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