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aqr (version 0.2)

Interface methods to use with an ActiveQuant Master Server

Description

This R extension provides methods to use a standalone ActiveQuant Master Server from within R. Currently available features include fetching and storing historical data, receiving and sending live data. Several utility methods for simple data transformations are included, too. For support requests, please join the mailing list at https://r-forge.r-project.org/mail/?group_id=1518

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Version

Install

install.packages('aqr')

Monthly Downloads

9

Version

0.2

License

GPL (>= 2)

Maintainer

Ulrich Staudinger

Last Published

December 13th, 2012

Functions in aqr (0.2)

aqDayOfWeekStat

Applies a function to a group of data per week day
aqUnsubscribeChannel

Unsubscribe from a messaging channel
aqStoreSeriesField

Stores a single column time series
aqInit

Creates an AQ Master Server configuration
aqDropHour

Drop data of one hour
aqSubscribeChannel

Subscribe to a messaging channel
aqLoadOHLC

Loads a OHLCV data set from AQMS
aqStoreMatrix

Stores an xts matrix
aqDataReady

Is data ready?
aqHourIndex

Returns the hour index
aqTestCallToDynLib

Test function
aqDisableDebugMessages

Disable debug messages
aqWaitForData

Wait for data at the bridge
aqSend

Send data to a messaging channel
aqDropHours

Drop specific hours
buildArchiveURL

Utility function to generate the archive access url.
aqEnableDebugMessages

Enable debug messages
aqPoll

Poll data from the messaging bridge
aqInitMessaging

Initializes the messaging layer
aqLoadSeriesField

Load a single column time series
aqHourlyStat

Applies a function to a group of data per hour
aqFilterOHLCSD

Trivial stdev filter
aqr-package

Package level introduction