[R-SIG-Finance] REUTERS

Brian G. Peterson brian at braverock.com
Tue Oct 26 14:54:30 CEST 2010


On 10/26/2010 06:01 AM, Daniel Cegiełka wrote:
> http://www.theresearchkitchen.com/blog/archives/287
>
> <http://www.theresearchkitchen.com/blog/archives/287>
>
> 2010/10/26 Costas<risk2009 at ath.forthnet.gr>
>
>> Hello,
>>
>> Has anybody used R with Reuters? Can we download data from there?

This presumes you have access to the Reuters desktop (like a Bloomberg 
terminal).  If you're using the Reuters TickHistory product, it is an 
FTP+SSL download after you put in requests.

We've found it easiest to use the TickHistory product by manually 
submitting requests, and then using curl to download the files, split 
them up,. and load them into R using standard techniques. We might have 
something a little more industrial-strength to release soon.

Regards,

   - Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock



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