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

[Enrique Bengoechea]

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