[R-SIG-Finance] Downloading data from Reuters - second trial (Andrew)

[Thomas Schwander]

Hi Andrew,

thanks for your answer. I will try to work it through, but it would also 
be very very appreciated if you could send (parts?) of this code if 
you've still got it.

Thanks and regards,
Thomas

andrew morgan schrieb:
> On reuters data in R.
>
> I also had problems with those libraries, so hacked up something using three
> tools:
>
> I installed RExcel which allows you to pass data quickly between R and
> Excel.
> I installed RMySQL too, again allowing easy data passing between the R and
> Mysql.
> I used PowerPlusPro, the excel add in for 3000 Xtra, to set up a download of
> reuters TS1 data to a spreadsheet just using the wizards, nothing fancy.
>
> Using these tools, I set up a refreshing dataframe in R of the reuters data.
>
> The basic flow was something like this:
>
> 1) I used PowerPlusPro (aka PowerLink) to fetch Reuters data to excel into
> an excel named range.
> 2) an RExcel "rexec" call was made to run R code held in cells in the
> spreadsheet.
> 2.a) remeber the rexcel function was run on each data refresh event
> automatically, so powerplus pro was effectively synchronising the runs to
> happen on update.
> 2.b) that R code put the named range of data into a tmp data frame in R, and
> ran more R code to open a db connection, and move the block of new data to a
> temp table in mysql using overwrite=T
> 2.c) it also executed a second RMySql call to start a MySQL stored procedure
> that derived a delta from the tmp table, format it properly, and to insert
> new rows data into my main instrument history table. That table had cols
> named for working with R, things like row_names holding dates etc, turning
> reuters "Last" into "Close" etc.
> 3) it lastly called R code to repopulate my main moving window of dataframe
> data in R from MySql, which it then replotted before closing my connection
> to the db
>
> All this ran fast enough to work on min bars as they updated and was fun to
> play with.
>
> But to be clear - it was a terrible hack, and not a great way to work - if
> there's a better way, I also need it.
>
> Andrew
>
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