blockOrder, Order$sweepToFill,
             Order$displaySize, Order$triggerMethod, Order$outsideRTH,
             Order$hidden)
  if (Contract$sectype == "BAG") {
    #stop("BAG security type not supported") # NEW CODE
    if (is.null(Contract$comboleg)) {
      order <- c(order, 0)
    }
    else {
      comboLeg <- Contract$comboleg
      order <- c(order, length(comboLeg))
      for (i in 1:length(comboLeg)) {
        Leg <- comboLeg[[i]]
        order <- c(order, Leg$conId, Leg$ratio, Leg$action,
                   Leg$exch, Leg$openClose, Leg$shortSaleSlot,
                   #Leg$designatedLocation) # NEW CODE
                   Leg$designatedLocation, Leg$exemptCode) # NEW CODE
      }
      order <- c(order, "0", "0") # NEW CODE  -> orderComboLegsCount, smartComboRoutingParamsCount
    }
  }
  order <- c(order, "", Order$discretionaryAmt, Order$goodAfterTime,
             Order$goodTillDate, Order$faGroup, Order$faMethod, Order$faPercentage,
             Order$faProfile, Order$shortSaleSlot, Order$designatedLocation,
             Order$exemptCode, Order$ocaType, Order$rule80A, Order$settlingFirm,
             Order$allOrNone, Order$minQty, Order$percentOffset, Order$eTradeOnly,
             Order$firmQuoteOnly, Order$nbboPriceCap, Order$auctionStrategy,
             Order$startingPrice, Order$stockRefPrice, Order$delta,
             Order$stockRangeLower, Order$stockRangeUpper, Order$overridePercentageConstraints,
             Order$volatility, Order$volatilityType, Order$deltaNeutralOrderType,
             Order$deltaNeutralAuxPrice, Order$continuousUpdate, Order$referencePriceType,
             Order$trailStopPrice, Order$trailingPercent, Order$scaleInitLevelSize,
             Order$scaleSubsLevelSize, Order$scalePriceIncrement,
             Order$scaleTable, Order$activeStartTime, Order$activeStopTime)
  if (Order$hedgeType != "") {
    order <- c(order, Order$hedgeType, Order$hedgeParam)
  }
  else {
    order <- c(order, Order$hedgeType)
  }
  order <- c(order, Order$optOutSmartRouting, Order$clearingAccount,
             Order$clearingIntent, Order$notHeld, "0", Order$algoStrategy,
             Order$whatIf, "")
  
  writeBin(order, con)
  assign(".Last.orderId", as.integer(Order$orderId), .IBrokersEnv)
  invisible(as.integer(Order$orderId))
}


# SPX options - conId_1 and conId_2
leg1 = IBrokers::twsComboLeg(conId_1, action='SELL', ratio=1, exchange='CBOE'))
leg2 = IBrokers::twsComboLeg(conId_2, action='SELL', ratio=1, exchange='CBOE'))
bag = IBrokers::twsBAG(leg1, leg2)
bag$symbol = 'SPX'
bag$exch     = 'CBOE'

order = IBrokers::twsOrder(
    orderId       = 9999,
    orderType  = 'SNAP MID',
    auxPrice     = '0',
    lmtPrice      = '',
    openClose  = '',
    goodAfterTime = '',
    tif               = 'GTC',
    outsideRTH = '1',
    action        = 'BUY',
    totalQuantity = 1,
    transmit      = TRUE)

IBrokers::placeOrder(twsconn, bag, order)

Platform: x86_64-w64-mingw32/x64 (64-bit)
Running under: Windows 10 x64 (build 19043)

Matrix products: default

Random number generation:
 RNG:     Mersenne-Twister 
 Normal:  Inversion 
 Sample:  Rounding 
 
locale:
[1] LC_COLLATE=English_United States.utf8  LC_CTYPE=English_United States.utf8    LC_MONETARY=English_United States.utf8
[4] LC_NUMERIC=C                           LC_TIME=English_United States.utf8    

