Rblpapi v0.3.6

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R Interface to 'Bloomberg'

An R Interface to 'Bloomberg' is provided via the 'Blp API'.

Readme

Rblpapi Build Status Package-License LibraryLicense CRAN Downloads

R Access to Bloomberg API

Background

Rblpapi provides R with access to data and calculations from Bloomberg Finance L.P. via the API libraries provided by Bloomberg at Bloomberg Labs.

Requirements

A valid and working Bloomberg installation.

Examples

Here are a few simple examples.

library(Rblpapi)
con <- blpConnect()     # automatic if option("blpAutoConnect") is TRUE

spx <- bdh(securities = "SPX Index", 
           fields = "PX_LAST", 
           start.date = as.Date("2013-03-01"))

spx_ndx <- bdh(securities = c("SPX Index","NDX Index"), 
               fields = "PX_LAST",
               start.date = as.Date("2013-03-01"), 
               include.non.trading.days = TRUE)

monthlyOptions <- structure(c("ACTUAL", "MONTHLY"),
                            names = c("periodicityAdjustment",
                                      "periodicitySelection"))
spx_ndx_monthly <- bdh(securities = c("SPX Index","NDX Index"), 
                       fields = "PX_LAST",
                       start.date = as.Date("2012-01-01"), 
                       options = monthly.options)

goog_ge_div <- bdh(securities = c("GOOG Equity","GE Equity"),
                   fields = c("PX_LAST","CF_DVD_PAID"), 
                   start.date = as.Date("2012-11-01"))

goog_ge_px <- bdp(securities = c("GOOG Equity","GE Equity"),
                  fields = c("PX_LAST","DS002"))

Status

Fully functional on Linux, OS X and Windows.

Installation

The package is on CRAN and can be installed as usual via

install.packages("Rblpapi")

Interim (source or binary) releases may be also be made available through the ghrr drat repository as well and can be accessed via

install.packages("drat")       # easier repo access + creation
drat:::add("ghrr")             # make it known
install.packages("Rblpapi")    # install it

Authors

Whit Armstrong, Dirk Eddelbuettel and John Laing

License

GPL-3 for our code

License.txt for the Bloomberg libraries and headers it relies upon

Functions in Rblpapi

Name Description
blpDisconnect Placeholder function for disconnection from Bloomberg
bsrch Run 'Bloomberg SRCH' Queries
fieldSearch Search for matching data fields
getBars Get Open/High/Low/Close/Volume Bars from Bloomberg
bds Run 'Bloomberg Data Set' Queries
beqs Run 'Bloomberg EQS' Queries
subscribe Subscribe to streaming market data
bdh Run 'Bloomberg Data History' Queries
bdp Run 'Bloomberg Data Point' Queries
getTicks Get Ticks from Bloomberg
lookupSecurity Look up symbol from Bloomberg
defaultConnection Return the default connection object
fieldInfo Run 'Bloomberg Field Data' Queries
getHeaderVersion Get Bloomberg library header version
getMultipleTicks Get Multiple Ticks from Bloomberg
blpAuthenticate Authenticate Bloomberg API access
blpConnect Establish connection to Bloomberg service
getPortfolio Run 'Portfolio Data' Queries
getRuntimeVersion Get Bloomberg library run-time version
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Details

Date 2017-04-20
VignetteBuilder knitr
LazyLoad yes
LinkingTo Rcpp, BH
SystemRequirements A valid Bloomberg installation. The API headers and dynamic library are downloaded from during the build step. See as well as for API documentation. A compiler recent enough for (at least partial) C++11 support; g++-4.6.* or later should be sufficient and g++-4.9.* or later is preferred.
URL http://dirk.eddelbuettel.com/code/rblpapi.html, https://github.com/Rblp/Rblpapi
BugReports https://github.com/Rblp/Rblpapi/issues
License file LICENSE
RoxygenNote 6.0.1
NeedsCompilation yes
Packaged 2017-04-20 11:59:35.163521 UTC; edd
Repository CRAN
Date/Publication 2017-04-20 15:38:47 UTC

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