How to request delayed market data with IBrokers

Question

Is there a way to request delayed market data as mentioned at TWS API v9.72+: Market Data Types

I am particularly looking for setting client.reqMarketDataType(3);

This post works in python but I want to do it in R using IBrokers

Thank you!

Answer 1

The Ibrokers package has not been updated for quite a while and is working on API version 9.64. The delayed market data option comes from a later API version and preferably API version 9.72.18 or higher is suggested.

Looking through the code, I had hoped I could use the reqMarketDataType in the reqMktData call, but that is not working. So unless the Ibrokers package is updated to work with API version 9.72+ it is not possible. Adjusting parts of the Ibrokers package is not something to be lightly done as there are quite a bit of changes in the API since version 9.64.

I saw that you have asked this question on the Ibrokers github page as well.

Of course you could use the reticulate package in combination with ibpy if you want to do everything in R and want to use the latest version of the API.