Tag Archives: historical

How to automate easily end of day historical data trading CSV files from IQFeed

How to automate easily end of day historical data trading CSV files

This is using QCollector easily create these CSV from IQFeed

 

 

Q&A Order book R package for ultimate historical backtesting simulation?

Q&A Order book R package for ultimate historical backtesting simulation?

This was from an R blog visitor  

Hi! Im trying to get access to the R package “orderbook” (which is not on CRAN), any idea how to get hold on this?

 

This is an old but look really good. I would refer to these helpful URLs:

http://limitob.r-forge.r-project.org/

https://stat.ethz.ch/pipermail/r-sig-finance/2010q2/006222.html

Older download links where you need to manually install the zip through your RStudio:

http://cran.r-project.org/src/contrib/Archive/orderbook/

 

I also found this which may help:

http://journal.r-project.org/archive/2011-1/RJournal_2011-1_Kane~et~al.pdf