[tech-spec] Re: R arguments

  • From: Tom McCubbin <tmccubbin@xxxxxxxxxxxxxxxx>
  • To: tech-spec@xxxxxxxxxxxxx
  • Date: Fri, 15 Oct 2004 19:52:27 -0400

e-signal has an activex (sortof COM) interface which of course means on 
windows only, that can supply historical, ticks, and quotes, so they 
claim.  It would be a rather simple issue to right a wrapper to glue 
requests for historical pricing.

Realtime would be another story altogether as the event loop of R is not 
plugably open.  These are the times when its better to embed R, i would 
say  ( i could be very wrong about the 2.0 version ).

I keep my timeseries data either in FAME databases, or blob'd in 
Berkeley DB, both embedded db technology, for that (more than a ) little 
speed advantage for large models.  I needed to access them from R, so i 
wrote a simple C wrapper that was all of 75 lines of code.  Its super 
fast from the R>, as i hate loading data...

Getting it from ESignal wouldn't be any harder (not real-time as in 
ticks, but real-time as in request/store/use)

James Sogi wrote:

>Lang's site had a nice  java program connecting R directly  to Netscape 
>and  running R from Netscape, but only for a Unix machine. Is it 
>similarly possible to run R in Mozilla firefox  on a winx os, and has it 
>been made  available? Or as an alternative is there a way  to transfer 
>esignal data directly to R, rather than have to go thru a .csv  step 
>first as is now required and, in addition, if possible,  to do it in 
>real time.   Does anyone know someone who can help me with this? I'm a 
>beginner in R. Thanks. Jim
>Tom McCubbin wrote:
>><>Have you seen Duncan Temple Lang's work (formerly Bell Labs / ATT 
>>Research,at UC Davis) at wwww.omegahat.org? He has a _ton_ of projects 
>>many of
>>which involve embedding R into other things (databases, browsers, general

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