Connect to TT Demo server: ttConnect()
options(warn=-1)
require(rClr)## Loading required package: rClr
## Loading the dynamic library for Microsoft .NET runtime...
## Loaded Common Language Runtime version 4.0.30319.34209require(FdkRLib)## Loading required package: FdkRLibttConnect()## Loading required package: jsonlite
##
## Attaching package: 'jsonlite'
##
## The following object is masked from 'package:utils':
##
## View## [1] 0Get 10000 bars of EURUSD symbol:
head(ttBars(“EURUSD”))
head(ttBars("EURUSD"))## high low open close volume from
## 1 1.30601 1.30568 1.30591 1.30597 936 2012-05-07 23:00:00
## 2 1.30600 1.30560 1.30596 1.30570 560 2012-05-07 23:01:00
## 3 1.30573 1.30534 1.30570 1.30554 583 2012-05-07 23:02:00
## 4 1.30560 1.30546 1.30554 1.30546 204 2012-05-07 23:03:00
## 5 1.30551 1.30546 1.30546 1.30550 124 2012-05-07 23:04:00
## 6 1.30572 1.30548 1.30550 1.30563 338 2012-05-07 23:05:00
## to
## 1 2012-05-07 23:01:00
## 2 2012-05-07 23:02:00
## 3 2012-05-07 23:03:00
## 4 2012-05-07 23:04:00
## 5 2012-05-07 23:05:00
## 6 2012-05-07 23:06:00Get 10000 bar pairs of EURUSD symbol:
bars = ttBarPairs(“EURUSD”)
head(ttBarPairs("EURUSD"))## askHigh askLow askopen askClose askVolume bidHigh bidLow bidOpen
## 1 1.30602 1.30573 1.30593 1.30599 936 1.30601 1.30568 1.30591
## 2 1.30603 1.30566 1.30598 1.30575 560 1.30600 1.30560 1.30596
## 3 1.30578 1.30540 1.30575 1.30558 583 1.30573 1.30534 1.30570
## 4 1.30565 1.30550 1.30558 1.30550 204 1.30560 1.30546 1.30554
## 5 1.30556 1.30550 1.30550 1.30555 124 1.30551 1.30546 1.30546
## 6 1.30574 1.30554 1.30555 1.30567 338 1.30572 1.30548 1.30550
## bidClose bidVolume from to
## 1 1.30597 936 2012-05-07 23:01:00 2012-05-07 23:01:00
## 2 1.30570 560 2012-05-07 23:02:00 2012-05-07 23:02:00
## 3 1.30554 583 2012-05-07 23:03:00 2012-05-07 23:03:00
## 4 1.30546 204 2012-05-07 23:04:00 2012-05-07 23:04:00
## 5 1.30550 124 2012-05-07 23:05:00 2012-05-07 23:05:00
## 6 1.30563 338 2012-05-07 23:06:00 2012-05-07 23:06:00Get quotes
now <-as.POSIXct(Sys.time())
prevNow <-as.POSIXct(Sys.time()-1000)
head(ttQuotes("EURUSD", startTime= prevNow, endTime = now))## ask bid createTime
## 1 1.14066 1.14062 2015-06-18 10:27:41
## 2 1.14066 1.14062 2015-06-18 10:27:42
## 3 1.14066 1.14062 2015-06-18 10:27:42
## 4 1.14064 1.14062 2015-06-18 10:27:42
## 5 1.14064 1.14062 2015-06-18 10:27:42
## 6 1.14063 1.14061 2015-06-18 10:27:42Get trades of current account
head(ttTrades())## [1] agentComission tradeClientOrderId tradeComment
## [4] created expiration initialVolume
## [7] isLimitOrder isPendingOrder isPosition
## [10] isStopOrder modified orderId
## [13] price profit side
## [16] stopLoss swap takeProfit
## [19] type volume
## <0 rows> (or 0-length row.names)Get quotes L2
now <-as.POSIXct(Sys.time())
