[R-SIG-Finance] TSdbi time series database interface

[Paul Gilbert]

I have recently released several updated and some new packages using the 
TSdbi API for interfacing R to time series databases. The vignette in 
the package TSdata 
(http://cran.at.r-project.org/web/packages/TSdata/vignettes/Guide.pdf) 
gives an overview and usage examples for all the packages. The table in 
section 1 gives an indication of which package can be used for which 
source. In addition to the SQL databases originally supported by the 
API, the list of Internet data sources now includes: ABS (Australia), 
ECB, EuroStat, ILO, IMF, INEGI (Mexico), ISTAT (Italy), NBB (Belgium), 
OECD, UIS, Unesco, World Bank, BIS, FRED, Statistics Canada, Yahoo, 
Oanda, PiTrading, Quandl, Bloomberg. In most cases the TSdbi interface 
is a wrapper to other R packages and only provides a common API. The 
underlying packages are indicated in the vignette. Some of these sources 
should be considered beta, as indicated in the vignette. Details in 
addition to the vignette are available at 
http://tsdbi.r-forge.r-project.org/.

The TSdata vignette is the paper that would have been nice to have for 
my R/Finance 2012 presentation. The packages now provide several things 
promised at that time. The main breakthrough has been the package RJSDMX 
by Attilio Mattiocco, Diana Nicoletti, and Gianpaolo Lopez at the Banca 
d'Italia  (https://github.com/amattioc/SDMX/wiki).

If you are aware of other organizations supporting the SDMX/REST 
standard then please let me know so they can be added. If you would like 
to encourage your favourite data organization to use the SDMX/REST 
standard there are useful lists of working group representatives at
http://sdmx.org/wp-content/uploads/2011/03/SDMX-Statistical-Working-Group-members.pdf 
and 
http://sdmx.org/wp-content/uploads/2012/08/SDMX-Technical-Standards-Working-Group-members-2.pdf.

Constructive feedback is always appreciated.

Paul Gilbert