[R-SIG-Finance] [ANN] Rblpapi: Connecting R to Bloomberg

Dirk Eddelbuettel edd at debian.org
Sun Aug 16 18:48:10 CEST 2015

[ This is an ascii version of Friday's blog post at
  which you should go to for the links and colour highlighting. The CRAN
  sites now carry Windows and OS X (Mavericks) binary packages.  -- Dirk ]

   Rblpapi: Connecting R to Bloomberg
   Whit, John and I are thrilled to announce Rblapi, a new CRAN package which
   connects R to the Bloomberg backends.
   Rebuilt from scratch using only the Bloomberg C++ API and the Rcpp and BH
   packages, it offers efficient and direct access from R to a truly vast
   number of financial data series, pricing tools and more. The package has
   been tested on Windows, OS X and Linux. As is standard for CRAN packages,
   binaries for Windows and OS X are provided (or will be once the builders
   caught up). Needless to say, a working Bloomberg installation is required
   to use the package.
   Please see the Rblapi package page for more details, including a large
   part of the introductory vignette document. As a teaser, here are just
   three of the core functions:
      ## Bloomberg Data Point Query
      bdp(c("ESA Index", "SPY US Equity"), c("PX_LAST", "VOLUME"))
      ## Bloomberg Data Set Query
      bds("GOOG US Equity", "TOP_20_HOLDERS_PUBLIC_FILINGS")
      ## Bloomberg Data History Query
      bdh("SPY US Equity", c("PX_LAST", "VOLUME"), start.date=Sys.Date()-31)
      ## Get OHLCV bars (by default hourly and just six of them)
      getBars("ES1 Index")
      ## Get Tick Data (by default last hour)
      getTicks("ES1 Index")
   Source code for the package is at the Rblpapi GitHub repo where issue
   tickets can be filed as well. The sibbling blp GitHub repo contains the
   Bloomberg code required to build and link the package (which is automated
   during the build of the CRAN package). Last but not least the Rblpapi
   package page has more details about the package.

See the blog post for links, and the package page at
for more.  Please use the Github issue tracker at
for bug reports.

Regards,  Dirk

http://dirk.eddelbuettel.com | @eddelbuettel | edd at debian.org

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