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

[Joshua Ulrich]

I should clarify, this data is intra-day but *not* real-time.  It's
delayed 15-20 minutes, depending on the exchange.  Once opentick went
down, I used this method to get some (slightly better than random)
intra-day data for code testing purposes.  I wouldn't recommend using
it for much more than that.

Best,
Josh
--
http://www.fosstrading.com



On Wed, Sep 9, 2009 at 9:48 AM, Joshua Ulrich <josh.m.ulrich at gmail.com> wrote:
> 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. ;-)
>
> Best,
> Josh
> --
> http://www.fosstrading.com
>
>
>
> 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
>>>
>>
>> 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
>>
>> _______________________________________________
>> R-SIG-Finance at stat.math.ethz.ch mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>> -- Subscriber-posting only.
>> -- If you want to post, subscribe first.
>>
>