[R-SIG-Finance] recommended C++ compiler for R package ?

R P Herrold herrold at owlriver.com
Fri Feb 16 16:55:38 CET 2007


On Fri, 16 Feb 2007, mel wrote:

> recommended C++ compiler for R package ?

> I'm an interactive brokers customer and also a fan user of R.
> I wish to use IB TWS API directly from R.
>
> To reach this goal i intend to write a piece of C++ code, 
> probably in form of a package, which has to be able to speak 
> both with the TWSAPI, and with R (at least callable from R).

Good news -- we have already done most of the work -- add R 
linkages and you are done:

     http://www.trading-shim.org/

The code is available under the GPL, and commercial licenses 
and SLAs are also available.  I would _love_ for you to join 
us in getting those R bindings worked out.

The Mailing list is free to subscribe to; a bug tracker 
exists; anonymous FTP access to the code exists, and all the 
rest that are the hallmarks of an open source project.

It can no doubt be fit into a VMWare instance, anthough I have 
not done so yet - that is on my personal 'TODO' list, so that 
Windows users are supported.

-- Russ Herrold



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