Re: [R-SIG-Finance] R: Re: high frequency italian market data

[Jeff Ryan]

That is a good point.  I don't know what account minimums in IT are, but
they aren't too high in the US  - and typically (US) you get free data -
including historical data.

http://www.interactivebrokers.com/en/?f=%2Fen%2Ftrading%2Fexchanges.php%3Fexch%3Dbvme%26amp%3Bshowcategories%3D%26amp%3Bib_entity%3Dllc

That is the product list, you can email to see what you can get.

Jeff


On Fri, Jan 11, 2013 at 7:17 PM, Brian G. Peterson wrote:

> On 01/11/2013 04:40 PM, singletonthebest wrote:
>
>> Thanks for the answers!
>> Michael: no particular source in mind. Actually I was hoping to find
>> something for free even if I knew it would have been not much likely.Â
>>
>> The purpose of my request was due to the fact that I was willing to
>> backtest with R some strategy that requires intraday data.
>>
>
> Try Interactive Brokers.  The IBrokers R package can download intraday
> data.  You may be able to use a free paper trading account to get some
> data.  Typically, though, you have to pay for quality intraday data.
>
> --
> Brian
>
>
> __**_
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-- 
Jeffrey Ryan
jeffrey.r...@lemnica.com

www.lemnica.com

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Re: [R-SIG-Finance] R: Re: high frequency italian market data

[Brian G. Peterson]

On 01/11/2013 04:40 PM, singletonthebest wrote:

Thanks for the answers!
Michael: no particular source in mind. Actually I was hoping to find something 
for free even if I knew it would have been not much likely.Â
The purpose of my request was due to the fact that I was willing to backtest 
with R some strategy that requires intraday data.


Try Interactive Brokers.  The IBrokers R package can download intraday 
data.  You may be able to use a free paper trading account to get some 
data.  Typically, though, you have to pay for quality intraday data.


--
Brian

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Re: [R-SIG-Finance] high frequency italian market data

[R. Michael Weylandt]

Backtesting we can do; historical intraday data, not so much (to the
best of my knowledge) -- sorry...

MW

On Fri, Jan 11, 2013 at 10:40 PM, singletonthebest
 wrote:
> Thanks for the answers!
> Michael: no particular source in mind. Actually I was hoping to find
> something for free even if I knew it would have been not much likely.
> The purpose of my request was due to the fact that I was willing to backtest
> with R some strategy that requires intraday data.
>
>
>
>
>
> Michael Weylandt  ha scritto:
>
> Intraday data usually requires a paid data subscription. Do you have any
> particular source in mind?
>
> MW
>
> On Jan 11, 2013, at 8:34 PM, "Simone Gogna" 
> wrote:
>
>> Dear R users,
>> I hope this is not an already discussed topic. I tried with
>> RSiteSearch(“high frequency italian market data”) but I was not successful
>> in the research.
>> I need to download data of the price of italian stocks with the highest
>> possible frequency.
>> I know that, for example, in the library tseries
>>
>> get.hist.quote("",start=())
>>
>> would give me Open-High-Low-Close price but, as fas as get.hist.quote is
>> concerned this gives me only data at daily frequency at most.
>> I wonder if there is something similar that allows to import data of the
>> italian stock market with frequencies of, at least, one hour.
>>
>> thanks and best regards,
>> Simone Gogna
>>[[alternative HTML version deleted]]
>>
>> ___
>> R-SIG-Finance@r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>> -- Subscriber-posting only. If you want to post, subscribe first.
>> -- Also note that this is not the r-help list where general R questions
>> should go.

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[R-SIG-Finance] R: Re: high frequency italian market data

[singletonthebest]

Thanks for the answers!
Michael: no particular source in mind. Actually I was hoping to find something 
for free even if I knew it would have been not much likely. 
The purpose of my request was due to the fact that I was willing to backtest 
with R some strategy that requires intraday data. 
 



Michael Weylandt  ha scritto:Intraday data usually 
requires a paid data subscription. Do you have any particular source in mind?

