Sections:
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("", "", "")## [1] 0Get symbol and currency data
ttDisconnect()## NULLttConnect("", "", "")## [1] 0head(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 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 21:00:00
## 2 1.30600 1.30560 1.30596 1.30570 560 2012-05-07 21:01:00
## 3 1.30573 1.30534 1.30570 1.30554 583 2012-05-07 21:02:00
## 4 1.30560 1.30546 1.30554 1.30546 204 2012-05-07 21:03:00
## 5 1.30551 1.30546 1.30546 1.30550 124 2012-05-07 21:04:00
## 6 1.30572 1.30548 1.30550 1.30563 338 2012-05-07 21:05:00
## to
## 1 2012-05-07 21:01:00
## 2 2012-05-07 21:02:00
## 3 2012-05-07 21:03:00
## 4 2012-05-07 21:04:00
## 5 2012-05-07 21:05:00
## 6 2012-05-07 21:06:00Get 10000 bar pairs of EURUSD symbol:
bars = ttBarsQuotes(“EURUSD”)
head(ttBarsQuotes("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 21:01:00 2012-05-07 21:01:00
## 2 1.30570 560 2012-05-07 21:02:00 2012-05-07 21:02:00
## 3 1.30554 583 2012-05-07 21:03:00 2012-05-07 21:03:00
## 4 1.30546 204 2012-05-07 21:04:00 2012-05-07 21:04:00
## 5 1.30550 124 2012-05-07 21:05:00 2012-05-07 21:05:00
## 6 1.30563 338 2012-05-07 21:06:00 2012-05-07 21:06:00Get quotes
now <-as.POSIXct(Sys.time())
# 300 seconds from present
prevNow <-as.POSIXct(now-(300))
head(ttQuotes("EURUSD", startTime = prevNow, endTime=now))## ask bid createTime
## 1 1.10601 1.10599 2015-07-08 12:04:47
## 2 1.10601 1.10599 2015-07-08 12:04:47
## 3 1.10601 1.10599 2015-07-08 12:04:47
## 4 1.10600 1.10599 2015-07-08 12:04:47
## 5 1.10600 1.10599 2015-07-08 12:04:48
## 6 1.10600 1.10599 2015-07-08 12:04:48Get quotes L2
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)now <-as.POSIXct(Sys.time())
# 1000 seconds from present
prevNow <-as.POSIXct(now-1000)
qt2= ttQuotesLevel2('EURUSD', prevNow, now)
head(qt2)## volumeBid volumeAsk priceBid priceAsk createTime quoteIndex
## 1 2178000 1e+06 1.10549 1.10550 2015-07-08 11:53:10 1.436367e+12
## 2 4500000 1e+06 1.10548 1.10551 2015-07-08 11:53:10 1.436367e+12
## 3 2678000 1e+06 1.10549 1.10550 2015-07-08 11:53:10 1.436367e+12
## 4 5500000 1e+06 1.10548 1.10551 2015-07-08 11:53:10 1.436367e+12
## 5 2178000 1e+06 1.10549 1.10550 2015-07-08 11:53:10 1.436367e+12
## 6 5000000 1e+06 1.10548 1.10551 2015-07-08 11:53:10 1.436367e+12
## level
## 1 1
## 2 2
## 3 1
## 4 2
## 5 1
## 6 2Get trades of current account
now <-as.POSIXct(Sys.time())
#120 hours = 5 x 24 x 3600 seconds before now
prevNow <-as.POSIXct(now-(5 * 24*3600))
head(ttTradeRecords(prevNow, now))## [1] AgentCommission ClientId
## [3] CloseConversionRate InitialVolume
## [5] Comment Commission
## [7] Id LeavesQuantity
## [9] OpenConversionRate OrderCreated
## [11] OrderFillPrice OrderLastFillAmount
## [13] OrderModified PosOpenPrice
## [15] PositionClosePrice PositionCloseRequestedPrice
## [17] PositionClosed PositionLastQuantity
## [19] PositionLeavesQuantity PositionModified
## [21] PositionOpened PositionQuantity
## [23] Price Quantity
## [25] StopLoss Swap
## [27] Symbol TakeProfit
## [29] TradeRecordSide TradeRecordType
## [31] TradeTransactionReason TradeTransactionReportType
## [33] TransactionAmount TransactionCurrency
## [35] TransactionTime
## <0 rows> (or 0-length row.names)Trades in account:
# head(ttTrades())All trades
ttConnect("tp.st.soft-fx.eu", "100000", "123321")## [1] 0head(ttTradeRecordAll())## AgentCommission ClientId
