[R] Bloomberg data import

Dirk Eddelbuettel edd at debian.org
Thu Mar 24 20:23:32 CET 2005


Chalasani, Prasad <prasad.chalasani <at> gs.com> writes:
> I know that Enrique Bengoechea ( Credit Suisse ) had posted some code
> snippets for importing Bloomberg historical data into R.
> I found them to be very useful.
> Has anyone succeeded in getting the below items
> from Bloomberg to R?
> (a) historical economic release data,
> (b) tick/intra-day data
> (c) bulk data such as Index membership info, etc.

Yes, I have a package that can do all of the above. See the presentation at

> If someone is willing to share their code
> to get Bloomberg data into R, that would be 
> extremely appreciated.

Unfortunately the code belongs to my (former) employer and cannot be shared.

That said, with a modicum of effort and knowledge of C programming, you can
replicate the package based on a) the excellent Bloomberg C Api documentation
and examples, and b) the 'Writing R Extensions' manual, as well as your choice
among the 500+ packages on CRAN for concrete C linkage examples.  May be
worthwhile discussing with your IT group.  

Regards,  Dirk

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