The FinMarkets package is an ongoing development effort to consolidate commonly used functions, helpers, and C++ code (both private and public) into a single package.

In order to install this package on windows, you must have Rtools installed. Rtools can be found at http://cran.r-project.org/bin/windows/Rtools/

[1] Ilya Kipnis's IKTTrading, DSTrading packages and blog: https://quantstrattrader.wordpress.com