Real time stock price R [closed]
My qmao
package has getQuote
"methods" for both BATS and google which are both near real time
Sys.time()#[1] "2014-11-19 14:27:48.727988 CST"getQuote("SPY", src="google")# TradeTime Last Change PctChg Exchange GoogleID#SPY 2014-11-19 15:27:00 205.17 -0.38 -0.18 NYSEARCA 700145getQuote("SPY", src="bats", what="bbo")# TradeTime BidSize BidPrice AskPrice AskSize Last LastSize row.names#1 15:27:24 15000 205.16 205.17 300 205.17 300 SPY
getQuote.bats
has a few options for how you want the data to print:
getQuote("SPY", src="bats", what="ladder")# SPDR S&P 500 ETF TR TR UNIT # Time: 15:27:44 # Volume: 8779553 # Last: 300 @ 205.17##+-------+--------+-------+#| | 205.21 | 16700 |#+-------+--------+-------+#| | 205.2 | 21900 |#+-------+--------+-------+#| | 205.19 | 17300 |#+-------+--------+-------+#| | 205.18 | 5572 |#+-------+--------+-------+#| | 205.17 | 300 |#+-------+--------+-------+#| 15000 | 205.16 | |#+-------+--------+-------+#| 12100 | 205.15 | |#+-------+--------+-------+#| 11300 | 205.14 | |#+-------+--------+-------+#| 23900 | 205.13 | |#+-------+--------+-------+#| 10600 | 205.12 | |#+-------+--------+-------+getQuote("SPY", src="bats", what="depth")### BidQty BidPrice AskPrice AskQty #-------- ---------- ---------- --------# 15000 205.16 205.17 300 # 12100 205.15 205.18 5572 # 11300 205.14 205.19 17300 # 23900 205.13 205.2 21900 # 10600 205.12 205.21 16700
There are also plot methods
plot(getQuote("SPY", src="bats"))
plot(getQuote("SPY", src="bats", what="ladder"))
plot(getQuote("SPY", src="bats", what="depth"))
And, if you're still reading, there is a shiny app included in the package so you can make those "plots" update in real time. Just run this:
shinyBATS()
IB would probably be best for real-time stock data. You won't need to pay for it (*), but last time I looked you will need to open an account with a minimum amount of real money.
There is an R package: http://cran.r-project.org/web/packages/IBrokers/index.html
There is a vignette on getting real-time data, but it was last updated in 2009, so I would go with the general vignette: http://cran.r-project.org/web/packages/IBrokers/vignettes/IBrokers.pdf which was last update sep 2014.
(*: Not strictly true: for some exchanges you will need to pay an extra exchange fee.)