Want to connect your R script to Interactive Brokers? Here is how
Just refer to these links:
http://blog.fosstrading.com/2010/05/introducing-ibrokers-and-jeff-ryan.html
http://cran.r-project.org/web/packages/IBrokers/vignettes/RealTime.pdf
I cannot vouch for these R packages since I cannot test without an Interactive Brokers account. Ho hum. Can anyone spare an extra $10 thousand?