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Build Working Example to Change How reqMktData in R's IBrokers Package Displays and Uses Data

$30-250 USD

Closed
Posted almost 6 years ago

$30-250 USD

Paid on delivery
I regularly code in the R Programming Language to conduct statistical analysis on the financial markets. I consider myself a lower-intermediate level R programmer. I am looking for: (1) help on modifying twsCALLBACK and eWrapper (and other things??... processMsg??) in the IBrokers package *AND* (2) LOTS of documentation in the R code you write so I can understand how the code works and how I could modify it further in the future. *Understanding the code is just as important to me as having the code.* The following two webpages have been helpful for me, but haven't been enough: [login to view URL] [login to view URL] I would like a working example that: (1) modifies CALLBACK, eventWrapper (and others?) so that when I call the code below, it prints a nice "snapshot" of the data to the screen: [login to view URL] <- reqContractDetails(tws, twsCurrency("USD", "CAD"))[[1]]$contract reqMktData(tws, [login to view URL]) example snapshot: BidSize BidPrice AskPrice AskSize LastPrice LastSize Volume USDCAD .... ..... ...... ....... ...... ....... .... (2) a function, along with appropriate modifications to CALLBACK, eventWrapper (and others??) so that it monitors the real time market data of three securities at the same time, extracts relevant prices on a real time basis, computes a simple equation involving the prices on a real time basis, prints an update to the console on a real time basis and plays a sound when a certain condition is met. For example, you could use the JUN, JUL and AUG futures contracts on [login to view URL] and each second print to the console: "LONG" if the ask price of JUN > 1.01 * ( average(mid price of JUL, mid price of AUG); "SHORT" if the bid price of JUN < 0.99 * ( average(mid price of JUL, mid price of AUG); "FLAT" otherwise The first time we change from FLAT to LONG or from FLAT to SHORT R plays a sound (like an alarm). Successful completion of this project could lead to more work.
Project ID: 17108982

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4 proposals
Remote project
Active 6 yrs ago

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4 freelancers are bidding on average $159 USD for this job
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I have 6 years of working experience in R. Some of the work that I have done in R includes - 1) Time series analysis- ARIMA, MDFA 2) Machine Learning projects - RF, NN, GBM etc 3) Data Analytics Projects using integration with SQL 4) Packages used - RMD, Shiny, rvest etc
$250 USD in 3 days
4.9 (9 reviews)
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Hi, I am interested in working in this project. I have worked on integrating trading algorithms with Interactive brokers by implementing all the features offered by it. I have also developed trading applications at Credit Suisse which included 1. Exchange Line Handlers (FIX Gateway) 2. Trading front ends 3. MarketData/Order handlers & Order Management systems 4. Smart order router that was connected to forex markets. Kindly let me know if we can take this further. Thanks.
$200 USD in 7 days
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Surrey, Canada
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