I Dont know how to do this ,

But why write to a csv ? Why not write to a database ?

Regards

Malcolm

On Thu, Oct 23, 2008 at 4:28 PM, Jeff Ryan <jeff.a.ryan@gmail.com> wrote:

> A bit vague, as I can't imagine you really think there is a 'script'
> floating out there, but there are certainly tools available.
>
> 1) You'll need a data source. (Let's use Interactive Brokers ---
> pretty cheap and almost reliable)
> 2) You'll need an interface (IBrokers currently is the R package to do
> this)
> 3) You'll need to write something in R :)
>
> Actually the last part is easy. In the IBrokers package you can use
> 'reqMktData' and allow the process to write to a file using one of the
> callback arguments.
>
> There is a vignette available that is reasonably complete
>
> > vignette("IBrokers")
>
> A question back:  If you are saving it to read back in, why not just
> use a historical data source?  This is also available via
> 'reqHistoricalData' in IBrokers.
>
> There are of course many other options, depending on your budget and
> patience.  I am sure the list will fill in the details.
>
> HTH(Somewhat)
> Jeff
>
> On Thu, Oct 23, 2008 at 9:19 AM, SMS Chauhan <smschauhan.drive@gmail.com>
> wrote:
> > Hi,
> > I am trying to achieve something very simple. Using an R script I want to
> > write stock quotes to a csv file. The data source should provide data
> every
> > minute. I have a time mechanism which would execute that R script every
> > minute. Later I would would use the csv file to display a realtime chart.
> > Can anyone please suggest some R script?
> >
> > Thanks,
> > SMS Chauhan
> >
> >        [[alternative HTML version deleted]]
> >
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>
>
> --
> Jeffrey Ryan
> jeffrey.ryan@insightalgo.com
>
> ia: insight algorithmics
> www.insightalgo.com
>
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-- 
Malcolm A.B Croucher

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