piątek, 6 kwietnia 2012

Using DDE to collect market data from Statica in R

Statica Notowania 3 MAX screenshot

Notowania 3 (MAX) is a software from Statica allowing accessing market data from the Warsaw Stock Exchange and performing some data visualization.

One of the advantages of this software is ability to inspect the complete market order book.

It also allows accessing many of the data through DDE mechanism. Thanks to that you can collect and analyze the data in R.

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