Here is an R package to interface R and IQFeed together for market data and tick feed

(Last Updated On: August 23, 2012)

Here is an R package to interface R and IQFeed together for market data and tick feed

https://github.com/bwlewis/iqfeed

I will try this out with a potential review.

NOTE: This appears it does not run. There is an Python version ut I gave up as I don’t know it

https://github.com/sobotklp/pyqfeed/blob/master/setup.py

daily <- HDX("XOM",days=3)
Warning message:
In doTryCatch(return(expr), name, parentenv, handler) :
  could not find function "xts"
> fix(daily)
Error in file(filename, "r") : cannot open the connection
In addition: Warning message:
In file(filename, "r") :
  cannot open file 'C:UserscausticAppDataLocalTempRtmp0wKFX8Redit1af0306278cd': No such file or directory
Error in edit(name, file, title, editor) : expression parsing error

To get running, you could follow the instructions in the README but to get working, download the iqfeed. Run the following script:

## If you want to source() a bunch of files, something like
> ## the following may be useful:
> sourceDir <- function(path, trace = TRUE, ...) {
+   for (nm in list.files(path, pattern = "\.[RrSsQq]$")) {
+     if(trace) cat(nm,":")
+     source(file.path(path, nm), ...)
+     if(trace) cat("n")
+   }
+ }
> sourceDir("C:\Users\caustic\Documents\R\bwlewis-iqfeed-27273bc\bwlewis-iqfeed-27273bc\R")
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About Bryan D

I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties:C++, Java, C#, quant, models, strategies, technical analysis, linux, windows