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IBrokers
R socket client for Trader Workstation data
What it is
A pure R implementation of the Interactive Brokers Trader Workstation API, connecting over a local socket to the desktop workstation or to IB Gateway. Documented calls cover contract details, historical bars, streaming quotes, market depth, and five-second bars, and a stream can be written to a file and played back later. Researchers who develop trade ideas in R and already have a brokerage login are the audience. Order placement is marked experimental, the gateway must be running with API sockets enabled, and the event loop in one R session is single-threaded.
At a glance
Research onlyOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Professional quants |
|---|---|
| Used for | Live trading, Data source |
| Markets | Multi-market |
| Stack | R |
| Learning curve | Moderate learning curve |
| Practical value | Medium practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
Provides native R access to Interactive Brokers Trader Workstation API.
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