[R-SIG-Finance] Formely known Rbloomberg package

arnaud gaboury arnaud.gaboury at gmail.com
Sun Jan 26 22:26:12 CET 2014


On Sun, Jan 26, 2014 at 9:49 PM, Dirk Eddelbuettel <edd at debian.org> wrote:
>
> On 26 January 2014 at 21:15, arnaud gaboury wrote:
> | >> The version from John's gihub repo should work.
> | >>
> | >> https://github.com/johnlaing/blpwrapper
> |
> | Unfortunately, I am on a Linux machine and my project will be hosted
> | on a linux server. So my choice now is:
> | 1- rewrite the Rbbg package to work on Linux. Any good pointer ?
>
> Please define "rewrite":

For now, I can not install this package  as it is windows only. So I
need to make some changes to install it on my machine, right ?
>From DESCRPTION :

OS_type: windows

I tried with package (devtools) but install_github retruned error.

gabx at hortensia [R] install_github('blpwrapper', 'johnlaing', subdir =
'rbloomberg')
Installing github repo blpwrapper/master from johnlaing
Downloading blpwrapper.zip from
https://github.com/johnlaing/blpwrapper/archive/master.zip
Installing package from /tmp/RtmpG68q1A/blpwrapper.zip
arguments 'minimized' and 'invisible' are for Windows only
Installing Rbbg
'/usr/lib64/R/bin/R' --vanilla CMD INSTALL
'/tmp/RtmpG68q1A/devtools184a4a3a7725/blpwrapper-master/rbloomberg'  \
  --library='/developement/language/r/library' --install-tests

ERROR:  Windows-only package
* removing '/developement/language/r/library/Rbbg'
Error: Command failed (1)
Error during wrapup: cannot open the connection


>
> | >> There is also a less reliable and less feature complete c++ version here
> | >> which I've been working on here:
> | >> https://github.com/armstrtw/Rblpapi
>
> When I wrote the initial RBloomberg (which was never released as it was
> "written on the man's time") I was quite happy with the C API. With Rcpp,
> things should be a breeze.
>
> We do use John's version at work on a Windows pc for the occassional lookup,
> and that has been good enough for us.
>
> Would the emulator you mentioned work on Linux so that we could develop code
> there?  That might be a way to give Whit a hand and write something like
> RcppBlp.

>From bloom emul webpage :

My project emulates:

Intraday tick data requests and responses (.Net, Java, C++),
Intraday bar data requests and responses (.Net, Java, C++),
Reference data requests and responses (.Net, Java, C++),
Historical data requests and responses (.Net, Java, C++), and
Market data subscription events (.Net, Java, C++ coming soon)



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