import.data.rte in R?

Jordi,

Dirk,

when you say: "At this point I cannot release the code for it.", is it for
copyright issues or for some other reasons? even though currently you cannot
do it, do you think that you will be able to do it in the foreseeable
future?

Yes, sorry, I wasn't very clear.  Both of those statements are true.  

As I did that development at work, it "belongs" to work and it is not
entirely my call if, and when, it gets released. "Intellectual property" is
increasingly seen as a competetive asset, and we are frequently reminded of
that, and even encouraged to think about patenting our work if 'suitable'.

I will need to lobby for my personal view that a connector package is
'merely' infrastructure, and that we'd be fine open source'ing it. But I
have have no idea how long that may take.  So 'future', yes; 'foreseeable
future' maybe not. I will certainly provide updates on that here.

I am not a professional programmer (I am a trader), and if somebody that is
proficient with the Bloomberg C-API could give me hints, I would be
extremely grateful ... of course, I understand the problems of sharing
propietary algorithms.

Your colleague Bernhard was also interested, and I have pointed him to the
(actually pretty decent) Bloomberg documentation and C API kit. Couple that
with some understanding one needs from hooking C code into R, and it is no
longer unsurmountable.  Maybe Bernhard and you need to find a sponsor to pay
for it inside DRKW, and then let a developer code it up for you. And maybe
you even get the bosses to release it ?

I am already using the (D)COM port. It is pretty useful in the corporate
environment. How would you use it for retrieving data into a database? you
would call the import.data.rte, store the data in some array, and then use
VBA code to send it to Access?

R can talk directly to many databases, RODBC helps a lot. The key would be
to get it into R first.

About LIM: what is the advantage of LIM above Bloomberg or Reuters?

It's mostly complementary. LIM is for historical data, as well as the
ability to create / run scenarios in an almost normal language as in (NB:
untested, typing this from home)

	show TY: three day percent change in TY 
	when fedfunds is larger than previous value of fedfunds plus 0.49

See www.lim.com for more.

Dirk

White House officials praised the performance of the controversial 
new Diebold electronic voting machines, which successfully tabulated 
final results from Florida before a single vote was cast.
          -- Andy Borowitz, http://borowitzreport.com, 28 June 2004