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("", "", "")## Loading required package: data.table## [1] 0Get symbol and currency data
ttGetSymbolData()## name precision contractSize contractMultiplier comission
## 1: EURUSD 5 100000 1e+05 0.005
## 2: EURAUD 5 100000 1e+05 0.005
## 3: USDCAD 5 100000 1e+05 0.005
## 4: USDCHF 5 100000 1e+05 0.005
## 5: EURCAD 5 100000 1e+05 0.005
## 6: CADJPY 3 100000 1e+03 0.005
## 7: EURJPY 3 100000 1e+03 0.005
## 8: GBPJPY 3 100000 1e+03 0.005
## 9: USDSEK 5 100000 1e+05 0.005
## 10: USDNOK 5 100000 1e+05 0.005
## 11: AUDUSD 5 100000 1e+05 0.005
## 12: CHFJPY 3 100000 1e+03 0.005
## 13: GBPCHF 5 100000 1e+05 0.005
## 14: NZDUSD 5 100000 1e+05 0.005
## 15: AUDNZD 5 100000 1e+05 0.005
## 16: EURCHF 5 100000 1e+05 0.005
## 17: GBPUSD 5 100000 1e+05 0.005
## 18: USDJPY 3 100000 1e+03 0.005
## 19: AUDJPY 3 100000 1e+03 0.005
## 20: EURGBP 5 100000 1e+05 0.005
## 21: EURNOK 5 100000 1e+05 0.005
## 22: EURSEK 5 100000 1e+05 0.005
## 23: AUDCHF 5 100000 1e+05 0.005
## 24: CADCHF 5 100000 1e+05 0.005
## 25: GBPAUD 5 100000 1e+05 0.005
## 26: GBPCAD 5 100000 1e+05 0.005
## 27: GBPNZD 5 100000 1e+05 0.005
## 28: NZDCAD 5 100000 1e+05 0.005
## 29: NZDCHF 5 100000 1e+05 0.005
## 30: NZDJPY 3 100000 1e+03 0.005
## 31: EURNZD 5 100000 1e+05 0.005
## 32: AUDCAD 5 100000 1e+05 0.005
## 33: USDRUB 4 100000 1e+04 0.005
## 34: SGDJPY 3 100000 1e+03 0.005
## 35: EURDKK 5 100000 1e+05 0.005
## 36: USDTRY 5 100000 1e+05 0.005
## 37: USDHKD 5 100000 1e+05 0.005
## 38: EURTRY 5 100000 1e+05 0.005
## 39: USDSGD 5 100000 1e+05 0.005
## 40: USDPLN 5 100000 1e+05 0.005
## 41: HKDJPY 3 100000 1e+03 0.005
## 42: GBPSGD 5 100000 1e+05 0.005
## 43: NOKJPY 3 100000 1e+03 0.005
## 44: EURPLN 5 100000 1e+05 0.005
## 45: NZDSGD 5 100000 1e+05 0.005
## 46: NOKSEK 5 100000 1e+05 0.005
## 47: EURHKD 5 100000 1e+05 0.005
## 48: USDMXN 5 100000 1e+05 0.005
## 49: USDDKK 5 100000 1e+05 0.005
## 50: USDCNH 4 100000 1e+04 0.005
## 51: #AUS200 1 10 1e+01 0.005
## 52: #FCHI 1 10 1e+01 0.005
## 53: #GDAXI 1 25 1e+01 0.005
## 54: #GDAXIm 1 10 1e+01 0.005
## 55: #UK100 1 10 1e+01 0.005
## 56: #J225 0 1000 1e+00 0.005
## 57: #NDX 1 100 1e+01 0.005
## 58: #SPX 1 250 1e+01 0.005
## 59: #SPXm 1 100 1e+01 0.005
## 60: #WS30 0 10 1e+00 0.005
## 61: XBRUSD 2 1000 1e+02 0.005
## 62: XTIUSD 2 1000 1e+02 0.005
## 63: XNGUSD 3 10000 1e+03 0.005
## 64: #ESX50 1 10 1e+01 0.005
## 65: XAUUSD 2 100 1e+02 0.005
## 66: XAGUSD 3 5000 1e+03 0.005
## 67: #NDXm 1 10 1e+01 0.005
## 68: #WS30m 0 1 1e+00 0.005
## name precision contractSize contractMultiplier comission
## marginCurrency profitCurrency limitsComission minTradeVolume
## 1: EUR USD 0.005 1000.0
## 2: EUR AUD 0.005 1000.0
## 3: USD CAD 0.005 1000.0
## 4: USD CHF 0.005 1000.0
## 5: EUR CAD 0.005 1000.0
## 6: CAD JPY 0.005 1000.0
## 7: EUR JPY 0.005 1000.0
## 8: GBP JPY 0.005 1000.0
## 9: USD SEK 0.005 1000.0
