Skip to content
An R package that interfaces to DTN IQFeed over TCP/IP
R
Find file
Latest commit 714d280 Jul 27, 2015 @bwlewis Update README
Failed to load latest commit information.
R another charting bug fixed Mar 31, 2011
man Added quick and dirty real time quote function Mar 23, 2011
COPYING
COPYRIGHT
DESCRIPTION
NAMESPACE
README

README

PLEASE NOTE

As you can see from the dates on the commit log, I no longer maintain this package (and in fact do not have access to DTN). I'm leaving this code here for others to use and extend as the see fit.


The iqfeed package provides a basic TCP/IP interface between R and DTN
IQFeed. It requires TCP/IP access to IQFeed. The package only contains
a few basic functions for historic LI stock and equity options. We plan
on added Level II and more Level I functions in the near future. The
packages returns all time series data in xts format.

Example:
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)

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

# Options chain lookup example
symbols <- CEO("MSFT")
symbols
 [1] "MSQ1022E25" "MSQ1022E26" "MSQ1022E27" "MSQ1022E28" "MSQ1022E29"
 [6] "MSQ1022E30" "MSQ1022E31" "MSQ1022E32" "MSQ1022E33" "MSQ1022E34"
[11] "MSQ1022E35" "MSQ1022Q25" "MSQ1022Q26" "MSQ1022Q27" "MSQ1022Q28"
[16] "MSQ1022Q29" "MSQ1022Q30" "MSQ1022Q31" "MSQ1022Q32" "MSQ1022Q33"
[21] "MSQ1022Q34" "MSQ1022Q35"

# Convert to standard OSI format (e.g., for use by a broker), and back:
osi(symbols[1])
[1] "MSQ   100522C00025000"
osi2iq(.Last.value)
[1] "MSQ1022E25"

Something went wrong with that request. Please try again.