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()