Thank you Stefan, helpful info, the ZeroMQ-discussion in particular. 
Although I am still not sure about the custom type exchange and possibly 
coroutine-like setup for R, this is a starting point.

On Thursday, December 18, 2014 7:08:46 AM UTC-8, Stefan Karpinski wrote:
>
> Redis, perhaps? There are some Julia bindings:
>
> https://github.com/msainz/Redis.jl
> https://github.com/markmo/HiRedis.jl
>
>
> I'm not sure which is better to use – the Redis.jl package is a pure Julia 
> implementation of a Redis client while HiRedis.jl uses the hiredis library 
> to interact with Redis. It would be nice to eventually have one true way to 
> interact with Redis, but for now there's a choice.
>
> You could also try using Rif.jl <https://github.com/lgautier/Rif.jl> to 
> call R directly from Julia.
>
> Yet another option would be to push chunks of data from Julia to R using 
> ZeroMQ messaging. Here's a thread about that approach:
>
> https://groups.google.com/forum/#!topic/julia-users/umHiBwVLQ4g
>
> On Thu, Dec 18, 2014 at 4:26 AM, Pavel <[email protected] <javascript:>
> > wrote:
>
>> This is a fairly general question about structuring an application that 
>> relies on both Julia and R code. The Julia part takes time series input and 
>> performs extensive parallel computations (thank you core developers for the 
>> efficient pmap), producing the output that is not that demanding in terms 
>> of data storage. The R part collects some data from the web every minute 
>> via REST APIs forming the time series for Julia input, and also uses Julia 
>> output for further computations (not as demanding as the Julia functions so 
>> that the R-side performance is not limiting the overall process).
>>
>> Now as I am trying to integrate everything for a production environment, 
>> the question is about data sharing between Julia and R. Saving chunks of 
>> time series as HDFS files works in development but is inefficient. Is there 
>> a suitable non-relational database with both Julia and R bindings 
>> available? Should I look into setting up Julia web-server and have R talk 
>> to it via REST API? Any thoughts/advice on structuring my application 
>> (planning to use Google cloud) would be helpful. Thanks for reading.
>>
>
>

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