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R - IBrokers - Historical Currency Data
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| library(IBrokers) | |
| library(twsInstrument) | |
| tws <- twsConnect(host='127.0.0.1', port=4001) | |
| contract <- getContract("EUR.USD") | |
| reqHistoricalData( tws, contract, verbose=T, whatToShow="BID" ) | |
| reqHistoricalData( tws, contract, verbose=T, whatToShow="ASK" ) | |
| twsDisconnect(tws) |
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