My books in my desk.

jk90029 said:
Regarding
" Programming language
My choice: Python with numpy and pandas

API access method
My choice: swigpy
",

I am going send you email possibly after a few days of studying. I was MATLAB and S+ user and am in the middle of changing to R / Python. I feel you are ahead of me.

Thanks global.

PS) Is there API access to IB, by use of R, such as Python swigpy?
More...

Yes I stopped using Matlab about 14 years ago, and went from S-plus to R 7 years ago! I then went from R to Python about 4 years ago.

I haven't used it but this appears to be the most popular package if you want to use R.
 
globalarbtrader said:
I haven't used it but this appears to be the most popular package if you want to use R.
More...

Currently, my favorite tool is R (close to S+). Recently I started Python so you are ahead about 4 years than me.

Although I saw the above link http://cran.r-project.org/web/packages/IBrokers/index.html , I cannot fully understood, probably due to my level.

Hope someone to help me

1) Connect to IB to get account and order info
2) get a data feed ( eg. every 1 minutes for 500 equities such as SnP500)
3) deliver multiple order file (stored as csv or txt format in local PC, generated by R program with 1000 lines), to IB server

If I save my time after some help me weekend, I need pay him for his time.

*****************************

BTW did you use Python API to do the three works, to connect to IB?
 
Last edited:
jk90029 said:
Currently, my favorite tool is R (close to S+). Recently I started Python so you are ahead about 4 years than me.

Although I saw the above link http://cran.r-project.org/web/packages/IBrokers/index.html , I cannot fully understood, probably due to my level.

Hope someone to help me

1) Connect to IB to get account and order info
2) get a data feed ( eg. every 1 minutes for 500 equities such as SnP500)
3) deliver multiple order file (stored as csv or txt format in local PC, generated by R program with 1000 lines), to IB server

If I save my time after some help me weekend, I need pay him for his time.

*****************************

BTW did you use Python API to do the three works, to connect to IB?
More...

It might be worth starting a new thread on the use of R and IB in the appropriate section.

I use swigibpy as there isn't a native python API.
 
globalarbtrader said:
It might be worth starting a new thread on the use of R and IB in the appropriate section.

I use swigibpy as there isn't a native python API.
More...

Before I start a new thread in other place, I like to hear whether someone was successful to connect to IB, with SwigiPy. Did you do the three works as above?

If so, I may hire your weekend.
 
Last edited:
jk90029 said:
Currently, my favorite tool is R (close to S+). Recently I started Python so you are ahead about 4 years than me.

Although I saw the above link http://cran.r-project.org/web/packages/IBrokers/index.html , I cannot fully understood, probably due to my level.

Hope someone to help me

1) Connect to IB to get account and order info
2) get a data feed ( eg. every 1 minutes for 500 equities such as SnP500)
3) deliver multiple order file (stored as csv or txt format in local PC, generated by R program with 1000 lines), to IB server

If I save my time after some help me weekend, I need pay him for his time.

*****************************

BTW did you use Python API to do the three works, to connect to IB?
More...

Yes I use swgibpy to do 1 and 2. In theory it would be trivial to do (3) although I don't do that, since my order system is tightly coupled with the API.

I'm a bit reluctant to advocate mixing languages with a two layer approach, passing csv between them. If you're comfortable with R I'd learn how to use that to work with IB.

jk90029 said:
Before I start a new thread in other place, I like to hear whether someone was successful to connect to IB, with SwigiPy. Did you do the three works as above?

If so, I may hire your weekend.
More...

You couldn't afford me :D
 
global catch my situation. I know mixing two language with csv communication might have many kinds of problem.

However, due to many users in Python/IB, I guess it is a lot harder to find the R/API helper than Python.
Therefore as an alternative mixing two might be my second choice.

My daily income is roughly $300 ( x20 = 6K/Month, yearly 72K). So if some help me to save my time (my study for SwigiPy) as valuable as yours, I should pay him my daily average wage AT LEAST three days work(?). There is no free lunch, as Buffet says.

Hope someone spend weekend. If you have experience, please send me a line for estimate.
If not, I will WAIT another months for a helper and study the SwigiPy myself, since it is not urgent matter now. Less than 10% of my asset is in NYSE now.
 
jk90029 said:
global catch my situation. I know mixing two language with csv communication might have many kinds of problem.

However, due to many users in Python/IB, I guess it is a lot harder to find the R/API helper than Python.
Therefore as an alternative mixing two might be my second choice.

My daily income is roughly $300 ( x20 = 6K/Month, yearly 72K). So if some help me to save my time (my study for SwigiPy) as valuable as yours, I should pay him my daily average wage AT LEAST three days work(?). There is no free lunch, as Buffet says.

Hope someone spend weekend. If you have experience, please send me a line for estimate.
If not, I will WAIT another months for a helper and study the SwigiPy myself, since it is not urgent matter now. Less than 10% of my asset is in NYSE now.
More...

No, you still can't afford me!

Also I'm very much in the "teach a man (or woman) to fish" school of thought. You'd be much better in the long run if you learnt this stuff yourself.
 
IC. More work needs to be done myself.

Thanks.

PS) Although I began MATLAB back in 90's, recent progress like R/Python is far beyond, such as lapply in R but in not S+.
But you should have offered your estimate. Equity is traded in the middle of A and B.
 
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