prevNow <-as.POSIXct(Sys.time()-1000)
qt2= ttQuotesLevel2('EURUSD', prevNow, now)
head(qt2)## volumeBid volumeAsk priceBid priceAsk createTime quoteIndex
## 1 1000 2000000 1.13831 1.14054 2015-06-18 10:27:47 217
## 2 7000 4302000 1.13822 1.14055 2015-06-18 10:27:47 217
## 3 1000 2000000 1.13831 1.14054 2015-06-18 10:27:47 432
## 4 7000 4302000 1.13822 1.14055 2015-06-18 10:27:47 432
## 5 1000 2500000 1.13831 1.14054 2015-06-18 10:27:47 701
## 6 7000 4302000 1.13822 1.14055 2015-06-18 10:27:47 701Get symbol and currency data
head(ttGetSymbolData())## comission contractMultiplier currency limitsComission maxTradeVolume
## 1 0.005 1e+05 EUR 0.005 1e+08
## 2 0.005 1e+05 EUR 0.005 1e+08
## 3 0.005 1e+05 USD 0.005 1e+08
## 4 0.005 1e+05 USD 0.005 1e+08
## 5 0.005 1e+05 EUR 0.005 1e+08
## 6 0.005 1e+03 CAD 0.005 1e+08
## minTradeVolume name precision roundLog settlementCurrency swapSizeLong
## 1 1000 EURUSD 5 1e+05 USD -1.96000
## 2 1000 EURAUD 5 1e+05 AUD -13.84416
## 3 1000 USDCAD 5 1e+05 CAD -3.81481
## 4 1000 USDCHF 5 1e+05 CHF 0.98148
## 5 1000 EURCAD 5 1e+05 CAD -6.02469
## 6 1000 CADJPY 3 1e+05 JPY 0.79012
## swapSizeShort
## 1 0.27000
## 2 3.97403
## 3 0.83951
## 4 -3.88889
## 5 1.53086
## 6 -3.43210head(ttGetCurrencyData())## currency description precision sortOrder
## 1 ASX 5 25
## 2 AUD 5 1
## 3 CAC 5 26
## 4 CAD 5 2
## 5 CHF 5 3
## 6 CNH 5 4Get trade records data
now <-as.POSIXct(Sys.time())
prevNow <-as.POSIXct(Sys.time()-(120*3600))
head(ttTradeRecords(prevNow, now))## AgentCommission ClientId
## 1 0 ES3{627A4C0A-1209-40C7-AED9-37370055A9CE}
## 2 0 ES3{0A278256-C29B-4176-B39F-65889A8263BD}
## CloseConversionRate InitialVolume Comment Commission Id
## 1 1 USD -0.56 38212022
## 2 1 USD -0.56 38212023
## LeavesQuantity OpenConversionRate OrderCreated OrderFillPrice
## 1 0 1.11670 2015-05-22 09:14:14 -1
## 2 0 1.11723 2015-05-22 09:32:42 -1
## OrderLastFillAmount OrderModified PosOpenPrice PositionClosePrice
## 1 -1 1970-01-01 1.11670 1.12484
## 2 -1 1970-01-01 1.11723 1.12481
## PositionCloseRequestedPrice PositionClosed PositionLastQuantity
## 1 0 2015-06-15 14:53:00 10000
## 2 0 2015-06-15 14:53:07 10000
## PositionLeavesQuantity PositionModified PositionOpened
## 1 0 1970-01-01 2015-05-22 11:39:22
## 2 0 1970-01-01 2015-05-22 09:33:13
## PositionQuantity Price Quantity StopLoss Swap Symbol TakeProfit
## 1 10000 0 0 0 -4.56 EURUSD 0
## 2 10000 0 0 0 -4.56 EURUSD 0
## TradeRecordSide TradeRecordType TradeTransactionReason
## 1 Buy Position ClientRequest
## 2 Buy Position ClientRequest
## TradeTransactionReportType TransactionAmount TransactionCurrency
## 1 PositionClosed 76.28 USD
## 2 PositionClosed 70.68 USD
## TransactionTime
## 1 2015-06-15 14:53:00
## 2 2015-06-15 14:53:07# Can take a long (very long) time to get all orders.
#head(ttTradeRecordAll())