[R-sig-finance] import.data.rte

[Diethelm Wuertz]

My script about my lecture course is named "Computing with R and _Splus_ 
for Financial Engineers:
Markets Basic Statistics, Date and Time Management". Unfortunately it is 
not (yet) a (real) "User
Guide" for my Rmetrics packages, but it can be very helpful in many 
aspects in using the Rmetrics
packages although it still covers some SPlus specific topics. Currently 
I'm fighting to keep almost
1'000 pages, which is  the size of my scripts, up to date and I hope 
that I can finish this effort in
spring 2005.

Originally I have written all my functions for SPlus,  and with the move 
of Insightful away from SPlus-2000 I changed to R. The move was a big 
effort (and is not yet complete), since my packages
have a few hundreds of functions. I have renamed all the download 
specific functions from SPlus
style notation like for example "import.data.provider" to 
"importProvider" to make clear also by
renaming that these functions have changed and are now R-specific.

My SPlus function named "import.data.rte" was written originally a few 
years ago for SPlus (not R!)
and required the commercial "rte" Software package. This function 
allowed to download data from
a Reuters feed. I have not added this function to the Rmetrics Software, 
so that you will find
there no functions for the download of Reuters data.  It is not planned 
to reactivate this
function for R because I have currently no access to a Reuters feed 
neither a valid license for the
"rte" Software. However, in principle it should not be too difficult to 
rewrite this function for R along
with the help of the "import.data.rte" code, but it needs some work and 
testing! If somebody
is interested in the original SPlus code, please send me an email. If 
not outdated (for some
reasons)  the functions should still work together with SPlus (not R), 
with "rte", and with the
Reuters feed.

I have to apologize for any misunderstanding caused by my lecture 
scripts (originally written for R
and SPlus) in use together with the Rmetrics software packages.

Diethelm


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?
>  

It's mentioned  there, that this function is SPlus (not R) specific 
[maybe not clear enough] ...

> 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?
>  

Your guess is almost right, the function is called from a SPlus session 
(not R!)  and downloads into
a SPlus object which can be stored in a text file are SQL database with 
the appropriate interface
function ...

> thank you
>
> Jordi Molins
>
> Short Term Products / Treasury
> Capital Markets
>
>  
>
>> Dresdner Kleinwort Wasserstein   
>
> phone    +49 69 713 15329
> fax    +49 69 713 19804
> mobile  +49 171 171 64 61
> mailto:jordi.molins at drkw.com
>
>
>
>
>
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