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

Parlamis Franklin fparlamis at mac.com
Thu Feb 16 20:12:14 CET 2006

Reuters, anyone?

Other than the fact that much my trading was done over Bloomberg  
Mail, which is ubiquitous and without which the financial world would  
collapse, I am not finding anything to recommend Bloomberg over the  
Reuters alternative.  In fact, based on mimimal research it appears  
that Reuters may present fewer platform dependencies and thus fewer  
hurdles for those of us in UNIX/Mac world.

Can anyone comment on Reuters in a positive or negative light?


On Feb 16, 2006, at 8:19 AM, John Marsland wrote:

>  <davidr <at> rhotrading.com> writes:
>> The data download limit will be 500,000 REQUESTS per day.
>> If you ask for 20 fields for 2000 instruments for 500 days in one
>> function call, that counts as one request.
>> If you perform any sort of transformation or analysis on the data,
>> it is permissible to distribute the results (at least within your  
>> firm.)
>> David L. Reiner
> No, that counts as 40,000 requests (the time series can be as long  
> as you like)
> daily limit 500,000 and monthly limit 30x 500,000. We have been  
> told informally
> these are coming down post Server API... it's quite a hard sell on  
> quants!
> And technically you can't distribute data or derived data without  
> permission and
> you can't put it in a database. Legally you could normally,  but  
> you sign away
> that right in the Data License
> to quote:
> Before you begin pulling Bloomberg data into your desktop  
> application there are
> a few extended limitations and rules that you should be aware:
> There is a daily limit to the number of hits you can make to our  
> data servers. A
> "hit" is defined as one request for a singled security/field  
> pairing. Therefore,
> if you request static data for 5 fields and 10 securities, that  
> will translate
> into a total of 50 hits. This is currently being enforced. (500,000)
> There is a limit to the number of unique securities you can monitor  
> (3,500) at
> any one time, where the number of fields is unlimited. This is  
> currently being
> enforced.
> There is a monthly limit to the number of hits you can make to our  
> data servers.
> This is currently being enforced.
> Each consumer of the API must be logged into his/her Bloomberg  
> Professional
> terminal. This is currently being enforced.
> also:
> SP agrees that SR may, solely for the purposes and on the  
> conditions set forth
> in this Addendum, receive the Information by means of a
> Bloomberg Datafeed into Authorized Computers of SR. SR may use the  
> Information,
> Reformatted Information and Derived Information for SR's
> internal business purposes, including without limitation, as input  
> to computer
> applications on Authorized Computers. In no event will SR permit the
> Information, Reformatted Information or the Derived Information to  
> be used in
> any way not specifically authorized by SP. In no event will SR permit
> the Information or the Reformatted Information to be moved, copied,  
> broadcast,
> reproduced, ported, or otherwise routed to or used in any fashion
> on any non-Authorized Computer, printer, display, or application;  
> provided,
> however, that SR may store the Information, Reformatted Information
> and Derived Information as set forth herein. SR will take all steps  
> reasonably
> necessary to ensure that SR's employees comply with all provisions
> of the Agreement, including this Addendum, and will obtain from its  
> employees
> appropriate agreements regarding confidentiality and nondisclosure
> to prevent unauthorized disclosure and misuse during and after the  
> Term.
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