## 10: USD NOK 0.005 1000.0
## 11: AUD USD 0.005 1000.0
## 12: CHF JPY 0.005 1000.0
## 13: GBP CHF 0.005 1000.0
## 14: NZD USD 0.005 1000.0
## 15: AUD NZD 0.005 1000.0
## 16: EUR CHF 0.005 1000.0
## 17: GBP USD 0.005 1000.0
## 18: USD JPY 0.005 1000.0
## 19: AUD JPY 0.005 1000.0
## 20: EUR GBP 0.005 1000.0
## 21: EUR NOK 0.005 1000.0
## 22: EUR SEK 0.005 1000.0
## 23: AUD CHF 0.005 1000.0
## 24: CAD CHF 0.005 1000.0
## 25: GBP AUD 0.005 1000.0
## 26: GBP CAD 0.005 1000.0
## 27: GBP NZD 0.005 1000.0
## 28: NZD CAD 0.005 1000.0
## 29: NZD CHF 0.005 1000.0
## 30: NZD JPY 0.005 1000.0
## 31: EUR NZD 0.005 1000.0
## 32: AUD CAD 0.005 1000.0
## 33: USD RUB 0.005 1000.0
## 34: SGD JPY 0.005 1000.0
## 35: EUR DKK 0.005 1000.0
## 36: USD TRY 0.005 1000.0
## 37: USD HKD 0.005 1000.0
## 38: EUR TRY 0.005 1000.0
## 39: USD SGD 0.005 1000.0
## 40: USD PLN 0.005 1000.0
## 41: HKD JPY 0.005 1000.0
## 42: GBP SGD 0.005 1000.0
## 43: NOK JPY 0.005 1000.0
## 44: EUR PLN 0.005 1000.0
## 45: NZD SGD 0.005 1000.0
## 46: NOK SEK 0.005 1000.0
## 47: EUR HKD 0.005 1000.0
## 48: USD MXN 0.005 1000.0
## 49: USD DKK 0.005 1000.0
## 50: USD CNH 0.005 1000.0
## 51: ASX AUD 0.005 1.0
## 52: CAC EUR 0.005 1.0
## 53: DAX EUR 0.005 2.5
## 54: DA1 EUR 0.005 1.0
## 55: UKX GBP 0.005 1.0
## 56: NKY JPY 0.005 100.0
## 57: NDX USD 0.005 10.0
## 58: SPX USD 0.005 25.0
## 59: SP1 USD 0.005 10.0
## 60: DJI USD 0.005 1.0
## 61: XBR USD 0.005 10.0
## 62: XTI USD 0.005 10.0
## 63: XNG USD 0.005 1000.0
## 64: ESX EUR 0.005 1.0
## 65: XAU USD 0.005 1.0
## 66: XAG USD 0.005 50.0
## 67: ND1 USD 0.005 1.0
## 68: DJ1 USD 0.005 0.1
## marginCurrency profitCurrency limitsComission minTradeVolume
## maxTradeVolume swapLong swapShort
## 1: 1.0e+08 -1.96000 0.27000
## 2: 1.0e+08 -13.84416 3.97403
## 3: 1.0e+08 -3.81481 0.83951
## 4: 1.0e+08 0.98148 -3.88889
## 5: 1.0e+08 -6.02469 1.53086
## 6: 1.0e+08 0.79012 -3.43210
## 7: 1.0e+08 -1.97531 0.18519
## 8: 1.0e+08 0.81481 -4.41975
## 9: 1.0e+08 3.41667 -18.83333
## 10: 1.0e+08 -45.69231 11.76923
## 11: 1.0e+08 1.78000 -6.36000
## 12: 1.0e+08 -5.17284 1.25926
## 13: 1.0e+08 2.24074 -8.17593
## 14: 1.0e+08 2.61000 -9.33000
## 15: 1.0e+08 -6.57143 1.28571
## 16: 1.0e+08 0.67593 -3.09259
## 17: 1.0e+08 0.50000 -3.09000
## 18: 1.0e+08 -0.24691 -1.03704
## 19: 1.0e+08 2.29630 -8.17284
## 20: 1.0e+08 -2.32692 0.52564
## 21: 1.0e+08 -62.07692 16.84615
## 22: 1.0e+08 0.00000 -9.66667
## 23: 1.0e+08 2.52780 -8.54630
## 24: 1.0e+08 1.44444 -5.09259
## 25: 1.0e+08 -13.67532 3.66234
## 26: 1.0e+08 -3.11111 0.38272
## 27: 1.0e+08 -26.48571 7.22857
## 28: 1.0e+08 2.48148 -9.29630
## 29: 1.0e+08 3.21296 -11.02778
## 30: 1.0e+08 3.32099 -11.80247
## 31: 1.0e+08 -23.50000 6.68571
## 32: 1.0e+08 1.37040 -5.38270
## 33: 1.0e+08 -305.33330 93.94444
## 34: 1.0e+08 -0.40741 -0.54321
## 35: 1.0e+08 9.66667 -36.66667
## 36: 1.0e+08 -124.78380 39.16216
## 37: 1.0e+08 -2.00000 -6.00000
## 38: 1.0e+08 -144.45950 45.40541
## 39: 1.0e+08 -0.36486 -1.02703
## 40: 1.0e+08 -22.88889 5.66667
## 41: 1.0e+08 -0.07407 -0.09877
## 42: 1.0e+08 0.83784 -4.67568
## 43: 1.0e+08 0.25926 -1.00000
## 44: 1.0e+08 -30.88889 8.11111
## 45: 1.0e+08 3.60811 -12.85135
## 46: 1.0e+08 2.33333 -8.25000
## 47: 1.0e+08 -12.92308 1.38462
## 48: 1.0e+08 -205.66670 56.50000
## 49: 1.0e+08 11.33333 -40.80000
## 50: 1.0e+08 -6.32298 2.27950
## 51: 1.0e+04 -5.01000 1.63000
## 52: 1.0e+04 -1.46000 0.00000
## 53: 2.5e+04 -8.44000 0.00000
## 54: 1.0e+04 -3.37000 0.00000
## 55: 1.0e+04 -3.04000 1.00000
## 56: 1.0e+06 -5.13000 0.32000
## 57: 1.0e+05 -15.35000 2.25000
## 58: 2.5e+05 -18.13000 2.65000
## 59: 1.0e+05 -7.25000 1.06000
## 60: 1.0e+04 -6.24000 0.91000
## 61: 1.0e+06 -4.03000 1.27000
## 62: 1.0e+06 -3.61000 0.20000
## 63: 1.0e+07 -0.20000 0.07000
## 64: 1.0e+04 -1.05000 0.00000
## 65: 1.0e+05 -0.79000 -0.83000
## 66: 5.0e+06 -0.42400 0.06800
## 67: 1.0e+04 -15.35000 2.25000
## 68: 1.0e+03 -6.24000 0.91000
## maxTradeVolume swapLong swapShortttGetCurrencyData()## currency description precision sortOrder
## 1: ASX 5 25
## 2: AUD 5 6
## 3: CAC 5 26
## 4: CAD 5 7
## 5: CHF 5 5
## 6: CNH 5 10
## 7: DA1 5 28
## 8: DAX 5 27
## 9: DJ1 5 37
## 10: DJI 5 36
## 11: DKK 5 17
## 12: ESX 5 29
## 13: EUR 5 2
## 14: GBP 5 3
## 15: HKD 5 13
## 16: JPY 5 4
## 17: MXN 5 9
## 18: ND1 5 33
## 19: NDX 5 32
## 20: NKY 5 31
## 21: NOK 5 14
## 22: NZD 5 8
## 23: PLN 5 18
## 24: RUB 5 12
## 25: SEK 5 11
## 26: SGD 5 15
## 27: SP1 5 35
## 28: SPX 5 34
## 29: TRY 5 16
## 30: UKX 5 30
## 31: USD 5 1
## 32: XAG 5 19
## 33: XAU 5 20
## 34: XBR 5 38
## 35: XNG 5 40
## 36: XTI 5 39
## currency description precision sortOrderGet 10000 bars of EURUSD symbol:
head(ttBarsHistory(“EURUSD”))
ttBarsHistory("EURUSD")## high low open close volume from
## 1: 1.08479 1.08462 1.08469 1.08472 228196000 2015-07-17 14:44:00
## 2: 1.08520 1.08459 1.08519 1.08469 384206000 2015-07-17 14:43:00
## 3: 1.08522 1.08508 1.08521 1.08519 401147000 2015-07-17 14:42:00
## 4: 1.08540 1.08520 1.08533 1.08521 324258000 2015-07-17 14:41:00
## 5: 1.08565 1.08532 1.08565 1.08533 523519000 2015-07-17 14:40:00
## ---
## 9996: 1.10535 1.10533 1.10534 1.10533 151670000 2015-07-08 17:11:00
## 9997: 1.10537 1.10516 1.10522 1.10534 256700000 2015-07-08 17:10:00
## 9998: 1.10531 1.10516 1.10520 1.10522 283900000 2015-07-08 17:09:00
## 9999: 1.10529 1.10487 1.10488 1.10522 230900000 2015-07-08 17:08:00
## 10000: 1.10490 1.10452 1.10470 1.10489 279104000 2015-07-08 17:07:00
## to
## 1: 2015-07-17 14:45:00
## 2: 2015-07-17 14:44:00
## 3: 2015-07-17 14:43:00
## 4: 2015-07-17 14:42:00
## 5: 2015-07-17 14:41:00
## ---
## 9996: 2015-07-08 17:12:00
## 9997: 2015-07-08 17:11:00
## 9998: 2015-07-08 17:10:00
## 9999: 2015-07-08 17:09:00
## 10000: 2015-07-08 17:08:00Get 10000 bar quotes of EURUSD symbol:
bars = ttBarsQuotesHistory(“EURUSD”)
