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

[Dirk Eddelbuettel]

On 8 February 2006 at 14:23, Robert Sams wrote:
| 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,

Barely platform independent. Bloomberg supports only Windows and Solaris, and
I'd be surprised if there even were a dozen installations using Solaris ...
So matter-of-factishly, it's Windoze-only. Just like the COM solution.

| 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),

As I must have explained a dozen times, I wrote that on company time for a
place where I no longer work. It is their property, not mine, so it's not my
call to release it. Practically speaking, it's dead as I am unaware of anyone
using it there.

| but I'd be happy to throw mine on CRAN if there were people willing to hack
| it. 

I'd support that idea! I don't do COM myself. That may change one day, but by
being 'in the open', the package has much better chances of getting
enhancements and fixes.

| 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

AFAIK not an issue. Bloomberg doesn't care how you slice, dice or analyse
your data --- as long as you don't distribute it. You must keep _the data_ on
the machine with the Bloomberg installation. So no restrictions on your R
code. At the end of the day, you could argue that it makes Bloomberg's
subscription more appealing.

| 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. 

Yes, and we all have long given up hope that newbies knew what a list
archive is. Or even a search engine ...

Dirk

PS I was delighted to see Bernhard prove once again that even native speakers
   have a darn high probability of spelling my name wrong :)

-- 
Hell, there are no rules here - we're trying to accomplish something. 
                                                  -- Thomas A. Edison