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

[Dirk Eddelbuettel]

Hi David,

On 2 May 2005 at 08:55, David Kane wrote:
| Dirk Eddelbuettel writes:
|  > 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.
| 
| This is off topic, but does anyone know of a good overview of
| these sorts of issues? I am especially interested in ways of
| automating Bloomberg downloads from Excel using Perl. Any pointers

When I did that a few years ago, I started from the working examples in the
ActiveState Perl documentation.

Documentation on all this is stil somewhat sparse. As I recall, there is an
O'Reilly book on Python for Win32 that covers is somewhat (the Python folks
have or had some nice examples of DCOM/COM integration).  I think there was
one book (not at O'Reilly) about Perl and DCOM/COM but I found that book
unconvincing.  Your mileage, as they say, may vary ...

| would be appreciated. I have not found Bloomberg technical support to
| be at all useful.

They don't care because what ever they provide you can get in VB/VBA. Now,
the trick is that via COM you can get the same functions without going
through the torturing exercise of writing VBA code.

I had one quick look at the RDCOMClient package you can point-and-click
install from inside R 2.1.0 thanks to BDR's archive of contributions.  Look
into the example directory -- it has several short files that "do stuff" with
Excel directly from R.  I think it would be only a short step from these
examples to invoking existing macros in a spreadsheet so that you can trigger
the data download from the R side.

Hope this helps, Dirk

-- 
An economist is an expert who will know tomorrow why the things he 
predicted yesterday didn't happen today.  --  Laurence J. Peter