Yes I stopped using Matlab about 14 years ago, and went from S-plus to R 7 years ago! I then went from R to Python about 4 years ago. I haven't used it but this appears to be the most popular package if you want to use R.
Currently, my favorite tool is R (close to S+). Recently I started Python so you are ahead about 4 years than me. Although I saw the above link http://cran.r-project.org/web/packages/IBrokers/index.html , I cannot fully understood, probably due to my level. Hope someone to help me 1) Connect to IB to get account and order info 2) get a data feed ( eg. every 1 minutes for 500 equities such as SnP500) 3) deliver multiple order file (stored as csv or txt format in local PC, generated by R program with 1000 lines), to IB server If I save my time after some help me weekend, I need pay him for his time. ***************************** BTW did you use Python API to do the three works, to connect to IB?
There are many useful R packages for TS in http://cran.r-project.org/web/views/Finance.html Specially quantmod package in first page at the link, seems for data feed of equity. 1) Is this real time feed? 2) It seems free, since it use yahoo.com. Also, another broker (TradeKing) offers R API, as shown in https://developers.tradeking.com/documentation/r Since most traders prefer IB empirically, TradeKing may not be preferable for communication with friends.
It might be worth starting a new thread on the use of R and IB in the appropriate section. I use swigibpy as there isn't a native python API.
Before I start a new thread in other place, I like to hear whether someone was successful to connect to IB, with SwigiPy. Did you do the three works as above? If so, I may hire your weekend.
Yes I use swgibpy to do 1 and 2. In theory it would be trivial to do (3) although I don't do that, since my order system is tightly coupled with the API. I'm a bit reluctant to advocate mixing languages with a two layer approach, passing csv between them. If you're comfortable with R I'd learn how to use that to work with IB. You couldn't afford me
global catch my situation. I know mixing two language with csv communication might have many kinds of problem. However, due to many users in Python/IB, I guess it is a lot harder to find the R/API helper than Python. Therefore as an alternative mixing two might be my second choice. My daily income is roughly $300 ( x20 = 6K/Month, yearly 72K). So if some help me to save my time (my study for SwigiPy) as valuable as yours, I should pay him my daily average wage AT LEAST three days work(?). There is no free lunch, as Buffet says. Hope someone spend weekend. If you have experience, please send me a line for estimate. If not, I will WAIT another months for a helper and study the SwigiPy myself, since it is not urgent matter now. Less than 10% of my asset is in NYSE now.
No, you still can't afford me! Also I'm very much in the "teach a man (or woman) to fish" school of thought. You'd be much better in the long run if you learnt this stuff yourself.
IC. More work needs to be done myself. Thanks. PS) Although I began MATLAB back in 90's, recent progress like R/Python is far beyond, such as lapply in R but in not S+. But you should have offered your estimate. Equity is traded in the middle of A and B.