Does anyone have advice on connecting to the trade APIs through R? It looks like R doesn't support the URl structure for APIs like TradeHill etc... I'm trying to work with the ReadLines function but to no avail... I simply get output that looks like this:
Error in file(con, "r") : cannot open the connection
In addition: Warning message:
In file(con, "r") : unsupported URL scheme
I've deduced that this function needs a file suffix (ie it would have to be something like orderbook.php) to be able to download the data.
Does anyone have any workarounds that they've used, and/or does anyone have any tricks for connecting to these APIs using R?