[R-SIG-Finance] xts timeseries as shared-memory objects with bigmemory package ?

me at censix.com me at censix.com
Thu Mar 17 18:40:27 CET 2011

Hi to the list

I am looking into inter-process communication between one or more
instances of R (i.e. one process to receive marketdata, the other one to
execute a strategy and place orders)

I have seen that, with the 'bigmemory' package, a matrix defined as

shared <- big.matrix(....)

can be accessed by several different R processes, quite easily. Is there
an easy way to used this mechanism for sharing an xts timeseries ? I
havent seen how to do that.

My best guess would be to define the shared matrix as type='double' and
every time I need to read from or write to it, make the corresponding
matrix<==>xts conversion.  That would probably work since the matrix
itself is not huge, but it would be a bit more elegant if I could share
the actual xts object.

Thankful for any ideas




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