[R-SIG-Finance] Talking to C# API (Any reference to learn the same)

[Kunal Shah]

Hello,

I have 250 R scripts.

*Input*
Each of them needs a real time data feed from a C# interface. The real time
datafeed updates at a speed of approx 3 times a second. Also the data array
size is increasing every minute. (1 minute time frame)

*Output*
I want to output say 4 variables from each of the R codes back to C#
execution engine

I wish to know the complete process. Can I get some references for the same?

Since R cannot be multi threaded, can this be done easily? What is the best
possible way?


Regards

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