├── .Rbuildignore ├── .github ├── FUNDING.yml ├── issue_template.md ├── pull_request_template.md └── security.md ├── DESCRIPTION ├── Makefile ├── NAMESPACE ├── R ├── IBrokersRef.R ├── Scanner.R ├── ScannerSubscription.R ├── calculateImpliedVolatility.R ├── calculateOptionPrice.R ├── cancelOrder.R ├── eWrapper.MktData.CSV.R ├── eWrapper.MktDepth.CSV.R ├── eWrapper.R ├── eWrapper.data.R ├── eWrapper.snapshot.R ├── eWrapper.updateAccount.R ├── errorHandler.R ├── eventHandlers.R ├── exerciseOptions.R ├── placeOrder.R ├── processMsg.R ├── reqAccountUpdates.R ├── reqContractDetails.R ├── reqCurrentTime.R ├── reqExecutions.R ├── reqFundamentalData.R ├── reqHistoricalData.R ├── reqIds.R ├── reqManagedAccts.R ├── reqMatchingSymbols.R ├── reqMktData.R ├── reqMktDataType.R ├── reqMktDepth.R ├── reqNewsBulletins.R ├── reqOpenOrders.R ├── reqRealTimeBars.R ├── serverVersion.R ├── setServerLogLevel.R ├── twsBAG.R ├── twsComboLeg.R ├── twsConnect.R ├── twsConnectionTime.R ├── twsContract.R ├── twsCurrency.R ├── twsDisconnect.R ├── twsEquity.R ├── twsExecution.R ├── twsExecutionFilter.R ├── twsFuture.R ├── twsFutureOpt.R ├── twsIDs.R ├── twsIndex.R ├── twsMethods.R ├── twsOption.R ├── twsOrder.R ├── twsOrderState.R ├── twsPortfolioValue.R ├── twsTickType.R └── zzz.R ├── README.md ├── WISHLIST ├── man ├── IBrokers-package.Rd ├── calculateImpliedVolatility.Rd ├── eWrapper.Rd ├── exerciseOptions.Rd ├── internal.Rd ├── placeOrder.Rd ├── processMsg.Rd ├── reqAccountUpdates.Rd ├── reqContractDetails.Rd ├── reqCurrentTime.Rd ├── reqHistoricalData.Rd ├── reqIds.Rd ├── reqManagedAccts.Rd ├── reqMatchingSymbols.Rd ├── reqMktData.Rd ├── reqMktDataType.Rd ├── reqMktDepth.Rd ├── reqNewsBulletins.Rd ├── reqRealTimeBars.Rd ├── setServerLogLevel.Rd ├── twsCALLBACK.Rd ├── twsConnect.Rd ├── twsConnectionTime.Rd ├── twsContract.Rd ├── twsCurrency.Rd ├── twsEquity.Rd ├── twsFuture.Rd ├── twsOption.Rd ├── twsOrder.Rd └── twsScannerSubscription.Rd └── vignettes ├── IBrokers.Rnw ├── IBrokers.pdf 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