Arno

Presumably you can get an export of daily data from CQG somehow (via Excel, FTP, or some other flat-file export)? If so, you can import it into R using one of the read* methods.

Rory


________________________________
From: r-sig-finance-bounces@stat.math.ethz.ch [mailto:r-sig-finance-bounces@stat.math.ethz.ch] On Behalf Of Arno gaboury
Sent: 08 September 2008 14:21
To: r-sig-finance@stat.math.ethz.ch
Subject: [R-SIG-Finance] get historical quote

Hi,

First of all, let me tell you I am a very beginner in the R-Project, and it is far from my usual business. I am a futures trader trying to build a risk/management tool. I know little about statistics & programming languages. Please, be kind in all your answers!
I want to create a correlation matrix for about 25 future products, and will need to download historical data each day.
I am a CQG user, and interested in retrieving the quotes from my system better than from Yahoo. Does anyone has ever wrote something about using CQG ?
Then, I need to indicate a time stamp as I want a daily close of all markets in the same time, otherwise returns won't be comparable. I have no idea how to indicate this.

Thank You in advance for any hints,

Arno






***********************************************************************************
The Royal Bank of Scotland plc. Registered in Scotland No 90312. Registered Office: 36 St Andrew Square, Edinburgh EH2 2YB. 
Authorised and regulated by the Financial Services Authority 

This e-mail message is confidential and for use by the=2...{{dropped:25}}

