iqfeed-package: An R interface to DTN IQFeed.

In bwlewis/iqfeed: IQFeed client for R

Description

The iqfeed package contains several convenience functions that access IQFeed historic and other data from the DTN IQfeed product.

Details

The iqfeed package supports basic historic and options chain data lookup from IQFeed. We also include some functions for converting between various options symbol formats. (Those functions will fortunately become obsolete when options symbology is standardized later in 2010.)

Author(s)

B. W. Lewis <[e-mail]> with kind assistance from Greg Beckham.

References

http://www.iqfeed.net

Examples

require(iqfeed)
iqConf()
t0 <- "2010-01-18 15:25:00"
t1 <- "2010-01-22 10:00:00"
trades <- HIT("MSFT",interval=60,start=t0,end=t1)
trades

daily <- HDX("XOM",days=14)
daily

# Options chain lookup example
symbols <- CEO("MSFT")
symbols

# Convert to standard OSI format (e.g., for use by a broker), and back:
osi(symbols[1])
osi2iq(.Last.value)

bwlewis/iqfeed documentation built on May 13, 2019, 9:06 a.m.