Trouble with pulling Option Data IBrokers
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1
I have been pulling option data from Interactive brokers for the past 2 months. Since the new year when I go to pull option data, I get this message "Error in tmp[[id]] : subscript out of bounds"
Here is the code.
tws = twsConnect(port = 7498)
isConnected(tws)
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$data,
as.data.frame)))
}
}
}
opt_put = twsOption("", expiry ="20190125", symbol = "AAPL", right = 'P',
strike = "148")
reqMktData(tws, Contract = opt_put, eventWrapper = eWrapper.data(1),
CALLBACK = snapShot)
# Error in `*tmp*`[[id]] : subscript out of bounds
The API team at interactive brokers could not help and had no experience with R. Thanks in advance guys. I would also like to mention, I have no problem pulling equity data
r quantmod ibrokers
asked Jan 4 at 18:53
Jordan WrongJordan Wrong
1778
add a comment |
1
I have been pulling option data from Interactive brokers for the past 2 months. Since the new year when I go to pull option data, I get this message "Error in tmp[[id]] : subscript out of bounds"
Here is the code.
tws = twsConnect(port = 7498)
isConnected(tws)
snapShot <- function (twsCon, eWrapper, timestamp, file, playback = 1, ...)
{
if (missing(eWrapper))
eWrapper <- eWrapper()
names(eWrapper$.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)))
}
}
}
opt_put = twsOption("", expiry ="20190125", symbol = "AAPL", right = 'P',
strike = "148")
reqMktData(tws, Contract = opt_put, eventWrapper = eWrapper.data(1),
CALLBACK = snapShot)
# Error in `*tmp*`[[id]] : subscript out of bounds
The API team at interactive brokers could not help and had no experience with R. Thanks in advance guys. I would also like to mention, I have no problem pulling equity data
r quantmod ibrokers
asked Jan 4 at 18:53
Jordan WrongJordan Wrong
1778
add a comment |
1
1
1
I have been pulling option data from Interactive brokers for the past 2 months. Since the new year when I go to pull option data, I get this message "Error in tmp[[id]] : subscript out of bounds"
Here is the code.
tws = twsConnect(port = 7498)
isConnected(tws)
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$data,
as.data.frame)))
}
}
}
opt_put = twsOption("", expiry ="20190125", symbol = "AAPL", right = 'P',
strike = "148")
reqMktData(tws, Contract = opt_put, eventWrapper = eWrapper.data(1),
CALLBACK = snapShot)
# Error in `*tmp*`[[id]] : subscript out of bounds
The API team at interactive brokers could not help and had no experience with R. Thanks in advance guys. I would also like to mention, I have no problem pulling equity data
r quantmod ibrokers
asked Jan 4 at 18:53
Jordan WrongJordan Wrong
1778
I have been pulling option data from Interactive brokers for the past 2 months. Since the new year when I go to pull option data, I get this message "Error in tmp[[id]] : subscript out of bounds"
Here is the code.
tws = twsConnect(port = 7498)
isConnected(tws)
snapShot <- function (twsCon, eWrapper, timestamp, file, playback = 1, ...)
{
if (missing(eWrapper))
eWrapper <- eWrapper()
names(eWrapper$.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)))
}
}
}
opt_put = twsOption("", expiry ="20190125", symbol = "AAPL", right = 'P',
strike = "148")
reqMktData(tws, Contract = opt_put, eventWrapper = eWrapper.data(1),
CALLBACK = snapShot)
# Error in `*tmp*`[[id]] : subscript out of bounds
The API team at interactive brokers could not help and had no experience with R. Thanks in advance guys. I would also like to mention, I have no problem pulling equity data
r quantmod ibrokers
r quantmod ibrokers
asked Jan 4 at 18:53
Jordan WrongJordan Wrong
1778
asked Jan 4 at 18:53
Jordan WrongJordan Wrong
1778
asked Jan 4 at 18:53
Jordan WrongJordan Wrong
1778
asked Jan 4 at 18:53
Jordan WrongJordan Wrong
1778
asked Jan 4 at 18:53
Jordan WrongJordan Wrong
1778
1778
add a comment |
add a comment |
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