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Functions for executing trading strategies via the API of Interactive Brokers

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algoquant/IBrokers2

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Overview

The package IBrokers2 contains R functions for executing real-time trading strategies via the API of Interactive Brokers (IB API). The package IBrokers2 is derived from package IBrokers, and is fully backward compatible with it. This means that all the IBrokers functions and variables are preserved exactly in IBrokers2, while some additional functions have been added. The new functions mostly provide additional trade execution capabilities, for running systematic trading strategies in a callback loop.

More information can be found in the document real_time_trading.html in the vignettes sub-directory.

Installation and Loading

Install package IBrokers2 from github:

if (!("package:devtools" %in% search() || require("devtools", quietly=TRUE)))
    install.packages("devtools")
devtools::install_github(repo="algoquant/IBrokers2")
library(IBrokers2)

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Functions for executing trading strategies via the API of Interactive Brokers

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