IBbrokers R API和当日盘中价格

Question

我认为这是一个IB API，而不是IBrokers R包。我使用reqHistoricalData来获取30分钟的盘中历史数据。市场是开放的，我没有得到当天的数据。我只得到昨天的数据。

有可能获得当天的盘中条形图数据吗？这是我正在使用的代码，它只提供前一天的数据，而不是当天的数据。

library(tidyverse)
library(IBrokers)
tws = twsConnect()
contract <- twsEquity('VOD','SMART')
VOD_intraday = IBrokers::reqHistoricalData(tws, Contract = contract, endDateTime = "20210408 13:24:28", barSize = "1 min", duration = "1 D")
VOD_intraday %>% as.data.frame() %>% rownames_to_column(var = "time") %>% arrange(desc(time)) %>% head()

现在是格林尼治标准时间2021-04-08的13:27，伦敦开放。这是回应——它只提供2020-04-07的数据：

> contract <- twsEquity('VOD','SMART')
> VOD_intraday = IBrokers::reqHistoricalData(tws, Contract = contract, endDateTime = "20210408 13:24:28", barSize = "1 min", duration = "1 D")
waiting for TWS reply on VOD .... done.
> VOD_intraday %>% as.data.frame() %>% rownames_to_column(var = "time") %>% arrange(desc(time)) %>% head()
time VOD.Open VOD.High VOD.Low VOD.Close VOD.Volume VOD.WAP VOD.hasGaps VOD.Count
1 2021-04-07 20:59:00    18.96    18.98   18.95     18.98       1131  18.958           0       265
2 2021-04-07 20:58:00    18.96    18.96   18.95     18.96         90  18.957           0        42
3 2021-04-07 20:57:00    18.96    18.97   18.95     18.95        258  18.960           0        72
4 2021-04-07 20:56:00    18.96    18.96   18.95     18.95        124  18.959           0        58
5 2021-04-07 20:55:00    18.96    18.96   18.95     18.96         56  18.958           0        34
6 2021-04-07 20:54:00    18.95    18.96   18.95     18.95         26  18.951           0        12

在美国市场开放期间，您可以使用SPY、MSFT或任何美国安全设备，而不是VOD。

编辑：事实证明，您需要实时订阅才能获得当天的数据。下面的答案是有效的。

Answer 1

必须指定结束时间，或者将其留空以获得可用的最新数据。

试试这个：

VOD_intraday = IBrokers::reqHistoricalData(tws, Contract = contract, endTime = "", barSize = "1 min", duration = "1 D")

这是我运行它时的执行：

> library(tidyverse)
> library(IBrokers)
IBrokers version 0.9-10.  Implementing API Version 9.64
IBrokers comes with NO WARRANTY.  Not intended for production use!

See ?IBrokers for details.
> tws = twsConnect()
> contract <- twsEquity('SPY','SMART')
> VOD_intraday = IBrokers::reqHistoricalData(tws, Contract = contract,     endDateTime = "", barSize = "1 min", duration = "1 D")
waiting for TWS reply on SPY ........... done.
> head(VOD_intraday)
SPY.Open SPY.High SPY.Low SPY.Close SPY.Volume SPY.WAP  SPY.hasGaps SPY.Count
2021-04-08 07:30:00   407.93   407.98  407.68    407.80       5042 407.846           0      1709
2021-04-08 07:31:00   407.81   408.00  407.74    407.98       1615 407.844           0      1065
2021-04-08 07:32:00   407.99   408.05  407.81    407.90       2451 407.932           0      1560
2021-04-08 07:33:00   407.89   407.98  407.88    407.95       2353 407.932           0      1300
2021-04-08 07:34:00   407.95   407.97  407.81    407.81       1708 407.907           0      1012
2021-04-08 07:35:00   407.82   407.86  407.61    407.67       2729 407.726           0      1458

对于符号VOD:

> contract <- twsEquity('VOD','SMART')
> VOD_intraday = IBrokers::reqHistoricalData(tws, Contract = contract, endDateTime = "", barSize = "1 min", duration = "1 D")
waiting for TWS reply on VOD .... done.
> head(VOD_intraday)
VOD.Open VOD.High VOD.Low VOD.Close VOD.Volume VOD.WAP VOD.hasGaps VOD.Count
2021-04-08 07:30:00    18.95    18.95   18.91     18.92        246  18.921           0        49
2021-04-08 07:31:00    18.91    18.91   18.90     18.90         69  18.905           0        31
2021-04-08 07:32:00    18.90    18.90   18.87     18.87        237  18.881           0        44
2021-04-08 07:33:00    18.87    18.87   18.86     18.87         45  18.870           0        20
2021-04-08 07:34:00    18.87    18.87   18.85     18.86        173  18.860           0        57
2021-04-08 07:35:00    18.86    18.87   18.85     18.86         39  18.859           0        19