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structs.R
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#
# IB structs
#
CommissionReport <- list(execId= "",
commission= 0,
currency= "",
realizedPNL= 0,
yield= 0,
yieldRedemptionDate= 0L) # yyyymmdd format
Execution <- list(execId= "",
time= "",
acctNumber= "",
exchange= "",
side= "",
shares= 0,
price= 0,
permId= 0L,
clientId= 0L,
orderId= 0L,
liquidation= 0L,
cumQty= 0,
avgPrice= 0,
orderRef= "",
evRule= "",
evMultiplier= 0,
modelCode= "",
lastLiquidity= 0L,
pendingPriceRevision= FALSE,
submitter= "")
ExecutionFilter <- list(clientId= 0L,
acctCode= "",
time= "",
symbol= "",
secType= "",
exchange= "",
side= "")
ComboLeg <- list(conId= 0L,
ratio= 0L,
action= "",
exchange= "",
openClose= 0L,
shortSaleSlot= 0L,
designatedLocation= "",
exemptCode= -1L)
DeltaNeutralContract <- list(conId= 0L,
delta= 0,
price= 0)
Contract <- list(conId= 0L,
symbol= "",
secType= "",
lastTradeDateOrContractMonth= "", # xxxx [xxxx [xxxx]]
# - lastTradedDateOrContractMonth / bond maturity
# - ContractDetails$lastTradeTime
# - ContractDetails$timeZoneId
strike= 0,
right= "",
multiplier= "",
exchange= "",
primaryExchange= "",
currency= "",
localSymbol= "",
tradingClass= "",
includeExpired= FALSE,
secIdType= "",
secId= "",
description= "",
issuerId= "",
lastTradeDate= "",
comboLegsDescrip= "",
comboLegs= list(),
deltaNeutralContract= NA)
ContractDetails <- list(contract= Contract,
marketName= "",
minTick= 0,
orderTypes= "",
validExchanges= "",
priceMagnifier= 0L,
underConId= 0L,
longName= "",
contractMonth= "",
industry= "",
category= "",
subcategory= "",
timeZoneId= "",
tradingHours= "",
liquidHours= "",
evRule= "",
evMultiplier= NA_real_,
aggGroup= NA_integer_,
underSymbol= "",
underSecType= "",
marketRuleIds= "",
realExpirationDate= "",
lastTradeTime= "",
stockType= "",
minSize= NA_real_,
sizeIncrement= NA_real_,
suggestedSizeIncrement= NA_real_,
secIdList= character(),
cusip= "",
ratings= "",
descAppend= "",
bondType= "",
couponType= "",
callable= FALSE,
putable= FALSE,
coupon= NA_real_,
convertible= FALSE,
maturity= "",
issueDate= "",
nextOptionDate= "",
nextOptionType= "",
nextOptionPartial= FALSE,
notes= "",
fundName= "",
fundFamily= "",
fundType= "",
fundFrontLoad= "",
fundBackLoad= "",
fundBackLoadTimeInterval= "",
fundManagementFee= "",
fundClosed= FALSE,
fundClosedForNewInvestors= FALSE,
fundClosedForNewMoney= FALSE,
fundNotifyAmount= "",
fundMinimumInitialPurchase= "",
fundSubsequentMinimumPurchase= "",
fundBlueSkyStates= "",
fundBlueSkyTerritories= "",
fundDistributionPolicyIndicator= "",
fundAssetType= "",
ineligibilityReasonList= list())
ContractDescription <- list(contract= Contract,
derivativeSecTypes= character())
OrderState <- list(status= "",
initMarginBefore= "",
maintMarginBefore= "",
equityWithLoanBefore= "",
initMarginChange= "",
maintMarginChange= "",
equityWithLoanChange= "",
initMarginAfter= "",
maintMarginAfter= "",
equityWithLoanAfter= "",
commission= NA_real_,
minCommission= NA_real_,
maxCommission= NA_real_,
commissionCurrency= "",
marginCurrency= "",
initMarginBeforeOutsideRTH= NA_real_,
maintMarginBeforeOutsideRTH= NA_real_,
equityWithLoanBeforeOutsideRTH= NA_real_,
initMarginChangeOutsideRTH= NA_real_,
maintMarginChangeOutsideRTH= NA_real_,
equityWithLoanChangeOutsideRTH= NA_real_,
initMarginAfterOutsideRTH= NA_real_,
maintMarginAfterOutsideRTH= NA_real_,
equityWithLoanAfterOutsideRTH= NA_real_,
suggestedSize= NA_real_,
rejectReason= "",
orderAllocations= list(),
warningText= "",
completedTime= "",
completedStatus= "")
SoftDollarTier <- list(name= "",
val= "",
displayName= "")
Order <- list(orderId= 0L,
clientId= 0L,
permId= 0L,
action= "",
totalQuantity= 0,
orderType= "",
lmtPrice= NA_real_,
auxPrice= NA_real_,
tif= "",
activeStartTime= "",
activeStopTime= "",
ocaGroup= "",
ocaType= 0L,
orderRef= "",
transmit= TRUE,
parentId= 0L,
