[R-sig-finance] R and exchanges

Gabor Grothendieck ggrothendieck at gmail.com
Fri Dec 2 14:46:06 CET 2005


See ?socketConnection or if they supply a COM object see the
RDCOMClient or rcom packages.  In that case there is no need for
anything beyond R.

On 12/2/05, Molins, Jordi <Jordi.Molins at drkw.com> wrote:
> I sent a question to the general Help. I received an answer from Patrick
> Burns, and he suggested me to post it here. The question is how to use batch
> files that call R in an effective way. More:
>
> What I need is to interact with other applications(a connection to
> exchanges, like Eurex, Liffe, CBOT and eventually to something like ESB in
> FX). So, if I get a price from the exchanges, I want that R makes a
> calculation. But to get R connected to the exchanges is complex, so what I
> have thought is to have an external program that connects to the exchanges,
> then gets the prices and saves them to a txt file, then R is opened, the txt
> file is read, the calculations are performed, and the results are saved into
> another txt file. Then, another application reads the new txt file and sends
> a message to the exchanges.
>
> This is what I want to do.
>
> Does anybody have some ideas about it?
>
> Thank you!
>
> Jordi
>
>
>
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