aqr: Interface methods to use with an ActiveQuant Master Server

This R extension provides methods to use a standalone ActiveQuant Master Server from within R. Currently available features include fetching and storing historical data, receiving and sending live data. Several utility methods for simple data transformations are included, too. For support requests, please join the mailing list at

AuthorUlrich Staudinger, ActiveQuant GmbH
Date of publication2014-03-01 18:18:11
MaintainerUlrich Staudinger <>
LicenseGPL (>= 2)

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Man pages

approximateSLTP: Approximates StopLoss/TakeProfit for a given PNL series and...

aqdataready: Is data ready?

aqDayOfWeekStat: applies a function to all values per weekday.

aqdisabledebug: Disable debug messages

aqdrophour: removes all data that belongs to a specific hour from an...

aqdrophours: Drops data of several hours, delegates on to aqDropHour

aqenabledebug: Enable debug messages

aqfilterohlcsd: Removes outliers based on standard deviation filters....

aqhourindex: Returns for an XTS input list the hour index per element.

aqHourlyStat: applies a function across hour slots. Internally, it iterates...

aqinit: This method builds an object that carries necessary...

aqinitmessaging: Initializes the messaging layer

aqloadohlc: Loads OHLC from an AQ Master Server

aqloadseriesfield: Loads one series field from an AQ Master Server

aqLoadXtsFromCsv: Loads a XTS object from CSV, to be used with our...

aqLoadYahooEOD: Loads EOD data from Yahoo and returns an XTS object.

aqpoll: Poll data from the messaging bridge

aqr-package: Package level introduction

aqSaveXtsToCsv: Saves an XTS object to csv file.

aqsend: Send data to a messaging channel

aqstorematrix: stores a matrix onto an AQ Master Server

aqstoreseriesfield: Stores one series field to an AQ Master Server, typicall...

aqsubscribechannel: Subscribe to a messaging channel

aqunsubscribechannel: Unsubscribe from a messaging channel

aqwaitfordata: Wait for data at the bridge

atestcalltodynlib: Test function

buildarchiveurl: Builds an archive URL, based on connection parameters,...

generatePnlCurve: method to generate a pnl curve from a running position. bids,...

oneMonthAgo: returns the date one month (30 days) ago as date8

today: returns today as date8.

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