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
 [1] dplyr_1.0.8      DBI_1.1.2        odbc_1.3.3       readr_2.1.2      aws.s3_0.3.21    RQuantLib_0.4.15 lubridate_1.8.0  jsonlite_1.8.0  
 [9] quantmod_0.4.18  TTR_0.24.3       openxlsx_4.2.5   IBrokers_0.10-1  xts_0.12.1       zoo_1.8-10      

loaded via a namespace (and not attached):
 [1] zip_2.2.0           Rcpp_1.0.8.3        pillar_1.7.0        compiler_4.2.0      base64enc_0.1-3     iterators_1.0.14    tools_4.2.0        
 [8] digest_0.6.29       bit_4.0.4           lifecycle_1.0.1     tibble_3.1.6        lattice_0.20-45     pkgconfig_2.0.3     rlang_1.0.2        
[15] foreach_1.5.2       cli_3.3.0           curl_4.3.2          xml2_1.3.3          httr_1.4.2          generics_0.1.2      vctrs_0.4.1        
[22] hms_1.1.1           bit64_4.0.5         grid_4.2.0          tidyselect_1.1.2    glue_1.6.2          R6_2.5.1            fansi_1.0.3        
[29] tzdb_0.3.0          purrr_0.3.4         blob_1.2.3          magrittr_2.0.3      codetools_0.2-18    ellipsis_0.3.2      assertthat_0.2.1   
[36] aws.signature_0.6.0 utf8_1.2.2          stringi_1.7.6       crayon_1.5.1       

my_connection <- IBrokers::twsConnect(clientId = 0, port = 7497) # connecting to the paper trading account

isConnected(my_connection) # returns TRUE

# The next line was taken directly from the help documentation. Symbol was set to "EUR"
fx_pair <- twsCurrency(symbol = "EUR",
                                      currency='USD',
                                      exch='IDEALPRO',
                                      primary='',
                                      strike='0.0',
                                      right='',
                                      local='',
                                      multiplier='',
                                      include_expired='0',
                                      conId=0) 

is.twsContract(fx_pair) # returns true

reqMktData(my_connection, new_pair) # returns "TWS Message: 2 1 10285 Your API version does not support fractional size rules. Please upgrade to a minimum version 163."

R version 4.3.1 (2023-06-16)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: Ubuntu 22.04.3 LTS

Matrix products: default
BLAS:   /usr/lib/x86_64-linux-gnu/blas/libblas.so.3.10.0 
LAPACK: /usr/lib/x86_64-linux-gnu/lapack/liblapack.so.3.10.0

locale:
 [1] LC_CTYPE=en_CA.UTF-8       LC_NUMERIC=C               LC_TIME=en_CA.UTF-8        LC_COLLATE=en_CA.UTF-8    
 [5] LC_MONETARY=en_CA.UTF-8    LC_MESSAGES=en_CA.UTF-8    LC_PAPER=en_CA.UTF-8       LC_NAME=C                 
 [9] LC_ADDRESS=C               LC_TELEPHONE=C             LC_MEASUREMENT=en_CA.UTF-8 LC_IDENTIFICATION=C       

time zone: America/Toronto
tzcode source: system (glibc)

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] IBrokers_0.10-2 xts_0.13.1      zoo_1.8-12     

loaded via a namespace (and not attached):
 [1] lubridate_1.9.2   xfun_0.39         lattice_0.21-8    magrittr_2.0.3    glue_1.6.2        stringr_1.5.0     knitr_1.43       
 [8] timechange_0.2.0  generics_0.1.3    lifecycle_1.0.3   cli_3.6.1         grid_4.3.1        ISOweek_0.6-2     compiler_4.3.1   
[15] highr_0.10        rstudioapi_0.15.0 tools_4.3.1       evaluate_0.21     rlang_1.1.1       stringi_1.7.12   

