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

[Andrew Piskorski]

On Mon, Oct 18, 2004 at 04:04:20PM -0500, Dirk Eddelbuettel wrote:
> On Mon, Oct 18, 2004 at 03:47:33PM -0500, davidr at rhotrading.com wrote:

> > 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.

The Bloomberg C API is reasonably well documented, but it is also
quite low level, so it NEEDS to be.  For anyone going that route, my
advice is to pay careful attention to the dozen or so example C
programs Bloomberg provides, as they are ugly, but CORRECT.

Whenever you encounter subtle correctness or performance bugs in your
code, look again at Bloomberg's examples.  Often you will see that
they are doing something in one particular way which happens to work
well, even though the API docs don't seem to require that you do it
exactly that way.  Basically, the Bloomberg C API docs are helpful but
do not fully specify how you need to use it.  The C examples do.

-- 
Andrew Piskorski <atp at piskorski.com>
http://www.piskorski.com/