[R] Bloomberg Data Import to R

[Pfaff, Bernhard Dr.]

Hello Sumanto,

your question might be more appropriately been posted to the R-sig-finance
list:

r-sig-finance at stat.math.ethz.ch (I have cc'ed this mail to this list).

To my knowledge neither a function nor a CRAN-package does exist. However,
on the last useR! conference Dirk Edelbuettel presented a proprietary
package that utilised the C API of Bloomberg (type WAPI <GO> on a Bloomberg
terminal). I am not sure whether Dirk is nowadays inclined or allowed by his
employee to share this package.

As an alternative, you could download data from Bloomberg into Excel, first
(assuming that you are working in a Windows environment) and then load it
into R via RODBC, for example.

Cheers,
Bernhard



Hi R-Experts,

 

Can anyone tell me how Bloomberg data can be directly downloaded to R?
Is there any package?

Sumanta Basak.


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