## 1 0
## 2 0 ManagerOrder-f3e2dfd3-527c-402b-8a6e-fc8f4a1198a0
## 3 0 ManagerOrder-7e0dca55-c44b-44e2-af86-6c329934fe78
## 4 0 ManagerOrder-7f5be08e-01a7-40a2-a494-ee64de8a7d3d
## 5 0 ManagerOrder-6bf551f9-442f-4079-828a-9f05b42236dc
## 6 0 ManagerOrder-050e0848-d4cb-47cd-a8fe-fee4cd5d1d1e
## CloseConversionRate InitialVolume Comment Commission Id
## 1 -1 0.00 329002
## 2 1 USD -5.64 329003
## 3 1 0.00 329004
## 4 1 USD -22.54 329006
## 5 1 0.00 329005
## 6 -1 0.00 329008
## LeavesQuantity OpenConversionRate OrderCreated OrderFillPrice
## 1 0e+00 -1.00000 2015-06-10 11:20:45 -1
## 2 0e+00 1.12689 2015-06-10 11:22:54 -1
## 3 0e+00 1.12689 2015-06-10 11:22:58 -1
## 4 0e+00 1.12689 2015-06-10 11:28:16 -1
## 5 0e+00 1.12689 2015-06-10 11:28:14 -1
## 6 1e+05 1.12689 2015-06-10 11:34:34 -1
## OrderLastFillAmount OrderModified PosOpenPrice PositionClosePrice
## 1 -1 1970-01-01 00:00:00 0.00000 0.00000
## 2 -1 1970-01-01 00:00:00 1.12684 1.12689
## 3 -1 1970-01-01 00:00:00 1.12689 1.12689
## 4 -1 1970-01-01 00:00:00 1.12689 1.12684
## 5 -1 1970-01-01 00:00:00 1.12684 1.12684
## 6 -1 2015-06-10 11:44:22 0.00000 0.00000
## PositionCloseRequestedPrice PositionClosed PositionLastQuantity
## 1 0 1970-01-01 00:00:00 0e+00
## 2 0 2015-06-10 11:25:23 1e+05
## 3 0 2015-06-10 11:25:23 0e+00
## 4 0 2015-06-10 11:28:55 1e+05
## 5 0 2015-06-10 11:28:55 0e+00
## 6 0 1970-01-01 00:00:00 0e+00
## PositionLeavesQuantity PositionModified PositionOpened
## 1 0 1970-01-01 1970-01-01 00:00:00
## 2 0 1970-01-01 2015-06-10 11:22:56
## 3 0 1970-01-01 2015-06-10 11:22:59
## 4 0 1970-01-01 2015-06-10 11:28:17
## 5 0 1970-01-01 2015-06-10 11:28:14
## 6 0 1970-01-01 1970-01-01 00:00:00
## PositionQuantity Price Quantity StopLoss Swap Symbol TakeProfit
## 1 0e+00 0.00000 0e+00 0 0 0
## 2 1e+05 0.00000 0e+00 0 0 EURUSD 0
## 3 1e+05 0.00000 0e+00 0 0 EURUSD 0
## 4 1e+05 0.00000 0e+00 0 0 EURUSD 0
## 5 1e+05 0.00000 0e+00 0 0 EURUSD 0
## 6 0e+00 1.12689 1e+05 0 0 EURUSD 0
## TradeRecordSide TradeRecordType TradeTransactionReason
## 1 -1 -1 DealerDecision
## 2 Sell Position DealerDecision
## 3 Buy Position DealerDecision
## 4 Buy Position DealerDecision
## 5 Sell Position DealerDecision
## 6 Buy Position DealerDecision
## TradeTransactionReportType TransactionAmount TransactionCurrency
## 1 BalanceTransaction 0 USD
## 2 PositionClosed -5 USD
## 3 PositionClosed 0 USD
## 4 PositionClosed -5 USD
## 5 PositionClosed 0 USD
## 6 OrderCanceled 0 USD
## TransactionTime
## 1 2015-06-10 11:20:45
## 2 2015-06-10 11:25:23
## 3 2015-06-10 11:25:23
## 4 2015-06-10 11:28:55
## 5 2015-06-10 11:28:55
## 6 2015-06-10 11:44:22