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

McGehee, Robert Robert.McGehee at geodecapital.com
Fri Feb 10 23:04:03 CET 2006

We have implemented interfaces to both the C API and the .NET API.
However, it was my understanding that Bloomberg was deprecating the C
API entirely in favor of the .NET API, so my company has been moving our
data pulls to the new API system. If this is the case, it may be a
wrinkle for a package based on the C API.

FYI: As a Bloomberg terminal is required to pull the data, we have
gotten around the Linux problem by setting up an Apache server on a
Windows box with a Perl or C# wrapper that connects to Bloomberg via the
respective API. We can then pull the data in from any computer by just
querying the Apache server. Seems to work quite well. Of course, someone
still needs to log into the Bloomberg each morning.


-----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 Andrew
Sent: Friday, February 10, 2006 6:30 AM
To: r-sig-finance at stat.math.ethz.ch
Subject: Re: [R-sig-finance] [R] Bloomberg Data Import to R

On Wed, Feb 08, 2006 at 08:42:19AM -0600, Dirk Eddelbuettel wrote:

> Barely platform independent. Bloomberg supports only Windows and
Solaris, and
> I'd be surprised if there even were a dozen installations using
Solaris ...

Last I heard, more than a year ago, Bloomberg was actively trying to
get users off Solaris, setting deadlines for when it would be
desupported, etc.  Bloomberg on Solaris may be gone completely by now,
I'm not sure.

> So matter-of-factishly, it's Windoze-only. Just like the COM solution.

Yep.  Of course, if Bloomberg were suddenly to decide to support their
Terminal on Linux or some other non-Windows operating system,
presumably they would continue to include the C API there as well.

Also, Bloomberg seems to regard their C API as legacy software.  I
assume they won't be adding much new to it, but that also means that
they're unlikely to change it enough to seriously break it's latent
cross-platform-ness, however much of that it really has.  :)

Presumably the Bloomberg Terminal codebase has been becoming more and
more MS Windows centric, though.  My vague understanding was that the
C API doesn't really need the Terminal to function, but it piggy backs
on the Terminal's authentication somehow.  They could stick in some
other sort of authentication if they really wanted to.

I could imagine them spinning off the C API codebase, enhancing it,
and then offering it as some other sort of product.  But then again,
although it's fast, the C API isn't terribly user friendly - even for
C programmers - so maybe their potential customers wouldn't be
interested anyway.

Andrew Piskorski <atp at piskorski.com>

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