IB doesn't officially provide API for R, but R is so convenient, so does anyone use R with IB?
I've been looking at using R for some analysis, so I'd like to figure this out as well.
I tried some time ago (over a year) but the 3rd party libs didn't work well. These days I just get historical data using IB API, store it in csv file, and import into R from the file.
There is a few packages:
Rserve: http://www.rforge.net/Rserve/
Rscript: https://rforge.net/rscript/
Rosuda: http://www.rforge.net/org/doc/org/rosuda/REngine/REngine.html