ttBarsQuotesHistory("EURUSD")## askHigh askLow askopen askClose askVolume bidHigh bidLow bidOpen
## 1: 1.08481 1.08464 1.08471 1.08476 506500000 1.08479 1.08462 1.08469
## 2: 1.08523 1.08462 1.08522 1.08471 481600000 1.08520 1.08459 1.08519
## 3: 1.08525 1.08511 1.08525 1.08522 445550000 1.08522 1.08508 1.08521
## 4: 1.08543 1.08522 1.08536 1.08523 348000000 1.08540 1.08520 1.08533
## 5: 1.08568 1.08534 1.08568 1.08536 637100000 1.08565 1.08532 1.08565
## ---
## 9996: 1.10540 1.10537 1.10538 1.10538 41384000 1.10535 1.10533 1.10534
## 9997: 1.10540 1.10521 1.10527 1.10538 179397000 1.10537 1.10516 1.10522
## 9998: 1.10534 1.10521 1.10523 1.10527 365546000 1.10531 1.10516 1.10520
## 9999: 1.10532 1.10492 1.10493 1.10523 254763000 1.10529 1.10487 1.10488
## 10000: 1.10493 1.10455 1.10476 1.10493 566093000 1.10490 1.10452 1.10470
## bidClose bidVolume from to
## 1: 1.08473 253746000 2015-07-17 14:44:00 2015-07-17 14:45:00
## 2: 1.08469 384206000 2015-07-17 14:43:00 2015-07-17 14:44:00
## 3: 1.08519 401147000 2015-07-17 14:42:00 2015-07-17 14:43:00
## 4: 1.08521 324258000 2015-07-17 14:41:00 2015-07-17 14:42:00
## 5: 1.08533 523519000 2015-07-17 14:40:00 2015-07-17 14:41:00
## ---
## 9996: 1.10533 151670000 2015-07-08 17:11:00 2015-07-08 17:12:00
## 9997: 1.10534 256700000 2015-07-08 17:10:00 2015-07-08 17:11:00
## 9998: 1.10522 283900000 2015-07-08 17:09:00 2015-07-08 17:10:00
## 9999: 1.10522 230900000 2015-07-08 17:08:00 2015-07-08 17:09:00
## 10000: 1.10489 279104000 2015-07-08 17:07:00 2015-07-08 17:08:00Get quotes
now <-as.POSIXct(Sys.time())
# 300 seconds from present
prevNow <-as.POSIXct(now-(300))
ttQuotesHistory("EURUSD", startTime = prevNow, endTime=now)## ask bid createTime
## 1: 1.08576 1.08573 2015-07-17 11:39:45
## 2: 1.08576 1.08573 2015-07-17 11:39:45
## 3: 1.08576 1.08573 2015-07-17 11:39:45
## 4: 1.08576 1.08572 2015-07-17 11:39:45
## 5: 1.08576 1.08573 2015-07-17 11:39:46
## ---
## 1466: 1.08477 1.08474 2015-07-17 11:44:42
## 1467: 1.08476 1.08474 2015-07-17 11:44:43
## 1468: 1.08476 1.08473 2015-07-17 11:44:43
## 1469: 1.08474 1.08471 2015-07-17 11:44:43
## 1470: 1.08470 1.08468 2015-07-17 11:44:43Get quotes L2
now <-as.POSIXct(Sys.time())
# 1000 seconds from present
prevNow <-as.POSIXct(now-1000)
ttQuotesLevel2History('EURUSD', prevNow, now, depth=1)## volumeBid volumeAsk priceBid priceAsk createTime
## 1: 1000000 700000 1.08592 1.08595 2015-07-17 14:28:07
## 2: 1500000 700000 1.08591 1.08595 2015-07-17 14:28:07
## 3: 1500000 700000 1.08591 1.08595 2015-07-17 14:28:07
## 4: 2473000 700000 1.08591 1.08595 2015-07-17 14:28:07
## 5: 1500000 700000 1.08591 1.08595 2015-07-17 14:28:07
## ---
## 5219: 50000 5000000 1.08463 1.08466 2015-07-17 14:44:45
## 5220: 2000000 50000 1.08462 1.08464 2015-07-17 14:44:46
## 5221: 2000000 2050000 1.08462 1.08465 2015-07-17 14:44:46
## 5222: 1000000 2000000 1.08462 1.08465 