> library(twsInstrument)
Loading required package: IBrokers
Loading required package: xts
Loading required package: zoo

Attaching package: ‘zoo’

The following objects are masked from ‘package:base’:

    as.Date, as.Date.numeric

IBrokers version 0.9-10.  Implementing API Version 9.64

IBrokers comes with NO WARRANTY.  Not intended for production use!


See ?IBrokers for details.
Loading required package: FinancialInstrument
Loading required package: quantmod
Loading required package: TTR
Registered S3 method overwritten by 'quantmod':
  method            from
  as.zoo.data.frame zoo 
Version 0.4-0 included new data defaults. See ?getSymbols.
Learn from a quantmod author: https://www.datacamp.com/courses/importing-and-managing-financial-data-in-r
> 
> quotes <- get_quote("SPY", eWrapper=eWrapper.data.BID_ASK_OHLCV)
Connected with clientId 100.
Checking to see if other 'type's have a pre-defined currency.
Request complete: SPY STK USD.
Disconnected.
2 -1 2104 Market data farm connection is OK:usfarm.nj 
2 -1 2104 Market data farm connection is OK:usfuture 
2 -1 2104 Market data farm connection is OK:usopt 
2 -1 2104 Market data farm connection is OK:usfarm 
2 -1 2106 HMDS data farm connection is OK:ushmds.nj 
2 -1 2106 HMDS data farm connection is OK:ushmds 
2 1 10090 Part of requested market data is not subscribed. Subscription-independent ticks are still active.SPY ARCA/Auction:225 
Error in index.xts(x) : unsupported ‘tclass’ indexing type: 
In addition: Warning messages:
1: In tclass.xts(x) : index does not have a ‘tclass’ attribute
2: In tclass.xts(x) :
 
 Error in index.xts(x) : unsupported ‘tclass’ indexing type: 
14.
stop(paste("unsupported", sQuote("tclass"), "indexing type:", 
    value[[1]])) at index.R#42
13.
index.xts(x) at index.R#3
12.
index(x) at data.frame.R#52
11.
as.data.frame.xts(X[[i]], ...) 
10.
FUN(X[[i]], ...) 
9.
lapply(eWrapper$.Data$data, as.data.frame) at get_quote.R#114
8.
do.call(rbind, lapply(eWrapper$.Data$data, as.data.frame)) at get_quote.R#114
7.
CALLBACK(conn, eWrapper = eventWrapper, timestamp = timeStamp, 
    file = file, playback = playback, timeout = NULL, ...) at reqMktData.R#207
6.
reqMktData(tws, contracts, eventWrapper = ew, CALLBACK = snapShot) at get_quote.R#154
5.
tryCatchList(expr, classes, parentenv, handlers) 
4.
tryCatch({
    if (suppressWarnings(isConnected(tws)) && isTRUE(verbose)) 
        cat(paste("Connected with clientId ", tws$clientId, ".\n Requesting ", 
            Symbols, "\n", sep = "")) ... at get_quote.R#141
3.
get_quote.IB(Symbols = "SPY", eWrapper = function (n) 
{
    eW <- eWrapper(NULL)
    eW$assign.Data("data", rep(list(structure(.xts(matrix(rep(NA_real_,  ... 
2.
do.call(paste("get_quote", src, sep = "."), list(Symbols = Symbols, 
    ...)) at get_quote.R#9
1.
get_quote("SPY", eWrapper = eWrapper.data.BID_ASK_OHLCV) 

library(twsInstrument)

quotes <- get_quote("SPY", eWrapper=eWrapper.data.BID_ASK_OHLCV)

R version 3.6.0 (2019-04-26)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: Ubuntu 18.04.2 LTS

Matrix products: default
BLAS:   /usr/lib/x86_64-linux-gnu/openblas/libblas.so.3
LAPACK: /usr/lib/x86_64-linux-gnu/libopenblasp-r0.2.20.so

locale:
 [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C               LC_TIME=en_US.UTF-8        LC_COLLATE=en_US.UTF-8     LC_MONETARY=en_US.UTF-8   
 [6] LC_MESSAGES=en_US.UTF-8    LC_PAPER=en_US.UTF-8       LC_NAME=C                  LC_ADDRESS=C               LC_TELEPHONE=C            
[11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C       

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] twsInstrument_1.4-10      FinancialInstrument_1.3.1 quantmod_0.4-14           TTR_0.23-4                IBrokers_0.9-12          
[6] xts_0.12-1                zoo_1.8-5                

loaded via a namespace (and not attached):
[1] compiler_3.6.0  tools_3.6.0     curl_3.3        grid_3.6.0      packrat_0.5.0   lattice_0.20-38