library(IBrokers) # v 0.10-2

tws <- twsConnect(port = 7496, verbose = TRUE)

contract <- twsFuture(symbol = "ES",
                       exch = "CME",
                       expiry = "202306",
                       currency = "USD")

order <- IBrokers::twsOrder(action = "BUY",
                            totalQuantity = 1,
                            orderType = "MKT",
                            tif = "DAY",
                            transmit = FALSE,
                            algoStrategy = "Adaptive",
                            algoParams = c("1", "adaptivePriority", "Patient")

placeOrder(twsconn = tws,
           Contract = contract,
           Order = order)

R version 4.2.1 (2022-06-23 ucrt)
Platform: x86_64-w64-mingw32/x64 (64-bit)
Running under: Windows 10 x64 (build 19044)

Matrix products: default

locale:
[1] LC_COLLATE=English_United States.utf8  LC_CTYPE=English_United States.utf8    LC_MONETARY=English_United States.utf8 LC_NUMERIC=C                          
[5] LC_TIME=English_United States.utf8    

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] twsInstrument_1.4-10      FinancialInstrument_1.3.1 quantmod_0.4.20           TTR_0.24.3                IBrokers_0.10-2           xts_0.13.0               
[7] zoo_1.8-11               

loaded via a namespace (and not attached):
[1] compiler_4.2.1  tools_4.2.1     rstudioapi_0.14 curl_4.3.2      grid_4.2.1      lattice_0.20-45

  else if (curMsg == .twsIncomingMSG$MARKET_DATA_TYPE) {
    msg <- readBin(con, "character", 3)
    eWrapper$marketDataType(curMsg, msg, timestamp, file, 
      ...)
  }
  else if (curMsg == .twsIncomingMSG$COMMISSION_REPORT) {
    msg <- readBin(con, "character", 7)
    eWrapper$commissionReport(curMsg, msg, timestamp, file, 
      ...)
  }

`.twsIncomingMSG` <-
structure(list(TICK_PRICE = "1", TICK_SIZE = "2", 
    ORDER_STATUS = "3", ERR_MSG = "4", OPEN_ORDER = "5", ACCT_VALUE = "6", 
    PORTFOLIO_VALUE = "7", ACCT_UPDATE_TIME = "8", NEXT_VALID_ID = "9", 
    CONTRACT_DATA = "10", EXECUTION_DATA = "11", MARKET_DEPTH = "12", 
    MARKET_DEPTH_L2 = "13", NEWS_BULLETINS = "14", MANAGED_ACCTS = "15", 
    RECEIVE_FA = "16", HISTORICAL_DATA = "17", BOND_CONTRACT_DATA = "18", 
    SCANNER_PARAMETERS = "19", SCANNER_DATA = "20", TICK_OPTION_COMPUTATION = "21", 
    TICK_GENERIC = "45", TICK_STRING = "46", TICK_EFP = "47", 
    CURRENT_TIME = "49", REAL_TIME_BARS = "50", FUNDAMENTAL_DATA = "51",
    CONTRACT_DATA_END = "52", OPEN_ORDER_END = "53",
    ACCT_DOWNLOAD_END = "54", EXECUTION_DATA_END = "55",
    DELTA_NEUTRAL_VALIDATION = "56", TICK_SNAPSHOT_END = "57"), .Names = c("TICK_PRICE", 
"TICK_SIZE", "ORDER_STATUS", "ERR_MSG", "OPEN_ORDER", "ACCT_VALUE", 
"PORTFOLIO_VALUE", "ACCT_UPDATE_TIME", "NEXT_VALID_ID", "CONTRACT_DATA", 
"EXECUTION_DATA", "MARKET_DEPTH", "MARKET_DEPTH_L2", "NEWS_BULLETINS", 
"MANAGED_ACCTS", "RECEIVE_FA", "HISTORICAL_DATA", "BOND_CONTRACT_DATA", 
"SCANNER_PARAMETERS", "SCANNER_DATA", "TICK_OPTION_COMPUTATION", 
"TICK_GENERIC", "TICK_STRING", "TICK_EFP", "CURRENT_TIME", "REAL_TIME_BARS",
"FUNDAMENTAL_DATA","CONTRACT_DATA_END", "OPEN_ORDER_END", "ACCT_DOWNLOAD_END",
"EXECUTION_DATA_END","DELTA_NEUTRAL_VALIDATION","TICK_SNAPSHOT_END"
))