2015-07-17 14:44:46
## 5223: 2700000 4000000 1.08461 1.08465 2015-07-17 14:44:46
## quoteIndex level
## 1: 1.437143e+12 1
## 2: 1.437143e+12 1
## 3: 1.437143e+12 1
## 4: 1.437143e+12 1
## 5: 1.437143e+12 1
## ---
## 5219: 1.437144e+12 1
## 5220: 1.437144e+12 1
## 5221: 1.437144e+12 1
## 5222: 1.437144e+12 1
## 5223: 1.437144e+12 1Get 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))
ttTradeRecords(prevNow, now)## Empty data.table (0 rows) of 35 cols: AgentCommission,ClientId,CloseConversionRate,InitialVolume,Comment,Commission...Trades in account:
# Commented as it takes to long
ttConnect("tp.st.soft-fx.eu", "100066", "123qwe!")## [1] 0head(ttTrades())## Empty data.table (0 rows) of 20 cols: agentComission,tradeClientOrderId,tradeComment,created,expiration,initialVolume...All trades
# Commented as it takes to long
ttTradeRecordAll()## AgentCommission ClientId
## 1: 0
## 2: 0 957fbc19-b65e-4eb5-a6ec-9647131d0be7
## 3: 0 2ac50627-fcf0-4f6b-9212-f594fc0ac911
## 4: 0 4fddad09-38bf-4485-b7c4-38b5397d2f06
## 5: 0
## 6: 0 cc1ac593-a8f7-44c1-ba1b-784f90d36c40
## 7: 0 64a8751c-6e8d-47d1-b78d-86e1d88b4b4e
## 8: 0 f6038331-f4e5-4df1-9acd-43260151ef53
## 9: 0 6b9760e2-3221-4468-b5de-a271084b5eac
## 10: 0 c6f56005-253d-4db7-b1e1-ab9834d4783a
## 11: 0 21eaac90-b883-4bb7-8446-abae9f1253de
## 12: 0 4f62d7a9-f993-4784-afe1-3bdbe449fdb7
## 13: 0 ManagerOrder-f21b5f2a-e918-4d82-836a-ddac6e75a6b4
## 14: 0 ManagerOrder-7fe75534-5f2f-4111-b344-a61f8e858865
## 15: 0 fd478131-cb15-41ee-9344-1700f821cb06
## 16: 0 cf970067-9ff8-4e90-85e1-8d3a80d336ac
## 17: 0 6b9cea20-ced6-46f7-8f23-c93d87b4fd98
## 18: 0 c226802c-04c4-4a56-a3f2-7a47fcc6c716
## 19: 0 432b1cac-b20f-441d-8d91-46d83882a94c
## 20: 0 85f12344-d8f8-4e8c-af67-452861fd94f8
## 21: 0 db1bc350-bc2f-4f30-8c10-bef83727a8a3
## 22: 0 094e0196-2c6c-48a6-95cd-0c1e5918a72e
## 23: 0 6f894e7f-d257-432a-92ca-af063fa0c7aa
## 24: 0 7529587a-eaae-4c85-b2f6-b237ebf2873e
## AgentCommission ClientId
## CloseConversionRate InitialVolume Comment Commission Id
## 1: -1.000000e+00 0 672002
## 2: 1.105180e+00 USD [TP] 0 672003
## 3: 1.105130e+00 USD [TP] 0 672004
## 4: 1.105060e+00 USD [SL] 0 672005
## 5: -1.000000e+00 0 672015
## 6: 1.104870e+05 USD [SL] 0 672021
## 7: 1.104910e+05 USD [TP] 0 672022
## 8: 1.000000e+00 USD [SL] 0 672031
## 9: 6.724700e-01 USD 0 672023
## 10: -1.000000e+00 0 672024
## 11: 1.000000e+00 USD 0 704015
## 12: 1.000000e+00 USD 0 704014
## 13: 1.000000e+00 USD 0 704003
## 14: 1.000000e+00 USD 0 704002
## 15: 1.000000e+00 USD 0 729313
## 16: 1.000000e+00 USD 0 729377
## 17: 1.000000e+00 USD 0 741247
## 18: 1.000000e+00 USD 0 741243
## 19: 1.000000e+00 USD 0 741246
## 20: 1.000000e+00 USD 0 741240
## 21: 1.000000e+00 USD 0 741237
## 22: 1.000000e+00 USD 0 741283
## 23: 8.059966e-03 USD 0 741280
## 24: 1.000000e+00 USD 0 741278
## CloseConversionRate InitialVolume Comment Commission Id
## LeavesQuantity