MW

On Jan 11, 2013, at 8:34 PM, "Simone Gogna"  wrote:

> Dear R users,
> I hope this is not an already discussed topic. I tried with 
> RSiteSearch(“high frequency italian market data”) but I was not 
> successful in the research.
> I need to download data of the price of italian stocks with the highest 
> possible frequency. 
> I know that, for example, in the library tseries
> 
> get.hist.quote("",start=())
> 
> would give me Open-High-Low-Close price but, as fas as get.hist.quote is 
> concerned this gives me only data at daily frequency at most.
> I wonder if there is something similar that allows to import data of the 
> italian stock market with frequencies of, at least, one hour.
> 
> thanks and best regards,
> Simone Gogna
>    [[alternative HTML version deleted]]
> 
> ___
> R-SIG-Finance@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions 
> should go.

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Re: [R-SIG-Finance] high frequency italian market data

[Michael Weylandt]

Intraday data usually requires a paid data subscription. Do you have any 
particular source in mind?

MW

On Jan 11, 2013, at 8:34 PM, "Simone Gogna"  wrote:

> Dear R users,
> I hope this is not an already discussed topic. I tried with RSiteSearch(“high 
> frequency italian market data”) but I was not successful in the research.
> I need to download data of the price of italian stocks with the highest 
> possible frequency. 
> I know that, for example, in the library tseries
> 
> get.hist.quote("",start=())
> 
> would give me Open-High-Low-Close price but, as fas as get.hist.quote is 
> concerned this gives me only data at daily frequency at most.
> I wonder if there is something similar that allows to import data of the 
> italian stock market with frequencies of, at least, one hour.
> 
> thanks and best regards,
> Simone Gogna
>[[alternative HTML version deleted]]
> 
> ___
> R-SIG-Finance@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions 
> should go.

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[R-SIG-Finance] high frequency italian market data

[Simone Gogna]

Dear R users,
I hope this is not an already discussed topic. I tried with RSiteSearch(“high 
frequency italian market data”) but I was not successful in the research.
I need to download data of the price of italian stocks with the highest 
possible frequency. 
I know that, for example, in the library tseries

get.hist.quote("",start=())

would give me Open-High-Low-Close price but, as fas as get.hist.quote is 
concerned this gives me only data at daily frequency at most.
I wonder if there is something similar that allows to import data of the 
italian stock market with frequencies of, at least, one hour.

thanks and best regards,
Simone Gogna
[[alternative HTML version deleted]]

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Re: [R-SIG-Finance] Fitting RSLN models

[G See]

Sorry for the html, I'm having a hell of a time getting gmail to
consistently send plain text.


Looks like the code has been removed in Rev. 8.  You can still get
Rev. 7, but since the author removed the code, maybe you don't want it
afterall?

svn checkout svn://svn.r-forge.r-project.org/svnroot/rsln/@7

If the above line doesn't make sense, see

http://stackoverflow.com/questions/11105131/cannot-install-r-forge-package-using-install-packages/11105132#11105132

Garrett

On Fri, Jan 11, 2013 at 1:56 PM, G See  wrote:
> Looks like the code has been removed in Rev. 8.  You can still get Rev. 7,
> but since the author removed the code, maybe you don't want it afterall?
>
> svn checkout svn://svn.r-forge.r-project.org/svnroot/rsln/@7
>
> If the above line doesn't make sense, see
>
> http://stackoverflow.com/questions/11105131/cannot-install-r-forge-package-using-install-packages/11105132#11105132
>
> Garrett
>
> On Fri, Jan 11, 2013 at 1:50 PM, jaimie villanueva
>  wrote:
>>
>> Fitting RSLN
>
>
>

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Re: [R-SIG-Finance] Fitting RSLN models

[G See]

Looks like the code has been removed in Rev. 8.  You can still get Rev. 7,
but since the author removed the code, maybe you don't want it afterall?

svn checkout svn://svn.r-forge.r-project.org/svnroot/rsln/@7

If the above line doesn't make sense, see

http://stackoverflow.com/questions/11105131/cannot-install-r-forge-package-using-install-packages/11105132#11105132

Garrett

On Fri, Jan 11, 2013 at 1:50 PM, jaimie villanueva <
jaimie.villanu...@gmail.com> wrote:

> Fitting RSLN

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[R-SIG-Finance] Fitting RSLN models

[jaimie villanueva]

Hi R users,

Could someone help me to get the "Fitting RSLN models" package ?
I've been searching and I found It in the rforge-project but, unfortunatly
It's no longer available.

I'm trying to learn more on the Regime Switching models in order to
applying It to financial time series, so any help on this would be thankful.

Thanks in advanced

Jaimie

-- 
*Jaimie.*

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