Dear finance Rusers,

I'm trying to download efficiently contract data taken from IBrokers to have
them available later for analysis in R.

I've found this great piece of code done by Jeff
http://quant.stackexchange.com/questions/461/how-should-i-store-tick-data

Unfortunately I'm not able to pass more than a contract at the same time and
save the data as xts in an efficient way.

Is there a chance you guys can help out?

Thanks a lot!

Jaco

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