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Official version of Rusquant package for R

researchhub - December 21, 2018 - 0 comments

The Rusquant package by Vyacheslav Arbuzov is a package for interaction with trading API of different exchanges and trading terminals. The package provides access to market data for storage, analysis, algorithmic trading, strategy backtesting. Also, this is a data downloader from different data sources starting from close price to order book and tradelog.

Currently, these free data centers are available: Google, Yahoo, Finam, MFD, Alor, Poloniex, Oanda.

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