Hi to the list I am looking into inter-process communication between one or more instances of R (i.e. one process to receive marketdata, the other one to execute a strategy and place orders)
I have seen that, with the 'bigmemory' package, a matrix defined as shared <- big.matrix(....) can be accessed by several different R processes, quite easily. Is there an easy way to used this mechanism for sharing an xts timeseries ? I havent seen how to do that. My best guess would be to define the shared matrix as type='double' and every time I need to read from or write to it, make the corresponding matrix<==>xts conversion. That would probably work since the matrix itself is not huge, but it would be a bit more elegant if I could share the actual xts object. Thankful for any ideas regards Soren http://censix.com _______________________________________________ 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.
