I think the key to do this will be a xts package. You only need to specify (and implement) how you want to build xts objects from a real time market data stream. See also IBrokers and how concurrent programming works there.
btw. getSymbols() is just a wrapper witch import data from source to xts object (OHLCV+Adj). best regards, daniel 2011/10/18 Simone Gogna <singletontheb...@msn.com>: > Hi, > is there any way to combine the quantmod package with real time stock and > index data? > > getSymbols only provides me with historical data only. > > thanks > Simone > [[alternative HTML version deleted]] > > _______________________________________________ > 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. > _______________________________________________ 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.