Apparently there's plans for connectivity between matlab and IQFeed. I'll like to request similar tools for R. I'd hazard that R is just as popular if not more so these days.

well, i dont know R

but check this link
https://github.com/bwlewis/iqfeed

i think it can help you, my conclusion would be that connecting to iqfeed from R wont differ much from connecting to it from any language using the tcp interface

also check this link
http://www.r-bloggers.com/?s=trading

many articles about using R in trading or trading analysis
Edited by AMS on Oct 10, 2012 at 03:55 PM

Thanks, though I suppose I'd have to pay the extra developer fee?

What I understand, you dont need to pay extra to use the API
You pay the ~300 annual fee to get support and notification of updates, sample code, stuff like that

So if that github library works, you can just use it

Personally, I strongly recommend you look into charting application that allow you
to program your own indicators or studies

check amibroker, sierrachart, ensign, multichart ... and the list goes on

i cant recommend you use R if you dont already know it. if you will learn something new to
program your own indicator or studies ... learn to use one of the applications i mentioned above
you will pay extra for the package, but you will get much better support

R is not a fun language to learn or use .. according to my very very short experience with it

+1 for the request to offer R integration. I'm just now learning R and has taken a bit of getting used to, but is really powerful.

JokerJoe, did you end up trying the package on github? I've just installed it, having some difficulty successfully connecting with the IQFeed client.

From R, the iqConf() connection method goes through without complaint, but when I try to request any data (for instance HDX("XOM",days=14) ) it doesn't return any values and gets stuck trying)

If anyone else has successfully used this package I'd be interested in tips or at least what the expected behavior should be

Briefly tested it, managed to somewhat get it working. Needed to load the xts package first. HIT, HTT and HDX worked. However IQFeed connection manager would quit whenever it completed or there was an error which is a bit of a pain in the ass.

Will hopefully eventually get round to investigating it further. If you fix any bugs or find ways to improve it please share on github. I see it's already been forked once with some bugs fixed.

I also found out about seer
http://www.seertrading.com/

which hooks to R and can use IQFeed
I never used it, but it was praised by few on the elitetrader forum

Bumping this thread. It seems like there's been some significant development on the IQFeed side. Any chance integration with R was part of that?

We have not done any development on integration with R and we do not currently have any plans to do so. As a general rule we very rarely write integration pieces for 3rd party applications ourselves. For example, since it was mentioned in this thread, the Matlab integration development was done by Mathworks.