[R-SIG-Finance] tick data sources

[Daniel Cegiełka]

http://blog.fosstrading.com/2009/11/opentick-alternatives.html


With IBrokers and XTS package you are able to capture market data
(tick: last trade, bid, ask...) from TWS and store it on disk with
RBerkeley (or indexing packages).

http://code.google.com/p/ibrokers/
http://r-forge.r-project.org/projects/xts/

storage:
https://r-forge.r-project.org/projects/rberkeley/
https://r-forge.r-project.org/projects/indexing/

regards,
daniel


2010/5/20 Geoffrey Smith <gps at asu.edu>:
> Hello, is anybody aware of a cheaper alternative to Bloomberg and the
> RBloomberg package to get tick data via R?  Thank you very much.  Geoff
>
> --
> Geoffrey Smith
> Visiting Assistant Professor
> Department of Finance
> W. P. Carey School of Business
> Arizona State University
>
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