Hi R-Experts,
Can anyone tell me how Bloomberg data can be directly downloaded to R?
Is there any package?
Sumanta Basak.
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Hello Sumanto,
your question might be more appropriately been posted to the R-sig-finance
list:
r-sig-finance at stat.math.ethz.ch (I have cc'ed this mail to this list).
To my knowledge neither a function nor a CRAN-package does exist. However,
on the last useR! conference Dirk Edelbuettel presented a proprietary
package that utilised the C API of Bloomberg (type WAPI <GO> on a
Bloomberg
terminal). I am not sure whether Dirk is nowadays inclined or allowed by his
employee to share this package.
As an alternative, you could download data from Bloomberg into Excel, first
(assuming that you are working in a Windows environment) and then load it
into R via RODBC, for example.
Cheers,
Bernhard
Hi R-Experts,
Can anyone tell me how Bloomberg data can be directly downloaded to R?
Is there any package?
Sumanta Basak.
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Hi Sumanta, 1. This messages is much more appropriate for the sig-finance DL instead. Consider signing up (I read up on Amba, so I am sure you have good contributions to make in that forum). 2. To my knowledge, there isn't a direct package. However, if you use Bloomberg's excel plugin, just get the data into excel, save and then bring it in "as usual". I suspect that that's what you are doing already. 3. You may have better luck with the S-Plus plugins. I am just getting started (an don't have any support/maintenace contract), so I don't know what all Insightful has up its sleeve, but I talked to Carol Wedekind about this just thing yesterday. Dr. Yollin, who also listens in on the sig-finance list, may be able to advise you better about what exists. With warm regards, Vivek>Message: 70 >Date: Wed, 8 Feb 2006 15:51:13 +0530 >From: "Sumanta Basak" <sumantab at ambaresearch.com> >Subject: [R] Bloomberg Data Import to R >To: <r-help at stat.math.ethz.ch> >Message-ID: > <14850601FF012647A90A5DB31F96DB37410CF7 at INBLRDC01.BANG.irpvl.com> >Content-Type: text/plain>Hi R-Experts,>Can anyone tell me how Bloomberg data can be directly downloaded to R? >Is there any package?>Sumanta Basak.
Check this out: https://stat.ethz.ch/pipermail/r-sig-finance/2004q3/000051.html You should consider adapting it with rcom instead of RDCOMClient Neuro>From: "Sumanta Basak" <sumantab at ambaresearch.com> >To: <r-help at stat.math.ethz.ch> >Subject: [R] Bloomberg Data Import to R >Date: Wed, 8 Feb 2006 15:51:13 +0530 > > > >Hi R-Experts, > > > >Can anyone tell me how Bloomberg data can be directly downloaded to R? >Is there any package? > >Sumanta Basak. > > >------------------------------------------------------------------------------------------------------------------- >This e-mail may contain confidential and/or privileged infor...{{dropped}} > >______________________________________________ >R-help at stat.math.ethz.ch mailing list >https://stat.ethz.ch/mailman/listinfo/r-help >PLEASE do read the posting guide! >http://www.R-project.org/posting-guide.html