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")