reqContractDetails <-
  function(conn, Contract, reqId="1", verbose=FALSE,
           eventWrapper=eWrapper(), CALLBACK=twsCALLBACK, ...) {
    
    .reqContractDetails(conn, Contract, reqId)
    
    if(is.null(CALLBACK))
      invisible(return(NULL))
    
    # create an internal eWrapper to *only* handle contract request data,
    # all else is discarded.
    eW <- eWrapper(NULL)
    eW$contractDetails <- function(curMsg, msg, timestamp, file, ...) {
      # custom contractData function called from processMsg
      twsContractDetails(version=msg[1],
                         #reqId=msg[2],
                         contract=twsContract(conId=msg[12+1],
                                              symbol=msg[3],
                                              sectype=msg[4],
                                              expiry=msg[5],  
                                              primary=msg[21],
                                              strike=msg[5+1],
                                              right=msg[6+1],
                                              exch=msg[7+1],
                                              currency=msg[8+1],
                                              multiplier=msg[14+1],
                                              include_expired=Contract$include_expired,
                                              combo_legs_desc="", comboleg="",
                                              local=msg[9+1]),
                         marketName=msg[10+1],
                         tradingClass=msg[11+1],
                         conId=msg[12+1],
                         minTick=msg[13+1],
                         orderTypes=unlist(strsplit(msg[15+1],",")),
                         validExchanges=unlist(strsplit(msg[16+1],",")),
                         priceMagnifier=msg[17+1],
                         underConId=msg[18+1],
                         longName=msg[19+1],
                         contractMonth=msg[22],
                         industry=msg[23],
                         category=msg[24],
                         subcategory=msg[25],
                         timeZoneId=msg[26],
                         tradingHours=msg[27],
                         liquidHours=msg[28])
    }
    
    contracts <- list()
    con <- conn[[1]]
    while (TRUE) {
      socketSelect(list(con), FALSE, NULL) 
      curMsg <- readBin(con, character(), 1)
      if(curMsg != .twsIncomingMSG$CONTRACT_DATA) {
        if(curMsg == .twsIncomingMSG$ERR_MSG) {
          if(!errorHandler(con,verbose,OK=c(165,300,366,2104,2106,2107))){
            warning("error in contract details")
            break
          }
        } else {
          processMsg(curMsg, con, eW, timestamp, file)
          if(curMsg == .twsIncomingMSG$CONTRACT_DATA_END)
            break      
        }
      }
      if(curMsg == .twsIncomingMSG$CONTRACT_DATA) {
        contracts[[length(contracts)+1]] <-
          processMsg(curMsg, con, eW, timestamp, file)
      }
      
       Sys.sleep(0.01) # NEW CODE
    }
    return(contracts)
  }

contract <- twsEquity("SXC")
reqHistoricalData(conn=tws,
                             Contract=contract,
                             endDateTime="",
                             barSize = "1 hour",
                             duration = "10 Y",
                             useRTH = "1",
                             whatToShow = "ADJUSTED_LAST", 
                             timeFormat = "1",
                             tzone = "",
                             verbose = TRUE,
                             tickerId = "1")

> sessionInfo()
R version 3.4.4 (2018-03-15)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: Linux Mint 19.3

