[R-SIG-Finance] tick data sources

R P Herrold herrold at owlriver.com
Fri May 21 02:14:36 CEST 2010


On Thu, 20 May 2010, Geoffrey Smith wrote:

> 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

Within R, IBrokers comes to mind; casting a wider net, the 
trading-shim can pull 100 symbols in tandem; each through 
Interactive Brokers, which has a special procram for academic 
users
 	http://www.trading-shim.org/

-- Russ herrold



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