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R: Re: high frequency italian market data
4 messages · singletonthebest, R. Michael Weylandt, Brian G. Peterson +1 more
Backtesting we can do; historical intraday data, not so much (to the best of my knowledge) -- sorry... MW On Fri, Jan 11, 2013 at 10:40 PM, singletonthebest
<singletonthebest at msn.com> wrote:
Thanks for the answers! Michael: no particular source in mind. Actually I was hoping to find something for free even if I knew it would have been not much likely. The purpose of my request was due to the fact that I was willing to backtest with R some strategy that requires intraday data. Michael Weylandt <michael.weylandt at gmail.com> ha scritto: Intraday data usually requires a paid data subscription. Do you have any particular source in mind? MW On Jan 11, 2013, at 8:34 PM, "Simone Gogna" <singletonthebest at msn.com> wrote:
Dear R users,
I hope this is not an already discussed topic. I tried with
RSiteSearch(?high frequency italian market data?) but I was not successful
in the research.
I need to download data of the price of italian stocks with the highest
possible frequency.
I know that, for example, in the library tseries
get.hist.quote("",start=())
would give me Open-High-Low-Close price but, as fas as get.hist.quote is
concerned this gives me only data at daily frequency at most.
I wonder if there is something similar that allows to import data of the
italian stock market with frequencies of, at least, one hour.
thanks and best regards,
Simone Gogna
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On 01/11/2013 04:40 PM, singletonthebest wrote:
Thanks for the answers! Michael: no particular source in mind. Actually I was hoping to find something for free even if I knew it would have been not much likely.? The purpose of my request was due to the fact that I was willing to backtest with R some strategy that requires intraday data.
Try Interactive Brokers. The IBrokers R package can download intraday data. You may be able to use a free paper trading account to get some data. Typically, though, you have to pay for quality intraday data.
Brian
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