TFX Package

December 5, 2012
By

[This article was first published on Systematic Investor » R, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here)
Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.

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 http://rpubs.com/gsee/TFX

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 = 'http://cran.r-project.org', dependencies = 'Imports')

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

# http://cran.r-project.org/web/packages/TFX/index.html
# http://rpubs.com/gsee/TFX
# https://gist.github.com/4122626
library('shiny')

runGist('4122626')

Finally, to access the FX quotes in R session:

library(TFX)

QueryTrueFX()

To leave a comment for the author, please follow the link and comment on their blog: Systematic Investor » R.

R-bloggers.com offers daily e-mail updates about R news and tutorials about learning R and many other topics. Click here if you're looking to post or find an R/data-science job.
Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.



If you got this far, why not subscribe for updates from the site? Choose your flavor: e-mail, twitter, RSS, or facebook...

Comments are closed.

Search R-bloggers

Sponsors

Never miss an update!
Subscribe to R-bloggers to receive
e-mails with the latest R posts.
(You will not see this message again.)

Click here to close (This popup will not appear again)