[R-sig-finance] [R] Bloomberg Data Import to R

Robert Sams Robert at sanctumfi.com
Wed Feb 8 15:23:16 CET 2006

Hi Sumanta,

I've written such a package for my own use using Bloomberg's COM interface, the RDCOM package, and some sample code in the R-sig-finance archive. Dirk's approach using the C API is cleaner and platform independent, but the COM route is probably easier to implement. Bernhard's approach is the easiest, as no package writing or even programming is needed, but the whole excel detour is rather pointless unless you're looking at a one-off task that can't justify the programming time required by the first two solutions.

Don't know whether Dirk has distributed his package (never seen it myself), but I'd be happy to throw mine on CRAN if there were people willing to hack it. Otherwise, I can't be bothered to research possible legal implications of Bloomberg's data license, etc and maintain a project if the user base contained no other developers. Suspect that others who have rolled their own solutions have come to the same conclusion..?

By the way, this question has been asked (and answered) before. 


Robert Sams

Charles House
18B Charles Street
London W1J 5DU
Tel: +44 (0) 207 667 6360
Dir: +44 (0) 207 667 6363
fax: +44 (0) 207 667 6460
email: robert at sanctumfi.com

Authorised and Regulated by the FSA. 

> -----Original Message-----
> From: Pfaff, Bernhard Dr. [mailto:Bernhard_Pfaff at fra.invesco.com]
> Sent: Wednesday, February 08, 2006 1:10 PM
> To: 'Sumanta Bask'; r-help at stat.math.ethz.ch
> Cc: 'r-sig-finance at stat.math.ethz.ch'
> Subject: Re: [R-sig-finance] [R] Bloomberg Data Import to R
> Hello Sumanto,
> your question might be more appropriately been posted to the 
> R-sig-finance
> list:
> r-sig-finance at stat.math.ethz.ch (I have cc'ed this mail to this list).
> To my knowledge neither a function nor a CRAN-package does 
> exist. However,
> on the last useR! conference Dirk Edelbuettel presented a proprietary
> package that utilised the C API of Bloomberg (type WAPI <GO> 
> on a Bloomberg
> terminal). I am not sure whether Dirk is nowadays inclined or 
> allowed by his
> employee to share this package.
> As an alternative, you could download data from Bloomberg 
> into Excel, first
> (assuming that you are working in a Windows environment) and 
> then load it
> into R via RODBC, for example.
> Cheers,
> Bernhard
> Hi R-Experts,
> Can anyone tell me how Bloomberg data can be directly downloaded to R?
> Is there any package?
> Sumanta Basak.
> --------------------------------------------------------------
> --------------
> ---------------------------------------
> This e-mail may contain confidential and/or privileged 
> infor...{{dropped}}
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide!
> http://www.R-project.org/posting-guide.html
> *****************************************************************
> Confidentiality Note: The information contained in this 
> mess...{{dropped}}
> _______________________________________________
> R-sig-finance at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance

More information about the R-sig-finance mailing list