------------------------------
Message: 2
Date: Thu, 5 Jul 2007 10:54:02 -0500
From: Dirk Eddelbuettel <edd at debian.org>
Subject: Re: [R-SIG-Finance] [SPAM] - Re: Intraday data with
RBloomberg - Email found in subject
To: <davidr at rhotrading.com>
Cc: r-sig-finance at stat.math.ethz.ch, Ian Seow <ianseow at gmail.com>
Message-ID: <18061.5146.455992.808579 at basebud.nulle.part>
Content-Type: text/plain; charset=us-ascii
On 5 July 2007 at 09:56, davidr at rhotrading.com wrote:
| I can verify similar behavior.
| I can get the data via VBA behind Excel.
| Between versions of Bloomberg and R and the difficulty I seem to have
| getting RDCOMClient installed correctly, I have sort of given up on this
| approach, unfortunately so, since it seems so useful. I pretty much use
| VBA/Excel or C# to generate text files to read into R.
Well, the C/C++ code I wrote two employers ago, and which is hence still
owned by that firm and hence no shareable, worked pretty well.
It shouldn't take too long to rewrite this, starting from the Bloomberg C API
examples. As I don't currently use or need Bloomberg, I can't help. Maybe
somebody else can though.
Dirk