[R-sig-finance] R and exchanges

[Molins, Jordi]

Of course, I have access to several databases. The data from the exchange is
a single price, so it does not seem necessary to me to save this price into
a database.

Thank you to all replies I have got. If anybody has something to add, please
feel free!

Jordi


> -----Original Message-----
> From: bogdan romocea [mailto:br44114 at gmail.com]
> Sent: 02 December 2005 14:59
> To: Jordi.Molins at drkw.com
> Cc: r-sig-finance-bounces at stat.math.ethz.ch
> Subject: RE: [R-sig-finance] R and exchanges
> 
> 
> IMHO, that may be a (very) poor design, depending on how frequently
> you want to connect, how much data you get etc. A much more robust
> solution is to have a DBMS between the data connections and R. R can
> interact with MySQL, PostgreSQL, Oracle, SQLlite, and in fact
> depending on the calculations perhaps you don't really need R and can
> do everything in Python, Perl etc.
> 
> 
> > -----Original Message-----
> > From: r-sig-finance-bounces at stat.math.ethz.ch
> > [mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of
> > Molins, Jordi
> > Sent: Friday, December 02, 2005 8:15 AM
> > To: 'r-sig-finance at stat.math.ethz.ch'
> > Cc: Jordi Molins
> > Subject: [R-sig-finance] R and exchanges
> >
> >
> > 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
> >
> >
> >
> > --------------------------------------------------------------
> > ------------------
> > The information contained herein is confidential and is
> > inte...{{dropped}}
> >
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> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> >
> 


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