OpenConversionRate OrderCreated OrderFillPrice
## 1: 0 -1.000000e+00 2015-07-09 14:10:06 -1
## 2: 0 1.214869e+04 2015-07-09 14:10:59 -1
## 3: 0 1.214737e+04 2015-07-09 14:11:06 -1
## 4: 0 1.214571e+04 2015-07-09 14:11:09 -1
## 5: 0 -1.000000e+00 2015-07-09 14:16:34 -1
## 6: 0 1.213666e+09 2015-07-09 14:16:47 -1
## 7: 0 1.213666e+09 2015-07-09 14:17:04 -1
## 8: 0 1.104930e+05 2015-07-09 14:18:45 -1
## 9: 0 7.430000e-01 2015-07-09 14:18:13 -1
## 10: 10000 1.104930e+05 2015-07-09 14:18:26 -1
## 11: 0 1.103760e+00 2015-07-13 13:58:46 -1
## 12: 0 1.103760e+00 2015-07-13 13:58:44 -1
## 13: 0 1.105170e+00 2015-07-13 12:17:39 -1
## 14: 0 1.105180e+00 2015-07-13 12:17:37 -1
## 15: 0 1.102680e+00 2015-07-15 09:06:01 -1
## 16: 0 1.100470e+00 2015-07-15 12:29:01 -1
## 17: 0 1.089440e+00 2015-07-17 08:49:46 -1
## 18: 0 1.089440e+00 2015-07-17 08:49:39 -1
## 19: 0 1.089440e+00 2015-07-17 08:49:44 -1
## 20: 0 1.089450e+00 2015-07-17 08:49:24 -1
## 21: 0 1.089440e+00 2015-07-17 08:49:12 -1
## 22: 0 6.539300e-01 2015-07-17 08:52:55 -1
## 23: 0 1.565740e+00 2015-07-17 08:52:47 -1
## 24: 0 1.089820e+00 2015-07-17 08:52:43 -1
## LeavesQuantity OpenConversionRate OrderCreated OrderFillPrice
## OrderLastFillAmount OrderModified PosOpenPrice
## 1: -1 1970-01-01 00:00:00 0.00000e+00
## 2: -1 2015-07-09 14:10:59 1.09925e+04
## 3: -1 2015-07-09 14:11:06 1.09918e+04
## 4: -1 2015-07-09 14:11:09 1.09900e+04
## 5: -1 1970-01-01 00:00:00 0.00000e+00
## 6: -1 2015-07-09 14:16:47 1.09835e+04
## 7: -1 2015-07-09 14:17:04 1.09843e+04
## 8: -1 2015-07-09 14:18:45 1.10491e+05
## 9: -1 2015-07-09 14:53:39 1.10369e+00
## 10: -1 2015-07-09 14:54:05 0.00000e+00
## 11: -1 2015-07-15 09:04:20 1.10376e+00
## 12: -1 2015-07-15 09:04:22 1.10372e+00
## 13: -1 2015-07-15 09:04:24 1.10517e+00
## 14: -1 2015-07-15 09:04:26 1.10516e+00
## 15: -1 2015-07-15 09:06:50 1.10268e+00
## 16: -1 2015-07-17 08:49:00 1.10047e+00
## 17: -1 2015-07-17 08:52:26 1.08940e+00
## 18: -1 2015-07-17 08:52:28 1.08944e+00
## 19: -1 2015-07-17 08:52:30 1.08940e+00
## 20: -1 2015-07-17 08:52:32 1.08945e+00
## 21: -1 2015-07-17 08:52:33 1.08944e+00
## 22: -1 2015-07-17 08:59:09 6.53840e-01
## 23: -1 2015-07-17 08:59:11 1.94232e+02
## 24: -1 2015-07-17 08:59:13 1.08982e+00
## OrderLastFillAmount OrderModified PosOpenPrice
## PositionClosePrice PositionCloseRequestedPrice PositionClosed
## 1: 0.00000 0 1970-01-01 00:00:00
## 2: 10000.00000 0 2015-07-09 14:10:59
## 3: 10000.00000 0 2015-07-09 14:11:06
## 4: 9999.20000 0 2015-07-09 14:11:09
## 5: 0.00000 0 1970-01-01 00:00:00
## 6: 9999.10000 0 2015-07-09 14:16:47
## 7: 10000.00000 0 2015-07-09 14:17:04
## 8: 9999.99993 0 2015-07-09 14:18:45
## 9: 1.10405 0 2015-07-09 14:53:39
## 10: 0.00000 0 1970-01-01 00:00:00
## 11: 1.10235 0 2015-07-15 09:04:20
## 12: 1.10238 0 2015-07-15 09:04:22
## 13: 1.10236 0 2015-07-15 09:04:24
## 14: 1.10242 0 2015-07-15 09:04:26
## 15: 