How to set-up Market Scanners

[JoeFernando]

Thank you so much for this library. It has helped me tremendously.

I am a bit stuck on how to set-up market scanners. Could you kindly point me to any resource that will help me.

Thanks in advance.

Kind regards Joe

[lbilli]

Here's an example of a scanner:

library(rib)
ew <- IBWrapSimple$new()
ic <- IBClient$new(ew)
ic$connect(port=4002, clientId=1)

reqId <- 123

ss <- ScannerSubscription
ss$numberOfRows <- 10
ss$instrument   <- "STK"
ss$locationCode <- "STK.US.MAJOR"
ss$scanCode     <- "MOST_ACTIVE"

filters <- c(avgVolumeAbove="1000000", marketCapAbove1e6="100")

ic$reqScannerSubscription(reqId, ss, character(), filters)

ic$checkMsg()
# Results are received and continuously updated

# Finally to cancel the subscription
ic$cancelScannerSubscription(reqId)

# To request the available scanner parameters
ic$reqScannerParameters()

ic$checkMsg()

# Result is a big XML blob found at ew$context$scannerParameters

Few observations:

• filters are set in two places: fields of the ScannerSubscription structure and tag-value pairs in the last argument of ic$reqScannerSubscription()

• to find out which codes and filters are available use reqScannerParameters() which returns what's available in XML format via scannerParameters()

• this is a subscription: i.e. results are periodically updated until cancelScannerSubscription() is sent

• further details can be found in the official IB documentation