blockOrder= FALSE,
sweepToFill= FALSE,
displaySize= NA_integer_,
triggerMethod= 0L,
outsideRth= FALSE,
hidden= FALSE,
goodAfterTime= "",
goodTillDate= "",
rule80A= "",
allOrNone= FALSE,
minQty= NA_integer_,
percentOffset= NA_real_,
overridePercentageConstraints= FALSE,
trailStopPrice= NA_real_,
trailingPercent= NA_real_,
faGroup= "",
faMethod= "",
faPercentage= "",
openClose= "",
origin= "CUSTOMER",
shortSaleSlot= 0L,
designatedLocation= "",
exemptCode= -1L,
discretionaryAmt= 0,
optOutSmartRouting= FALSE,
auctionStrategy= "UNSET",
startingPrice= NA_real_,
stockRefPrice= NA_real_,
delta= NA_real_,
stockRangeLower= NA_real_,
stockRangeUpper= NA_real_,
randomizeSize= FALSE,
randomizePrice= FALSE,
volatility= NA_real_,
volatilityType= NA_integer_,
deltaNeutralOrderType= "",
deltaNeutralAuxPrice= NA_real_,
deltaNeutralConId= 0L,
deltaNeutralSettlingFirm= "",
deltaNeutralClearingAccount= "",
deltaNeutralClearingIntent= "",
deltaNeutralOpenClose= "",
deltaNeutralShortSale= FALSE,
deltaNeutralShortSaleSlot= 0L,
deltaNeutralDesignatedLocation= "",
continuousUpdate= FALSE,
referencePriceType= NA_integer_,
basisPoints= NA_real_,
basisPointsType= NA_integer_,
scaleInitLevelSize= NA_integer_,
scaleSubsLevelSize= NA_integer_,
scalePriceIncrement= NA_real_,
scalePriceAdjustValue= NA_real_,
scalePriceAdjustInterval= NA_integer_,
scaleProfitOffset= NA_real_,
scaleAutoReset= FALSE,
scaleInitPosition= NA_integer_,
scaleInitFillQty= NA_integer_,
scaleRandomPercent= FALSE,
scaleTable= "",
hedgeType= "",
hedgeParam= "",
account= "",
settlingFirm= "",
clearingAccount= "",
clearingIntent= "",
algoStrategy= "",
algoParams= character(),
smartComboRoutingParams= character(),
algoId= "",
whatIf= FALSE,
notHeld= FALSE,
solicited= FALSE,
modelCode= "",
orderComboLegs= numeric(),
orderMiscOptions= character(),
referenceContractId= 0L,
peggedChangeAmount= 0,
isPeggedChangeAmountDecrease= FALSE,
referenceChangeAmount= 0,
referenceExchangeId= "",
adjustedOrderType= "",
triggerPrice= NA_real_,
adjustedStopPrice= NA_real_,
adjustedStopLimitPrice= NA_real_,
adjustedTrailingAmount= NA_real_,
adjustableTrailingUnit= 0L,
lmtPriceOffset= NA_real_,
conditions= list(),
conditionsCancelOrder= FALSE,
conditionsIgnoreRth= FALSE,
extOperator= "",
softDollarTier= SoftDollarTier,
cashQty= NA_real_,
mifid2DecisionMaker= "",
mifid2DecisionAlgo= "",
mifid2ExecutionTrader= "",
mifid2ExecutionAlgo= "",
dontUseAutoPriceForHedge= FALSE,
isOmsContainer= FALSE,
discretionaryUpToLimitPrice= FALSE,
autoCancelDate= "",
filledQuantity= NA_real_,
refFuturesConId= NA_integer_,
autoCancelParent= FALSE,
shareholder= "",
imbalanceOnly= FALSE,
routeMarketableToBbo= FALSE,
parentPermId= NA_integer_,
usePriceMgmtAlgo= NA,
duration= NA_integer_,
postToAts= NA_integer_,
advancedErrorOverride= "",
manualOrderTime= "",
minTradeQty= NA_integer_,
minCompeteSize= NA_integer_,
competeAgainstBestOffset= NA_real_,
midOffsetAtWhole= NA_real_,
midOffsetAtHalf= NA_real_,
customerAccount= "",
professionalCustomer= FALSE,
bondAccruedInterest= "",
includeOvernight= FALSE,
manualOrderIndicator= NA_integer_,
submitter= "")
OrderCancel <- list(manualOrderCancelTime= "",
extOperator= "",
manualOrderIndicator= NA_integer_)
ScannerSubscription <- list(numberOfRows= -1L,
instrument= "",
locationCode= "",
scanCode= "",
abovePrice= NA_real_,
belowPrice= NA_real_,
aboveVolume= NA_integer_,
marketCapAbove= NA_real_,
marketCapBelow= NA_real_,
moodyRatingAbove= "",
moodyRatingBelow= "",
spRatingAbove= "",
spRatingBelow= "",
maturityDateAbove= "",
maturityDateBelow= "",
couponRateAbove= NA_real_,
couponRateBelow= NA_real_,
excludeConvertible= FALSE,
averageOptionVolumeAbove= NA_integer_,
scannerSettingPairs= "",
stockTypeFilter= "")
WshEventData <- list(conId= NA_integer_,
filter= "",
fillWatchlist= FALSE,
fillPortfolio= FALSE,
fillCompetitors= FALSE,
startDate= "",
endDate= "",
totalLimit= NA_integer_)