Matrix products: default
BLAS: /usr/lib/x86_64-linux-gnu/blas/libblas.so.3.7.1
LAPACK: /usr/lib/x86_64-linux-gnu/lapack/liblapack.so.3.7.1

locale:
 [1] LC_CTYPE=en_NZ.UTF-8       LC_NUMERIC=C               LC_TIME=en_NZ.UTF-8        LC_COLLATE=en_NZ.UTF-8     LC_MONETARY=en_NZ.UTF-8   
 [6] LC_MESSAGES=en_NZ.UTF-8    LC_PAPER=en_NZ.UTF-8       LC_NAME=C                  LC_ADDRESS=C               LC_TELEPHONE=C            
[11] LC_MEASUREMENT=en_NZ.UTF-8 LC_IDENTIFICATION=C       

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] dplyr_0.8.5     quantmod_0.4-16 TTR_0.23-6      plyr_1.8.6      IBrokers_0.9-12 xts_0.12-0      zoo_1.8-7      

loaded via a namespace (and not attached):
 [1] Rcpp_1.0.3       rstudioapi_0.11  magrittr_1.5     tidyselect_1.0.0 munsell_0.5.0    colorspace_1.4-1 lattice_0.20-40  R6_2.4.1        
 [9] rlang_0.4.5      fansi_0.4.1      tools_3.4.4      grid_3.4.4       gtable_0.3.0     utf8_1.1.4       cli_2.0.2        assertthat_0.2.1
[17] tibble_2.1.3     lifecycle_0.2.0  crayon_1.3.4     purrr_0.3.3      ggplot2_3.3.0    vctrs_0.2.4      curl_4.3         glue_1.3.2      
[25] compiler_3.4.4   pillar_1.4.3     scales_1.1.0     jsonlite_1.6.1   pkgconfig_2.0.3 

if (curMsg == .twsIncomingMSG$ERR_MSG) {
    errMsg <- readBin(s, character(), 4)
    close(s)
    on.exit()
    return(twsConnect(clientId + 1, host, port, verbose, timeout, filename, blocking))
}

contract_raw = IBrokers::twsFuture(symbol ='',exch = '',expiry = '',local = 'MESH3')
tws = twsConnect()
contract_details = reqContractDetails(conn = tws,Contract = contract_raw)

twsOrder(action = "SELL", totalQuantity = 399, orderType = "TRAIL",trailingPercent = "2", tif = "GTC", transmit = FALSE, trailStopPrice = 43.41)

[Insert your sessionInfo() output]

library(IBrokers)
tws <- twsConnect()
IBrokers::reqMktData(tws, IBrokers::twsOption(local = "SPY 230727C00460000"))
IBrokers::reqMktData(tws, IBrokers::twsOption(local = "SPY 20230727C00460000"))

library(IBrokers)
tws <- twsConnect()
IBrokers::reqMktData(tws, IBrokers::twsOption(symbol = "SPY", exch = "SMART", 
                                              local = "", right = "C", 
                                              strike = 460, expiry = "20230727"))

R version 4.2.1 (2022-06-23) Platform: x86_64-pc-linux-gnu (64-bit) Running under: Ubuntu 20.04.4 LTS  Matrix products: default BLAS:   /usr/lib/x86_64-linux-gnu/blas/libblas.so.3.9.0 LAPACK: /usr/lib/x86_64-linux-gnu/lapack/liblapack.so.3.9.0  locale:  [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C               LC_TIME=en_US.UTF-8        LC_COLLATE=en_US.UTF-8      [5] LC_MONETARY=en_US.UTF-8    LC_MESSAGES=en_US.UTF-8    LC_PAPER=en_US.UTF-8       LC_NAME=C                   [9] LC_ADDRESS=C               LC_TELEPHONE=C             LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C         attached base packages: [1] stats     graphics  grDevices utils     datasets  methods   base       other attached packages: [1] IBrokers_0.10-2 xts_0.13.1      zoo_1.8-12       loaded via a namespace (and not attached): [1] compiler_4.2.1  tools_4.2.1     grid_4.2.1      lattice_0.20-45
--