[R-SIG-Finance] get historical quote
jeff.a.ryan at gmail.com
Thu Sep 11 16:33:48 CEST 2008
Looking at the CQG site leads me to think that there is no public API,
so Rory's suggestion of exporting/importing is probably the only
You can extend getSymbols in quantmod to handle that process, or
obviously just write a stand-alone function to do the same. If you
either, reposting your code here would be beneficial to all.
Both Bloomberg (RBloomberg) and IB (IBrokers) have R-based APIs for
most data functionality. IBrokers is also acquiring access to the
order routing side of IB as well.
On Thu, Sep 11, 2008 at 9:24 AM, Arno gaboury <ag at jet-sa.ch> wrote:
> I will try to see what I can do with the to.daily function.
> As for the use of CQG, I was just wandering if someone had already been
> using it with R. I am rather more comfortable downloading data from my feed
> vendor better than from Yahoo. Can't find any literature about it. It seems
> people use more Bloomberg or IB.
jeffrey.ryan at insightalgo.com
ia: insight algorithmics
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