[R-SIG-Finance] What happens to IBrokers package if overloaded ?

amarjit chandhial a.chandhial at btinternet.com
Sun Sep 28 18:01:02 CEST 2014


Are there any simple examples in R for viewing real-time scrolling charts, updating real-time technical indicators, generating real-time alerts when MA's crossover/oscillators reach thresholds, etc ?


Amarjit




----Original message----
>From : censix0 at gmail.com
Date : 28/09/2014 - 16:16 (GMTST)
To : zadig_1 at excite.com
Cc : r-sig-finance at r-project.org
Subject : Re: [R-SIG-Finance] What happens to IBrokers package if overloaded ?

Reading 100 symbols every 5 secs with reqRealTimeBars() does not cause
performance problems.  What *may* cause performance trouble is the
processing you do AFTER receiving the data, e.g. calculate indicators,
refit-models,etc. But that entirely depends on how computationally
expensive   your decision-making process (=strategy) is.  If it takes
longer than 5 secs then you have a problem.

On Thu, Sep 25, 2014 at 8:45 PM, ce <zadig_1 at excite.com> wrote:

> Dear All,
>
> If I use reqRealTimeBars for 100 symbols every 5 sec on an average PC,
> would it cause performance issues ?
> Any data loss is possible or they just queued up ?
>
> Thanks a lot for reading.
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