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It may be possible - as noted by @MarcoB its quite a convoluted way of doing things. I would just download R and RStudio and work from there. However if you are set on using IBrokers via the R api via RLink try this (disclaimer it crashed for me on 10.1) : Needs["RLink`"]; InstallR[]; REvaluate["install.packages(\"IBrokers\")"]; ...

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