Real time stock market data with R [closed]

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Closed 8 years ago.

I have developed a quite trading strategy on R and I would like to implement it with real time market data.

One solution would be to use RExcel. In that case, I would link Excel with Bloomberg to get real market data and plug Excel to R (The RBloomberg package does not work anymore). Ideally I would like to run all the computations on R and then output the results on an Excel spreadsheet to follow the strategy in live. Unfortunatly, the IT policy does not allow me to install RExcel.

The other solution would be to use IBrockers but the package does not work on my computer.

Here is my question : is there any alternative to RExcel to plug R with real time market data? I would like to have an R object that could refresh automatically as Excel cells do with Bloomberg

Thanks

Answer 1

There's always Google of course, which could have given you the following answers:

The manual on which packages you can try to read excel files into R. There are many alternatives to RExcel mentioned.

You also have the quantmod package that allows you to import stock information from yahoo finance directly into R, as explained in this question. It comes with a nice manual, there's a youtube video that explains some details and you have a RBloggers entry about it as well. I leave googling this as an exercise to the reader.

Answer 2

You can read data with Yahoo Finance API.

All you need to do is use read.csv() with the output of your request:
http://download.finance.yahoo.com/d/quotes.csv?f=snl1&s=AAPL,GOOG

The quotes are 15-minute delayed (the best you can do for free) and updated every 15 seconds.

For further use, please refer to : Yahoo Finance Managed and Yahoo Finance Tag on Stackoverflow.