(This article was first published on Quantitative thoughts » EN, and kindly contributed to R-bloggers)
Are you looking for ways how to save real time, high frequency data taken from Interactivebrokers.com API ? I built an example in C++ which saves all incoming data in Mongodb. Check this link if you are interested:
https://github.com/kafka399/TwsMongo
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Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
