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rfinancetradingibrokers

Error Getting the EUR.USD Historical data using R on Ibrokers

I am using the IBrokers package and twsInstrument and for some reason it gives me an error using the simplest of methods.

require("IBrokers")
require("twsInstrument")
tws <- ConnectIB()
past.data<-reqHistoricalData(tws,getContract("EUR.USD"))

gives me

waiting for TWS reply on EUR ....failed.
Warning message:
In errorHandler(con, verbose, OK = c(165, 300, 366, 2104, 2106,  :
Historical Market Data Service error message:No historical market data for  EUR/CASH@IDEALPRO Last 1d

Any ideas on how to fix this?

Solution

  • Interactive Brokers does not disseminate TRADES data for cash FX. You need to use a different value for whatToShow than the default. For example:

     reqHistoricalData(tws,getContract("EUR.USD"), whatToShow="BID")
 #or
 reqHistoricalData(tws,getContract("EUR.USD"), whatToShow="ASK")