R Interface to 'Bloomberg'

An R Interface to 'Bloomberg' is provided via the 'Blp API'.


R Access to Bloomberg API

Background

Rblpapi provides R with access to data and calculations from Bloomberg Finance L.P. via the API libraries provided by Bloomberg at Bloomberg Labs.

Requirements

A valid and working Bloomberg installation.

Examples

Here are a few simple examples.

library(Rblpapi)
con <- blpConnect()  # automatic if option("blpAutoConnect") is TRUE
 
spx <- bdh(securities = "SPX Index", 
           fields = "PX_LAST", 
           start.date = as.Date("2013-03-01"))
 
spx_ndx <- bdh(securities = c("SPX Index","NDX Index"), 
               fields = "PX_LAST",
               start.date = as.Date("2013-03-01"), 
               include.non.trading.days = TRUE)
 
monthlyOptions <- structure(c("ACTUAL", "MONTHLY"),
                            names = c("periodicityAdjustment",
                                      "periodicitySelection"))
spx_ndx_monthly <- bdh(securities = c("SPX Index","NDX Index"), 
                       fields = "PX_LAST",
                       start.date = as.Date("2012-01-01"), 
                       options = monthly.options)
 
goog_ge_div <- bdh(securities = c("GOOG Equity","GE Equity"),
                   fields = c("PX_LAST","CF_DVD_PAID"), 
                   start.date = as.Date("2012-11-01"))
 
goog_ge_px <- bdp(securities = c("GOOG Equity","GE Equity"),
                  fields = c("PX_LAST","DS002"))

Status

Fully functional on Linux, OS X and Windows.

Installation

The package is on CRAN and can be installed as usual via

install.packages("Rblpapi")

Interim (source or binary) releases may be also be made available through the ghrr drat repository as well and can be accessed via

install.packages("drat")       # easier repo access + creation
drat:::add("ghrr")             # make it known
install.packages("Rblpapi")    # install it

Authors

Whit Armstrong, Dirk Eddelbuettel and John Laing

License

GPL-3 for our code

License.txt for the Bloomberg libraries and headers it relies upon

News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("Rblpapi")

0.3.8 by Dirk Eddelbuettel, 5 months ago


http://dirk.eddelbuettel.com/code/rblpapi.html, https://github.com/Rblp/Rblpapi


Report a bug at https://github.com/Rblp/Rblpapi/issues


Browse source code at https://github.com/cran/Rblpapi


Authors: Whit Armstrong, Dirk Eddelbuettel and John Laing


Documentation:   PDF Manual  


Task views: Empirical Finance, Web Technologies and Services


file LICENSE license


Imports Rcpp, utils

Suggests fts, xts, zoo, data.table, knitr, RUnit

Linking to Rcpp, BH

System requirements: A valid Bloomberg installation. The API headers and dynamic library are downloaded from <https://github.com/Rblp/blp> during the build step. See <https://bloomberg.github.io/blpapi-docs/cpp/3.8> as well as <http://www.bloomberglabs.com/api/> for API documentation. A compiler recent enough for (at least partial) C++11 support; g++-4.6.* or later should be sufficient and g++-4.9.* or later is preferred.


Suggested by tidyquant.


See at CRAN