[R-SIG-Finance] Receiving market data by iBroker and implementing strategy

[ce]

you need two programs run in parallel as R is not multi threaded. check http://censix.com/download/

Part A reads real time data writes to a mmap file. 
Part B loops, checks for new data and trades . 

-----Original Message-----
From: "Eric (YEN-LIN) CHIU" [ndc24075 at gmail.com]
Date: 07/18/2014 04:31 AM
To: r-sig-finance at r-project.org
Subject: [R-SIG-Finance] Receiving market data by iBroker and implementing
	strategy

My goal is to let R implement a strategy instantly when I get the right
signal(market price).

But now I am stuck at the point that when I call function "reqMktData" to
receive real-time data, I found R will be occupied unless I manually stop
it or I ask to return snapshot data.

I was wondering if anyone can provide a working example that collects real
time data through IBrokers and allows trading logic to be executed? For
instance, I would like IBroker keeps updating the market data in real time
and I can also analyse the data using R at the same time.

Even though I may be able to write a while loop to get real-time data for
the latter case, I found it very slow compared to what I want it to be
(each call of reqMktData will take a few seconds).

I have spent a few days searching for solutions and found nothing. Hope
this is not a bad question. Thank you!

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