TFX Package

December 5, 2012

(This article was first published on Systematic Investor » R, and kindly contributed to R-bloggers)

Today I want to highlight the TFX Package created by Garrett See. TFX is an R Interface to the TrueFX(tm) Web API for free streaming real-time and historical tick-by-tick market data for dealable interbank foreign exchange rates with millisecond detail.

Garrett provided a great tutorial, examples, and shiny application of TFX at

Please note that you would need R (>= 2.15.0) to run TFX. It is very easy to get started. First install required packages:

# TFX : R (>= 2.15.0)
install.packages(c('XML','bitops','TFX','shiny'), repos = '', dependencies = 'Imports')

Next, let run a shiny example of TFX provided by Garrett:



Finally, to access the FX quotes in R session:



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