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.

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"))

Fully functional on Linux, OS X and Windows.

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

install.packages("Rblpapi")

Whit Armstrong, Dirk Eddelbuettel and John Laing

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")

0.3.6 by Dirk Eddelbuettel, 7 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.


See at CRAN