Tuesday, October 7, 2008

opentick now on CRAN

The pre-alpha version of the opentick package I mentioned previously is now on CRAN. The package provides a native R interface to the opentick data servers, which include both real time and historical market data.

(Disclaimer: This software is not endorsed in any way by opentick corporation. The author(s) of this software are not affiliated with opentick corporation.)

The package currently includes a limited R implementation of the otFeed API. Its current functionality enables access to historic data from the opentick servers. Future additions will include access to:

  • real-time data feeds (for most U.S. stock, option, and futures exchanges).
  • real-time option chains.
  • real-time and historical book data.
I will use other's interest to gauge the priority of these additions.

Please note that opentick is not currently accepting new users, but current users will retain their access. This has been the case since April and it is not clear when new users will be allowed. You can sign up to be notified once new users will be accepted.

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