Dear- I saw (ONLY) one brokerage myself, to support R to use API connection https://developers.tradeking.com/documentation/r I wonder if any other brokerage offers R or Python for API. Please show me any link for the brokerage company as above. -Jay PS) I handle ONLY equity, not future nor options
For example, if I have equities in my personal equity account as follows MSFT 30.00 100 IBM 100.00 10 then, I like to get the matrix with 2 rows and 3 columns in R data so that I can use the matric in R myself.
There is a R api for Interactive Brokers's TWS platform. See here http://cran.r-project.org/web/packages/IBrokers/index.html
It seems that there are two brokerages, for us to use R to allow API, at least. So far 1)IB 2)TradeKing. Appreciated. Any other brokerage is welcomed. PS) For the commission comparison, TradeKing charges flat $5 while IB charge by the number of shares. So it seems that, for a cheap penny stock, commission of 2) is better
I do not think it is IB but rather personal project of one of the contributors to IB API Yahoo group. Check IB TWS API Yahoo group recent postings and uploaded file section for some leads to Python implementation
Ameritrade has an api that works through URL's While technically not R or Python, it can be easily adapted to either.