I'm using the package: IBrokers
. It works well for me when I request historical data. Also the call to reqAccountUpdates()
works well.
I am having problems with this script:
# myscript.r
.libPaths("rpackages")
library(IBrokers)
tws2 = twsConnect(2)
print('Attempting BUY')
mytkr = twsFuture("ES","GLOBEX","201412")
myorderid = sample(1001:3001, 1)
IBrokers:::.placeOrder(tws2, mytkr, twsOrder(myorderid, "BUY", "1", "MKT"))
twsDisconnect(tws2)
Sometimes the above script works okay. Usually though it fails. When it fails, it seems to connect okay.
Then I see this in my TWS console:
03:47:45:581 JTS-EServerSocket-290: [2:47:71:1:0:0:0:ERR] Message type -1. Socket I/O error -
03:47:45:581 JTS-EServerSocket-290: Anticipated error
jextend.d: Socket I/O error -
at jextend.sc.b(sc.java:364)
at jextend.ch.sb(ch.java:1534)
at jextend.ch.run(ch.java:1390)
at java.lang.Thread.run(Thread.java:745)
Caused by: java.net.SocketException: Connection reset
at java.net.SocketInputStream.read(SocketInputStream.java:196)
at java.net.SocketInputStream.read(SocketInputStream.java:122)
at java.net.SocketInputStream.read(SocketInputStream.java:210)
at jextend.xh.d(xh.java:45)
at jextend.sc.c(sc.java:579)
at jextend.sc.r(sc.java:227)
at jextend.af.a(af.java:232)
at jextend.sc.f(sc.java:650)
at jextend.pd.a(pd.java:822)
at jextend.sc.b(sc.java:358)
... 3 more
03:47:45:583 JTS-EServerSocket-290: [2:47:71:1:0:0:0:ERR] Socket connection for client{2} has closed.
03:47:45:583 JTS-EWriter14-291: [2:47:71:1:0:0:0:ERR] Unable write to socket client{2} -
03:47:45:584 JTS-EServerSocketNotifier-288: Terminating
Can you offer any ideas on how you would wrestle with this issue?
One other piece of info:
I think the call to reqIds()
may be necessary. Sometimes reqIds()
would return an id not high enough. Then, I'd use it and placeOrder()
would fail. So, I call reqIds()
but then use Sys.time()
to give me an id which is larger than the last ID I used.
Another problem may have been some code-text I copied out of a PowerPoint. Some of the code-characters may have been corrupt.
The main problem was orderid.
I need to be careful how I generate orderid.
Also I may have moused in bad characters from a powerpoint preso which had an example.
I posted some code which works in a comment in this thread.
Dan