R Interface to 'Bloomberg'

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

R Access to Bloomberg API

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

A valid and working Bloomberg installation.

Here are a few simple examples.

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",
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"))

Fully functional on Linux, OS X and Windows.

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


Whit Armstrong, Dirk Eddelbuettel and John Laing

GPL-3 for our code

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


Reference manual

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0.3.5 by Dirk Eddelbuettel, 5 months ago

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.

See at CRAN