1.10244 0 2015-07-15 09:06:50
## 16: 1.08923 0 2015-07-17 08:49:00
## 17: 1.08969 0 2015-07-17 08:52:26
## 18: 1.08969 0 2015-07-17 08:52:28
## 19: 1.08976 0 2015-07-17 08:52:30
## 20: 1.08968 0 2015-07-17 08:52:32
## 21: 1.08970 0 2015-07-17 08:52:33
## 22: 0.65331 0 2015-07-17 08:59:09
## 23: 194.06000 0 2015-07-17 08:59:11
## 24: 1.08887 0 2015-07-17 08:59:13
## PositionClosePrice PositionCloseRequestedPrice PositionClosed
## PositionLastQuantity PositionLeavesQuantity PositionModified
## 1: 0e+00 0 1970-01-01
## 2: 0e+00 0 1970-01-01
## 3: 0e+00 0 1970-01-01
## 4: 0e+00 0 1970-01-01
## 5: 0e+00 0 1970-01-01
## 6: 0e+00 0 1970-01-01
## 7: 0e+00 0 1970-01-01
## 8: 0e+00 0 1970-01-01
## 9: 0e+00 0 1970-01-01
## 10: 0e+00 0 1970-01-01
## 11: 1e+04 0 1970-01-01
## 12: 1e+04 0 1970-01-01
## 13: 1e+05 0 1970-01-01
## 14: 1e+05 0 1970-01-01
## 15: 1e+05 0 1970-01-01
## 16: 1e+05 0 1970-01-01
## 17: 1e+04 0 1970-01-01
## 18: 1e+04 0 1970-01-01
## 19: 1e+04 0 1970-01-01
## 20: 1e+05 0 1970-01-01
## 21: 1e+05 0 1970-01-01
## 22: 1e+04 0 1970-01-01
## 23: 1e+04 0 1970-01-01
## 24: 1e+05 0 1970-01-01
## PositionLastQuantity PositionLeavesQuantity PositionModified
## PositionOpened PositionQuantity Price Quantity StopLoss
## 1: 1970-01-01 00:00:00 0e+00 0.00000e+00 0e+00 0.0
## 2: 2015-07-09 14:10:59 0e+00 1.09925e+04 5e+01 9999.6
## 3: 2015-07-09 14:11:06 0e+00 1.09918e+04 5e+01 9999.2
## 4: 2015-07-09 14:11:09 0e+00 1.09900e+04 5e+01 9999.2
## 5: 1970-01-01 00:00:00 0e+00 0.00000e+00 0e+00 0.0
## 6: 2015-07-09 14:16:47 0e+00 1.09835e+04 1e+00 9999.1
## 7: 2015-07-09 14:17:04 0e+00 1.09843e+04 1e+00 9999.1
## 8: 2015-07-09 14:18:45 0e+00 1.10491e+05 1e+04 10000.0
## 9: 2015-07-09 14:18:13 0e+00 1.10369e+00 1e+04 0.0
## 10: 1970-01-01 00:00:00 0e+00 1.10493e+05 1e+04 0.0
## 11: 2015-07-13 13:58:46 1e+04 1.10376e+00 1e+04 0.0
## 12: 2015-07-13 13:58:44 1e+04 1.10372e+00 1e+04 0.0
## 13: 2015-07-13 12:17:39 1e+05 1.10517e+00 1e+05 0.0
## 14: 2015-07-13 12:17:37 1e+05 1.10516e+00 1e+05 0.0
## 15: 2015-07-15 09:06:01 1e+05 1.10268e+00 1e+05 0.0
## 16: 2015-07-15 12:29:01 1e+05 1.10047e+00 1e+05 0.0
## 17: 2015-07-17 08:49:46 1e+04 1.08940e+00 1e+04 0.0
## 18: 2015-07-17 08:49:39 1e+04 1.08944e+00 1e+04 0.0
## 19: 2015-07-17 08:49:44 1e+04 1.08940e+00 1e+04 0.0
## 20: 2015-07-17 08:49:24 1e+05 1.08945e+00 1e+05 0.0
## 21: 2015-07-17 08:49:12 1e+05 1.08944e+00 1e+05 0.0
## 22: 2015-07-17 08:52:55 1e+04 6.53840e-01 1e+04 0.0
## 23: 2015-07-17 08:52:47 1e+04 1.94232e+02 1e+04 0.0
## 24: 2015-07-17 08:52:43 1e+05 1.08982e+00 1e+05 0.0
## PositionOpened PositionQuantity Price Quantity StopLoss
## Swap Symbol TakeProfit TradeRecordSide TradeRecordType
## 1: 0 0.0000e+00 -1 -1
## 2: 0 #GDAXI 1.0000e+04 Buy Position
## 3: 0 #GDAXI 1.0000e+04 Buy Position
## 4: 0 #GDAXI 1.0000e+04 Sell Position
## 5: 0 0.0000e+00 -1 -1
## 6: 0 #GDAXIm 1.0000e+04 Sell Position
## 