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

[R. Michael Weylandt]

Backtesting we can do; historical intraday data, not so much (to the
best of my knowledge) -- sorry...

MW

On Fri, Jan 11, 2013 at 10:40 PM, singletonthebest
<singletonthebest at msn.com> wrote:
> Thanks for the answers!
> Michael: no particular source in mind. Actually I was hoping to find
> something for free even if I knew it would have been not much likely.
> The purpose of my request was due to the fact that I was willing to backtest
> with R some strategy that requires intraday data.
>
>
>
>
>
> Michael Weylandt <michael.weylandt at gmail.com> ha scritto:
>
> 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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