[R-sig-finance] Re: Is there an R-analog of S-Plus's
import.dta.bloomberg
Enrique Bengoechea
enrique.bengoechea at credit-suisse.com
Tue Oct 19 12:45:24 CEST 2004
Hi,
> being able to get Bloomberg data directly into R would be very useful
I am doing this every day. To my knowledge, you can do this in 2 ways:
1) The hard way would be to use the Bloomberg C API (as Dirk Eddelbuettel has done, but he cannot release his work)
2)The easy way would be to use the Bloomberg ActiveX API, as I have done myself. This option is easier because you only have to write R code, and, of course, import some R COM client library (I use RDCOMClient).
You have some example code to import into R Bloomberg time series and fields on a couple of messages I sent to this list some months ago, just search for "Bloomberg" on the archives.
If my company allows (which I should verify) eventually I could clean up my code and release a package. For that it would be useful to know the API of the equivalent S-Plus package and match it. Do you know how to get it?
Regards,
Enrique
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