Hello all,

I'd like to introduce the TFX package which I recently published to CRAN.

It is a simple R interface to the free TrueFX Web API. You can use it to
get real-time quotes with millisecond resolution and fractional-pip bid/ask
spreads for 26 currency pairs.

There is an RPub overview of the TFX package available here:
http://rpubs.com/gsee/TFX

The shiny package (http://www.rstudio.com/shiny/) has made the TFX package
more relevant (at least to me). You can see a demo of using TFX with shiny
by running the following code which will open a browser window and display
FX quotes that update every 750 milliseconds:

# install.packages('shiny', repos=c('http://rstudio.org/_packages',
# getOption('repos'))
library(shiny)
runGist("4122626")
#--------------------------
The code for the above shiny app can be viewed or downloaded from
https://gist.github.com/4122626

I've also had a little bit of success creating real-time streaming charts
using svSockets, following the video (
http://www.youtube.com/watch?v=rvT8XThGA8o) on the data.table homepage (
http://datatable.r-forge.r-project.org/) as a template and using TFX as the
data source.

Finally, TrueFX provides historical tick data for 15 currency pairs going
back to May 2009 (http://truefx.com/?page=downloads). There is a script in
the inst/parser directory of the FinancialInstrument package (
www.tinyurl.com/DownloadTrueFX) that can be used to download all of that
data to disk in a format that FinancialInstrument::getSymbols.FI can easily
read. This script is not intended to be used on Windows.

I have no affiliation with TrueFX.

Hope it's useful,
Garrett

P.S. The RPub (http://rpubs.com/gsee/TFX) is also included as a vignette in
the R-Forge version (installable with install.packages("TFX", repos="
http://r-forge.r-project.org"). As outlined in the NEWS file, the only
updates in the R-Forge version are aesthetic: there are better error
messages, a print.TFXsession method, and Reconnect and Disconnect no longer
print the returned TFXsession object.

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