[R-SIG-Finance] Dealing with live quotes in R

[Dirk Eddelbuettel]

On 14 November 2011 at 07:24, Roupell, Darko wrote:
| Check out for Rcpp which according to authors is made for seamless R and C++ integration. 

And 45 package on CRAN which use Rcpp seem to agree....

| So re-writing code in C+ and calling it from R would certainly sped up execution.
| 
| However, the package is not easy to grasp, and last time I was in contact with Dirk, one of the authors, he offered his service on fee-based arrangement, which I politely declined.

Pardon me?  You, as I recall, wanted free tutorials or hand-holding off-list
to get, as I reall, quantstrat rewritten.  In that context, I may have
pointed out to you that a) Romain and I prefer that questions come via the
rcpp-devel where we generally answer questions promptly (and for free) and b)
that as I recall Brian already told you what to do with respect to
quantstrat.

If you, or anyone else, needs custom work, and on tight deadlines, Romain is
generally available as a consultant whereas I have a day job.  

There is only so much we can do for you for free, so if you really need more
(and as you post from a commercial entity) you could always consider
purchasing extra services. 

Nothing nefarious here.  The gift economy still works fine, but with its
unpredictable timing.

Hope this makes it a little clearer. Cheers,  Dirk
 
| You may have better luck. Hope this helps.
| 
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| -----Original Message-----
| From: r-sig-finance-bounces at r-project.org [mailto:r-sig-finance-bounces at r-project.org] On Behalf Of Shekhar
| Sent: Friday, 11 November 2011 7:05 PM
| To: r-sig-finance at r-project.org
| Subject: Re: [R-SIG-Finance] Dealing with live quotes in R
| 
| Darko, Do you know any other packages which I can use to reduce the latency?
| Thanks
| 
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