Я пытаюсь снять тикер RY с TSE и NYSE. Я могу легко получать данные с биржи TSE, но не могу с биржи NYSE.
Вот мой код.
library(IBrokers)
tws = twsConnect(port = 7498)
#get Canadian RY
reqMktData(tws, twsSTK("RY",exch="SMART", primary="TSE", currency="CAD"), eventWrapper = eWrapper.data(1), CALLBACK = snapShot)
BidSize BidPrice AskPrice AskSize Last LastSize Volume
RY 0 -1 -1 0 105.19 300 1482472
#get US RY
reqMktData(tws, twsSTK("RY", exch = "SMART", primary = "NYSE", currency = "USD", eventWrapper = eWrapper.data(1), CALLBACK = snapShot)
2 1 10090 Part of requested market data is not subscribed. Subscription-independent ticks are still active.CP NYSE/Auction:225