Dear R Folks, 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. If someone is willing to share their code to get Bloomberg data into R, that would be extremely appreciated. Regards, Prasad
Bloomberg data import
2 messages · Chalasani, Prasad, Dirk Eddelbuettel
Prasad, 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
http://dirk.eddelbuettel.com/papers/r_lim_bloomberg.pdf
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