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

Brian G. Peterson brian at braverock.com
Sat Jan 12 02:17:52 CET 2013


On 01/11/2013 04:40 PM, singletonthebest 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.Â
> The purpose of my request was due to the fact that I was willing to backtest with R some strategy that requires intraday data.

Try Interactive Brokers.  The IBrokers R package can download intraday 
data.  You may be able to use a free paper trading account to get some 
data.  Typically, though, you have to pay for quality intraday data.

-- 
Brian



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