[R-SIG-Finance] REUTERS

gordon.morrison at hsbcib.com gordon.morrison at hsbcib.com
Tue Oct 26 15:07:00 CEST 2010


As Brian Peterson suggests, I think it depends on what you want - current
data, historic data, static data, tick data etc.

Brian Ripley's RODBC package has worked very well and reliably for me in
the past - open a connection; send a SQL; close connection; data already in
R.




                                                                           
             "Brian G.                                                     
             Peterson"                                                     
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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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************************************************************
HSBC Bank plc may be solicited in the course of its placement efforts for a
new issue, by investment clients of the firm for whom the Bank as a firm
already provides other services. It may equally decide to allocate to its
own proprietary book or with an associate of HSBC Group. This represents a
potential conflict of interest. HSBC Bank plc has internal arrangements
designed to ensure that the firm would give unbiased and full advice to the
corporate finance client about the valuation and pricing of the offering as
well as internal systems, controls and procedures to identify and manage
conflicts of interest.

HSBC Bank plc
Registered Office: 8 Canada Square, London E14 5HQ, United Kingdom
Registered in England - Number 14259
Authorised and regulated by the Financial Services Authority.
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