[R-SIG-Finance] using getQuote with subscription to yahoo real-time data?

Jeffrey Ryan jeffrey.ryan at lemnica.com
Fri Mar 2 21:23:15 CET 2012


Yahoo and other free providers don't typically offer http request
style 'real time' per se.

The interface that Yahoo exposes is only available on Windows, so it
won't ever be supported in quantmod by default.

If your purpose is to automate the requests, and have it effectively
'poll', then it wouldn't be that difficult to screen scrape some other
source.  Something less painful than HTTP would be best though,
websockets or BOSH/XMPP come to mind, but that would have to map to
the protocol the server side offers.

Lots of options, but not are rolled for you unless you have an account
with Interactive Brokers (IBrokers) or Bloomberg (RBloomberg)

Best,
Jeff

On Fri, Mar 2, 2012 at 2:01 PM, Andre Zege <azege at yahoo.com> wrote:
> Sorry, my bad. I was looking for sources in package installation directory, used to finding them there. In any case, what's your take on my main question. It doesn't seem easy to me to hack getQuote.yahoo to get real-time. It seems it just loads a csv file. Does anyone know if there is maybe a similar page for non-delayed real-time or it all involves reading and writing to sockets? I don't care about a couple of seconds of latency, i just don't want to have 15 minutes latency and using getQuote would be uber nice.
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-- 
Jeffrey Ryan
jeffrey.ryan at lemnica.com

www.lemnica.com
www.esotericR.com

R/Finance 2012: Applied Finance with R
www.RinFinance.com

See you in Chicago!!!!



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