[R-SIG-Finance] access to real time market data
josh.m.ulrich at gmail.com
Wed Sep 9 16:48:05 CEST 2009
The poor man's intraday data can be scraped from Yahoo via repeated
calls to quantmod's getQuote() function. Though you get what you pay
for... caveat emptor. ;-)
On Wed, Sep 9, 2009 at 9:42 AM, Brian G. Peterson <brian at braverock.com> wrote:
> 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
> 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.
> - Brian
> Brian G. Peterson
> Ph: 773-459-4973
> IM: bgpbraverock
> R-SIG-Finance at stat.math.ethz.ch mailing list
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