[R-SIG-Finance] how to get quotes with IBrokers

[Guy Green]

Hi Andre,

My suggestion is not R (and not IBrokers), but from your email, the attached
spreadsheet might be a solution.  
http://r.789695.n4.nabble.com/file/n2329797/Download_prices_VBA.xls
Download_prices_VBA.xls 

Fill out your list of tickers - but make sure you have the "END" cell there
at the bottom.  You could speed it up slightly by taking larger chunks of
tickers per go: I have set it to 20, because Yahoo stalls beyond a certain
number - I have managed as high as 39 per go.  You can also bring in fewer
data items by adjusting the VBA code (price, previous close, volume etc) and
freeze Application.ScreenUpdating, if you are trying to save a few extra
seconds.

Unless you have real-time quotes enabled, this will run off delayed quotes,
so you would have to adjust your timing.  It should allow you to get 500
quotes in not much more than a minute, perhaps less if you speed it up.

Guy
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