[R-SIG-Finance] [SPAM] - Re: Intraday data with RBloomberg - Email found in subject

Dirk Eddelbuettel edd at debian.org
Thu Jul 5 17:54:02 CEST 2007


On 5 July 2007 at 09:56, davidr at rhotrading.com wrote:
| I can verify similar behavior.
| I can get the data via VBA behind Excel.
| Between versions of Bloomberg and R and the difficulty I seem to have
| getting RDCOMClient installed correctly, I have sort of given up on this
| approach, unfortunately so, since it seems so useful. I pretty much use
| VBA/Excel or C# to generate text files to read into R.

Well, the C/C++ code I wrote two employers ago, and which is hence still
owned by that firm and hence no shareable, worked pretty well.

It shouldn't take too long to rewrite this, starting from the Bloomberg C API
examples. As I don't currently use or need Bloomberg, I can't help.  Maybe
somebody else can though.

Dirk

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



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