R Client for lightstreamer

[toolbox]

Clarifications of goals:
8) Move from REST API to Streaming API due to REST API loosing 30% datalines (removing lines with NA).
9) Being in Streaming API secure candlestick OHLC data. Basically data when each candlestick is closed and do not update more.
10) In streaming API secure stability if data with 1 minute OHLC data.
11) If not getting all candlestick lines in streaming API, use the stream to construct the candlestick.

To summarize: I am using the lightstreamer technique to significantly improve the data quality and stability. However, my tool summarize all the lightstream updates within a candlestick resolution, eg. 5 minutes and stores the closure status of the candlestick.