[R-SIG-Finance] Quotes every minute

[Jeff Ryan]

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 at 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
>
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>
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-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com