[R-SIG-Finance] Intraday data with RBloomberg

[Adrian Trapletti]

Just my 2 cents: It might be more useful to split the data part from the 
analysis or trading or whatever part. In the first step, data is 
received and stored in a database. Typically a C/C++ or Java application 
receives data and saves it in a database. In a second step, 
applications, e.g., R, may access the data through the database, either 
access historical data or data in realtime. If well designed, the delay 
of receiving data in realtime through the database instead of a direct 
connection is negligible. And you gain a lot of flexibility with this 
design.

Best regards
Adrian

> ------------------------------
>
> Message: 2
> Date: Thu, 5 Jul 2007 10:54:02 -0500
> From: Dirk Eddelbuettel <edd at debian.org>
> Subject: Re: [R-SIG-Finance] [SPAM] - Re: Intraday data with
>     RBloomberg    -    Email found in subject
> To: <davidr at rhotrading.com>
> Cc: r-sig-finance at stat.math.ethz.ch, Ian Seow <ianseow at gmail.com>
> Message-ID: <18061.5146.455992.808579 at basebud.nulle.part>
> Content-Type: text/plain; charset=us-ascii
>
>
> 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 


-- 
Adrian Trapletti
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Switzerland

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Email :   a.trapletti at swissonline.ch