我试图请求历史期货数据,但对于初学者来说,ibrokers.pdf文档记录不充分.示例Gold Miny Contract Dec11 NYSELIFFE:
goldminy<-twsFuture("YG","NYSELIFFE","201112",multiplier="33.2")
reqHistoricalData(conn,
Contract= "goldminy",
endDateTime"",
barSize = "1 S",
duration = "1 D",
useRTH = "0",
whatToShow = "TRADES","BID", "ASK", "BID_ASK",
timeFormat = "1",
tzone = "",
verbose = TRUE,
tickerId = "1",
eventHistoricalData,
file)
我也不知道如何正确指定一些数据参数？
whatToShow？我需要Date,Time,BidSize,Bid,Ask,AskSize,Last,LastSize,Volume
tickerID？
eventHistoricalData？
档案？