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

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.

Навички: Фінанси, Мова програмування R , Архітектура ПЗ

Деталі: jquery tabs working example, search box working example, vba working shift change, android sqlite working example, write build rank example, phonegap working example sqlite, build working relationships, mootools example change background, codeigniter working example captcha, 1and1 asp email form working example, flex builder actionscript working example, message board php xss example change permission file, working example classic asp facebook app, java captcha working example, mootools validation working example

Про роботодавця:
( 0 відгуки(-ів) ) Surrey, Canada

ID Проекту: #17108982

5 фрілансерів(-и) у середньому готові виконати цю роботу за $158


Hi, bro. Nice to meet you. I have read your description very carefully. I am a long experienced software developer and completed a lot of projects. I am confident in your project and I can finish your project p Більше

$155 USD за 3 дні(-в)
(43 відгуків(и))

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 integ Більше

$250 USD за 3 дні(-в)
(7 відгуків(и))
$30 USD за 3 дні(-в)
(4 відгуків(и))

Dear Hiring Manager, I read your job description and I am confident that I can exceed your expectations. I am a professional programmer on PHP, Software Architecture. As per you need a developer for the Build Work Більше

$155 USD за 3 дні(-в)
(4 відгуків(и))

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 Більше

$200 USD за 7 дні(-в)
(0 відгуків(и))