Question

I am using the greatly useful package twsInstrument and reqTBBOhistory to download data like this:

tws <- twsConnect()
reqTBBOhistory("AAPL")

This assigns the data to the variable AAPL and also saves the data to disk.

Is there some easy way to read in this data from disk without downloading the data from IB again?

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Solution

Actually I now realize getSymbols from quantmod does this when one specifies src as FI. But that requires I also specify save as T in the reqTBBOhistory, so it looks like this:

reqTBBOhistory("AAPL", ndays=95, save=T)

and load:

getSymbols("AAPL", src="FI", dir="/mnt/W/BAT")
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