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Data feeds with R connectivity


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Data feeds with R connectivity

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 Oysteryx 
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With Interactive Brokers one can download data into R directly via using the IBrokers package (https://cran.r-project.org/web/packages/IBrokers/index.html).

Would anyone know if this is possible with any other data feed, like for example Rithmic and CQG? (particularly interested in these two, but the question applies to any).

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There are a few solutions to interface R to IQfeed..

https://github.com/bwlewis/iqfeed

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

To talk to IQfeed, you actually open a socket and make a request according to their API

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