[R-sig-finance] Yet another question on Bloomberg...

[Dirk Eddelbuettel]

Jonathan,

On 1 May 2005 at 16:30, Jonathan Q. wrote:
| >From what I have read on the archives there is no simple way to get
| data from bloomberg (historical dailies).  I do have an old version of
| S-Plus and Finmetrics which can download bloomberg data.  I know
| little about R and even less about S-Plus (the software was lying
| around the office from a former employee).
| 
| Question...I wanted a file with price series updated every day or so
| would it make sense to do the download via S/Finmetrics into a file
| and then use the data with R??

Not worth the bother. S-Plus' link to Bloomberg works with the old Bloomberg
to Excel link which I have found to be rather unreliable.

Just use Bloomberg from Excel, and figure out a way to automate that. There
are numerous options via VBA, VB, Perl, Python or R itself using the two COM
binding kits.

That said, S+Finmetrics is a fine product, so if you have that you want to
use it to slice and dice your data.  But as "just" an Excel grabber, it (or
rather: S-Plus) is not that impressive, at least in my book.

Hth, Dirk

-- 
Better to have an approximate answer to the right question than a precise 
answer to the wrong question.  --  John Tukey as quoted by John Chambers