RBloomberg tick data

Make sure you have the most recent version of RBloomberg as this code
has been updated recently.

I haven't done enough testing on this (as it tends to use up one's
daily allowance very quickly). If you request a lot of data at once
and Bloomberg splits this into batches, the Java array will have to be
resized. If you request it in smaller batches, you'll have to stitch
it together in R. I suggest you use trial and error (preferably at the
end of the day so if you run out of allowance it won't matter) and see
what works best on your machine.

You might also consider writing some Java code (or one of the
scripting languages described on findata.org) and write the data to
text files first rather than reading it into R directly.