[R-sig-finance] [R] Bloomberg Data Import to R
Robert Sams
Robert at sanctumfi.com
Fri Feb 24 16:22:02 CET 2006
Hi Tariq,
I'm using 0.91-0 as well. I've tested blpConnect() on R versions 2.1.1 and 2.2.1 and have not come accross the problem you cite. hmm..
Robert
> -----Original Message-----
> From: ¨Tariq Khan [mailto:tariq.khan at gmail.com]
> Sent: Thursday, February 23, 2006 9:44 AM
> To: Robert Sams
> Cc: McGehee, Robert; Andrew Piskorski;
> R-sig-finance at stat.math.ethz.ch;
> duncan at wald.ucdavis.edu
> Subject: Re: [R-sig-finance] [R] Bloomberg Data Import to R
>
>
> Dear Robert,
>
> I know this isn't an issue with RBloomeberg per se, but could you
> please tell us which version of RDCOMClient to use? COMCreate() in
> blpConnect() causes my instance of R to crash on 2.2.1, using
> RDCOMClient 0.91-0, which is the latest version I was able to find on
> Omegahat.
>
> Regards,
>
> Tariq
>
>
> On 2/13/06, Robert Sams <Robert at sanctumfi.com> wrote:
> > My package RBloomberg (v0.1-7) is now on CRAN.
> >
> > RBloomberg can make the following types of data requests to
> the Bloomberg:
> > 1. real-time snapshots
> > 2. historical end-of-day
> > 3. historical intraday bars
> > 4. historical intraday tick-by-tick
> > All calls are made via a single user function blpGetData.
> For example:
> > conn <- blpConnect(iface="COM")
> > ## Historical
> > blpGetData(conn, "ED1 Comdty", "PX_LAST",
> start=chron("1/1/06"), end=chron("1/31/06"))
> > ## Intraday bars (10min intervals)
> > blpGetData(conn, "ED1 Comdty", c("BID","ASK"),
> start=chron("1/31/06", times="16:00:00"),
> > end=chron("1/31/06", times="17:00:00"),
> barfields="OPEN", barsize=10)
> >
> > The design goal is an intuitive R user interface that is
> abstracted from the details of the particular Bloomberg
> interface used. Bloomberg presently offers three interfaces:
> C, .NET and COM. All three are implemented as a desktop
> product and (since late 2005) a server product that now
> supports Linux on Intel hardware. blpGetData is a generic and
> a method will eventually exist for each Bloomberg interface.
> Currently, only the desktop COM interface is supported.
> >
> > Please use it, hack it and give me your feedback.
> >
> > Cheers,
> > Robert
> >
> >
> > > -----Original Message-----
> > > From: McGehee, Robert [mailto:Robert.McGehee at geodecapital.com]
> > > Sent: Friday, February 10, 2006 10:04 PM
> > > To: Andrew Piskorski; r-sig-finance at stat.math.ethz.ch
> > > Subject: Re: [R-sig-finance] [R] Bloomberg Data Import to R
> > >
> > >
> > > 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.
> > >
> > > --Robert
> > >
> > > -----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
> > > Piskorski
> > > 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>
> > > http://www.piskorski.com/
> > >
> > > _______________________________________________
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> > > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> > >
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> >
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