[R-SIG-Finance] access to real time market data

Brian G. Peterson brian at braverock.com
Wed Sep 9 16:42:36 CEST 2009


babel at centrum.sk wrote:
> Hi guys
> Are there a way how to access real-time market data (tick data, 1 minute data) for free in R? I know there are packages like RBloomberg or iBrokers but dont they depends on their commercial platform where you need to pay for account? Can I download real-time data,for example in quantmod, without paying for it? Thanks in advance
>   
No.

The exchanges charge for data.  Thus the various data aggregators also 
charge for data, thus 'RBloomberg'. 

The "cheapest" source of tick data is usually your broker, which will 
typically have some data interface.  Thus 'iBrokers'.

There are several historical data vendors that have been described on 
this list where you can buy historical tick data in many granularities.  
But for real-time intraday data, you'll have to either pay for it or get 
it from your broker.

Regards,

  - Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock



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