[R-SIG-Finance] get historical quote

Arno gaboury ag at jet-sa.ch
Mon Sep 8 15:21:10 CEST 2008



First of all, let me tell you I am a very beginner in the R-Project, and it
is far from my usual business. I am a futures trader trying to build a
risk/management tool. I know little about statistics & programming
languages. Please, be kind in all your answers!

I want to create a correlation matrix for about 25 future products, and will
need to download historical data each day.

I am a CQG user, and interested in retrieving the quotes from my system
better than from Yahoo. Does anyone has ever wrote something about using CQG

Then, I need to indicate a time stamp as I want a daily close of all markets
in the same time, otherwise returns won't be comparable. I have no idea how
to indicate this.


Thank You in advance for any hints,








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