[R-sig-finance] Is there an R-analog of S-Plus's import.dta.bloomberg?

[Dirk Eddelbuettel]

On Mon, Oct 18, 2004 at 03:47:33PM -0500, davidr at rhotrading.com wrote:
> Has anyone considered implementing an R version of S-Plus's
> import.data.bloomberg?
> 
> (Or perhaps someone has?)
> 
> I realize that Bloomberg is expensive so few will have access to it, but
> being able to get Bloomberg data directly into R would be very useful
> (as it has been in S-Plus.)

Sure is. I wrote a package for it against the (rather well documented)
Bloomberg C API -- try WAPI <Go> and look for the 'C SDK' under downloads.
http://dirk.eddelbuettel.com/presentations.html has slides I showed at the
Use R! 2004 conference about this and a related connector package (for Lim).
I cannot release these as the work was done on company time. 

>From what I can tell, most people use Excel as a go-between and use the
Beier and Neuwirth tools to connect Excel to R (they have a list in Vienna,
at http://mailman.csd.univie.ac.at/pipermail/rcom-l/ where some of the
regulars contribute as well).

Seeing your address, and given I work across the street from you: would you
consider a 'Chicago Area S Users Group' feasible?  A friend and I once toyed
with the idea, but didn't end up doing anything about it. Email me off-list
if you'd be up for it.

Regards, Dirk

-- 
Those are my principles, and if you don't like them... well, I have others.
                                                -- Groucho Marx