Sunday, 8 September 2013

Is there an R package that can import data via Windows DDE?

Is there an R package that can import data via Windows DDE?

As the title states I'm looking for a package that can enable an R session
to import data via Windows Dynamic Data Exchange. My stock brokerage firm
provides real time level two quotes via their Windows trading platform.
This platform can also export the data via DDE which, in the only examples
I've found, can be imported into an Excel spreadsheet.
I'd like to be able to load the data into an R session and utilize the
vastly more powerful data analysis capabilities of R. But so far my
searches have not turned up anything.
I've done several searches of the CRAN repository and unless I've missed
something there isn't anything like that.

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