[R-SIG-Finance] high frequency italian market data

[Michael Weylandt]

Intraday data usually requires a paid data subscription. Do you have any particular source in mind?

MW

On Jan 11, 2013, at 8:34 PM, "Simone Gogna" <singletonthebest at msn.com> wrote:

> Dear R users,
> I hope this is not an already discussed topic. I tried with RSiteSearch(“high frequency italian market data”) but I was not successful in the research.
> I need to download data of the price of italian stocks with the highest possible frequency. 
> I know that, for example, in the library tseries
> 
> get.hist.quote("",start=())
> 
> would give me Open-High-Low-Close price but, as fas as get.hist.quote is concerned this gives me only data at daily frequency at most.
> I wonder if there is something similar that allows to import data of the italian stock market with frequencies of, at least, one hour.
> 
> thanks and best regards,
> Simone Gogna
>    [[alternative HTML version deleted]]
> 
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