My script about my lecture course is named "Computing with R and _Splus_ for Financial Engineers: Markets Basic Statistics, Date and Time Management". Unfortunately it is not (yet) a (real) "User Guide" for my Rmetrics packages, but it can be very helpful in many aspects in using the Rmetrics packages although it still covers some SPlus specific topics. Currently I'm fighting to keep almost 1'000 pages, which is the size of my scripts, up to date and I hope that I can finish this effort in spring 2005. Originally I have written all my functions for SPlus, and with the move of Insightful away from SPlus-2000 I changed to R. The move was a big effort (and is not yet complete), since my packages have a few hundreds of functions. I have renamed all the download specific functions from SPlus style notation like for example "import.data.provider" to "importProvider" to make clear also by renaming that these functions have changed and are now R-specific. My SPlus function named "import.data.rte" was written originally a few years ago for SPlus (not R!) and required the commercial "rte" Software package. This function allowed to download data from a Reuters feed. I have not added this function to the Rmetrics Software, so that you will find there no functions for the download of Reuters data. It is not planned to reactivate this function for R because I have currently no access to a Reuters feed neither a valid license for the "rte" Software. However, in principle it should not be too difficult to rewrite this function for R along with the help of the "import.data.rte" code, but it needs some work and testing! If somebody is interested in the original SPlus code, please send me an email. If not outdated (for some reasons) the functions should still work together with SPlus (not R), with "rte", and with the Reuters feed. I have to apologize for any misunderstanding caused by my lecture scripts (originally written for R and SPlus) in use together with the Rmetrics software packages. Diethelm
Molins, Jordi wrote:
Hello, in the fBasics pdf file, page 108, it is said that import.data.rte downloads data from Reuters Feed. I have both Bloomberg and Reuters, but not S-Plus (I work with R). Is there a way to have both (or at least one) datafeeds in R?
It's mentioned there, that this function is SPlus (not R) specific [maybe not clear enough] ...
Another question: I guess that import.data.rte is a function that is called from an R session, and it downloads data into some R object. Is it possible to create a script that automatically sends these data into a database?
Your guess is almost right, the function is called from a SPlus session (not R!) and downloads into a SPlus object which can be stored in a text file are SQL database with the appropriate interface function ...
thank you Jordi Molins Short Term Products / Treasury Capital Markets
Dresdner Kleinwort Wasserstein
phone +49 69 713 15329
fax +49 69 713 19804
mobile +49 171 171 64 61
mailto:jordi.molins@drkw.com
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