[R-SIG-Finance] CQG Gateway for R

[Dirk Eddelbuettel]

<insert 'well what do I know about Windows' disclaimer here>

On 16 June 2009 at 10:39, Brian G. Peterson wrote:
| Does anyone have information on a CQG gateway for R like RBloomberg 
| provides?
| 
| Alternately, can the RBloomberg COM client connect to COM on a remote 
| machine?  We have a Bloomberg server license but only a limited number 
| of terminals, so we have access to the data, but I'd like to avoid 
| having to write a custom importer from our database right now if I can 
| avoid it.

When all you have is a hammer :)   I have used Rserve for this.  Rserve on
windows sucks big time -- no multiplexing, only one connection at a time --
but for answering the occassional call to run RBloomberg it may work fine. [1]
Should work best in conjunction with something like vnc or nx as you may need to
restart the beast every now and then as RBloomberg run-time errors are likely
to take down Rserve.

[1] Not that I'd do something like this which could well be in violation of
the terms of service yada yada. 

| It seems as though it should be possible to access a remote COM server 
| using the COMCreate function (*thus the D in DCOM), as long as you have 
| user permissions on that machine.  Any pointers would be greatly 
| appreciated.

That's not my hammer so I leave you with that.

Dirk

-- 
Three out of two people have difficulties with fractions.