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

[davidr@rhotrading.com]

I'd be happy to participate, at least as a tester and debugger.
My skill with R programming is only moderate, so I would prefer to leave
that to others who are better at it. I have posted code snippets to the
list, but I haven't moved much beyond that for my own work.
I do have access to Bloomberg, and I agree that there should be no
licensing issues as long as the (raw) data is not redistributed.

David L. Reiner
 

> -----Original Message-----
> From: r-sig-finance-bounces at stat.math.ethz.ch [mailto:r-sig-finance-
> bounces at stat.math.ethz.ch] On Behalf Of Bruno J White
> Sent: Wednesday, February 08, 2006 8:50 AM
> To: Robert Sams
> Cc: r-sig-finance at stat.math.ethz.ch; Pfaff,Bernhard Dr.
> Subject: Re: [R-sig-finance] [R] Bloomberg Data Import to R
> 
> Hi Robert,
> 
> I can verify that is it true that there are MANY people with their own
> solutions to getting bloomberg data into R. I have worked on one such
> system. But all the ones I know of are "proprietary" solutions that
> can't be released to the public.
> 
> I think it would be worth understanding if there is any legal
> implications, because I think a public code base for this would have
"a
> lot" of people WANTING to hack it. For one, I would love to assist in
> development. The catch would be, will they be allowed to by their own
> contractual agreements (if they have some). And if they were, do they
> have access to a bloomberg terminal that can be use for debugging and
> testing.
> 
> Regards,
> Bruno
> 
> 
> On Wed, 2006-02-08 at 14:23 +0000, Robert Sams wrote:
> > 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.
> >
> > Cheers,
> > Robert
> >
> >
> >
> >
> > Robert Sams
> >
> > SANCTUM FI LLP
> > Charles House
> > 18B Charles Street
> > Mayfair
> > 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.
> > >
> > >
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> 
> --
> Bruno J White <bruno at kodero.com>
> Kodero Corporation
> 
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