Error Getting the EUR.USD Historical data using R on Ibrokers

3.3k views Asked by At

I am using the IBrokers package and twsInstrument and for some reason it gives me an error using the simplest of methods.

require("IBrokers")
require("twsInstrument")
tws <- ConnectIB()
past.data<-reqHistoricalData(tws,getContract("EUR.USD"))

gives me

waiting for TWS reply on EUR ....failed.
Warning message:
In errorHandler(con, verbose, OK = c(165, 300, 366, 2104, 2106,  :
Historical Market Data Service error message:No historical market data for  EUR/CASH@IDEALPRO Last 1d

Any ideas on how to fix this?

2

There are 2 answers

0
GSee On BEST ANSWER

Interactive Brokers does not disseminate TRADES data for cash FX. You need to use a different value for whatToShow than the default. For example:

 reqHistoricalData(tws,getContract("EUR.USD"), whatToShow="BID")
 #or
 reqHistoricalData(tws,getContract("EUR.USD"), whatToShow="ASK")
0
Kari On

As of 2021 this is what you can choose from: enter image description here

and enter image description here

taken from https://interactivebrokers.github.io/tws-api/historical_bars.html