7: 0 #GDAXIm 1.0000e+04 Buy Position
## 8: 0 EUR/USD 1.0000e+04 Sell Position
## 9: 0 AUD/NZD 0.0000e+00 Buy Position
## 10: 0 EUR/USD 0.0000e+00 Buy Position
## 11: 0 EURUSD_RLib 0.0000e+00 Buy Position
## 12: 0 EURUSD_RLib 0.0000e+00 Sell Position
## 13: 0 EURUSD_RLib 0.0000e+00 Buy Position
## 14: 0 EURUSD_RLib 0.0000e+00 Sell Position
## 15: 0 EURUSD_RLib 0.0000e+00 Buy Position
## 16: 0 EURUSD_RLib 0.0000e+00 Buy Position
## 17: 0 EURUSD_RLib 0.0000e+00 Sell Position
## 18: 0 EURUSD_RLib 0.0000e+00 Buy Position
## 19: 0 EURUSD_RLib 0.0000e+00 Sell Position
## 20: 0 EURUSD_RLib 0.0000e+00 Buy Position
## 21: 0 EURUSD_RLib 0.0000e+00 Buy Position
## 22: 0 NZD/USD 5.5393e-01 Sell Position
## 23: 0 GBP/JPY 0.0000e+00 Buy Position
## 24: 0 EUR/USD 0.0000e+00 Buy Position
## Swap Symbol TakeProfit TradeRecordSide TradeRecordType
## TradeTransactionReason TradeTransactionReportType TransactionAmount
## 1: DealerDecision BalanceTransaction 1000000.00
## 2: TakeProfitActivation PositionClosed -54844.56
## 3: TakeProfitActivation PositionClosed -54803.40
## 4: StopLossActivation PositionClosed 54744.67
## 5: DealerDecision BalanceTransaction 100000000.00
## 6: StopLossActivation PositionClosed 108763402.80
## 7: TakeProfitActivation PositionClosed -108756291.30
## 8: StopLossActivation PositionClosed 1004910000.70
## 9: ClientRequest PositionClosed 2.42
## 10: DealerDecision OrderCanceled 0.00
## 11: ClientRequest PositionClosed -14.10
## 12: ClientRequest PositionClosed 13.40
## 13: ClientRequest PositionClosed -281.00
## 14: ClientRequest PositionClosed 274.00
## 15: ClientRequest PositionClosed -24.00
## 16: ClientRequest PositionClosed -1124.00
## 17: ClientRequest PositionClosed -2.90
## 18: ClientRequest PositionClosed 2.50
## 19: ClientRequest PositionClosed -3.60
## 20: ClientRequest PositionClosed 23.00
## 21: ClientRequest PositionClosed 26.00
## 22: ClientRequest PositionClosed 5.30
## 23: ClientRequest PositionClosed -13.87
## 24: ClientRequest PositionClosed -95.00
## TradeTransactionReason TradeTransactionReportType TransactionAmount
## TransactionCurrency TransactionTime
## 1: USD 2015-07-09 14:10:06
## 2: USD 2015-07-09 14:10:59
## 3: USD 2015-07-09 14:11:06
## 4: USD 2015-07-09 14:11:09
## 5: USD 2015-07-09 14:16:34
## 6: USD 2015-07-09 14:16:47
## 7: USD 2015-07-09 14:17:04
## 8: USD 2015-07-09 14:18:45
## 9: USD 2015-07-09 14:53:39
## 10: USD 2015-07-09 14:54:05
## 11: USD 2015-07-15 09:04:20
## 12: USD 2015-07-15 09:04:22
## 13: USD 2015-07-15 09:04:24
## 14: USD 2015-07-15 09:04:26
## 15: USD 2015-07-15 09:06:50
## 16: USD 2015-07-17 08:49:00
## 17: USD 2015-07-17 08:52:26
## 18: USD 2015-07-17 08:52:28
## 19: USD 2015-07-17 08:52:30
## 20: USD 2015-07-17 08:52:32
## 21: USD 2015-07-17 08:52:33
## 22: USD 2015-07-17 08:59:09
## 23: USD 2015-07-17 08:59:11
## 24: USD 2015-07-17 08:59:13
## TransactionCurrency TransactionTime