regarding IB API

Discussion in 'Data Sets and Feeds' started by jk90029, Jun 6, 2014.

  1. I am not sure this posting is appropriate for this area.
    Please tell me if it not.

    I guess IB (InteractiveBoker) provides (only among many many brokers) use of R, for their API.

    1)I like to get a historical data for the last 1500 daily close for the 500 stocks of SnP500.
    so that a matrix with 1500 rows and 500 columns is stored in my local PC.
    This might be done only by use of R with connection to free yahoo.com finance data, even without use of IB API.

    2)Also during 9:30 and 4:00 I like to get a dynamic price change, possibly a matrix with 500 rows and 1 column, stored in my local PC. I thinks this may require the use of IB API. I do NOT need price change every second but every 1 or 5 minute price might be fine for me.

    There is no free work at all. Since I usually charge my daily work for $200 myself to clients, I can pay the $200 if someone can help me with a daily work.

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    Appreciated if someone direct me any other appropriate place(S) to post.