[R-SIG-Finance] real time data and quantmod

[Daniel Cegiełka]

I think the key to do this will be a xts package. You only need to
specify (and implement) how you want to build xts objects from a real
time market data stream. See also IBrokers and how concurrent
programming works there.

btw. getSymbols() is just a wrapper witch import data from source to
xts object (OHLCV+Adj).

best regards,
daniel


2011/10/18 Simone Gogna <singletonthebest at msn.com>:
> Hi,
> is there any way to combine the quantmod package with real time stock and index data?
>
> getSymbols only provides me with historical data only.
>
> thanks
> Simone
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