To connect to RSS, you can use either a DSN or an ODBC connection string. Both of these methods use the odbcConnect function.

Connect to a DSN

To connect using a DSN:

cnx <- odbcConnect("CData RSS Sys")

Provide a Driver Connection String

To connect using an ODBC connection string:

cnx <- odbcDriverConnect(connection = "DRIVER={CData ODBC Driver for RSS};URI=http://myservice/myfeed/;")