FW: [R-sig-finance] import.data.rte in R?
Molins, Jordi
Jordi.Molins at drkw.com
Mon Jul 5 15:44:48 CEST 2004
Dirk,
when you say: "At this point I cannot release the code for it.", is it for
copyright issues or for some other reasons? even though currently you cannot
do it, do you think that you will be able to do it in the foreseeable
future?
I am not a professional programmer (I am a trader), and if somebody that is
proficient with the Bloomberg C-API could give me hints, I would be
extremely grateful ... of course, I understand the problems of sharing
propietary algorithms.
I am already using the (D)COM port. It is pretty useful in the corporate
environment. How would you use it for retrieving data into a database? you
would call the import.data.rte, store the data in some array, and then use
VBA code to send it to Access?
About LIM: what is the advantage of LIM above Bloomberg or Reuters?
thx
Jordi
> -----Original Message-----
> From: Dirk Eddelbuettel [mailto:edd at debian.org]
> Sent: 05 July 2004 15:30
> To: Molins, Jordi
> Cc: 'r-sig-finance at stat.math.ethz.ch'; Jordi Molins
> Subject: Re: [R-sig-finance] import.data.rte in R?
>
>
> On Mon, Jul 05, 2004 at 12:50:43PM +0200, Molins, Jordi wrote:
> >
> > Hello,
> >
> > in the fBasics pdf file, page 108, it is said that
> import.data.rte downloads
> > data from Reuters Feed. I have both Bloomberg and Reuters,
> but not S-Plus (I
> > work with R). Is there a way to have both (or at least one)
> datafeeds in R?
>
> I've done it for Bloomberg (and LIM) using their C-level
> APIs, and talked
> about it at UseR. At this point I cannot release the code for
> it. We use
> Reuters too, but I haven't had a need for it yet.
>
> > Another question: I guess that import.data.rte is a
> function that is called
> > from an R session, and it downloads data into some R
> object. Is it possible
> > to create a script that automatically sends these data into
> a database?
>
> I'd try the (D)COM interface by Neuwirth and Baier [ and
> version 1.35 was
> just released:
> http://cran.r-project.org/contrib/extra/dcom/RSrv135.html ]
>
> Other suggestions, anyone?
>
> Dirk
>
> --
> White House officials praised the performance of the controversial
> new Diebold electronic voting machines, which successfully tabulated
> final results from Florida before a single vote was cast.
> -- Andy Borowitz, http://borowitzreport.com, 29 June 2004
>
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