The Interactive Brokers API

library(IBrokers)
library(quantmod)

tws <- twsConnect()# port = 4002) # default is the TWS, and 4002 is for the Gateway

## Investigating 'Widowmaker' Natural Gas calendar spread

ng.march <- twsFuture(symbol="NG",exch="NYMEX",expiry="202203")  # style: better to use '_' rather than '.'
ng.march.secs <- reqHistoricalData(tws, ng.march, barSize="30 secs", duration="1 D")

ng.april <- twsFuture(symbol="NG",exch="NYMEX",expiry="202204")
ng.april.secs <- reqHistoricalData(tws, ng.april, barSize="30 secs", duration="1 D")

data.secs <- merge.xts(ng.march.secs[,6], ng.april.secs[,6], join='inner')  # not a great practice to refer to the column number

widowmaker.secs <- -data.secs[,2] + data.secs[,1]

chartSeries(widowmaker.secs)