Prasad, Chalasani, Prasad <prasad.chalasani <at> gs.com> writes: > I know that Enrique Bengoechea ( Credit Suisse ) had posted some code > snippets for importing Bloomberg historical data into R. > I found them to be very useful. > > Has anyone succeeded in getting the below items > from Bloomberg to R? > (a) historical economic release data, > (b) tick/intra-day data > (c) bulk data such as Index membership info, etc.
Yes, I have a package that can do all of the above. See the presentation at http://dirk.eddelbuettel.com/papers/r_lim_bloomberg.pdf > If someone is willing to share their code > to get Bloomberg data into R, that would be > extremely appreciated. Unfortunately the code belongs to my (former) employer and cannot be shared. That said, with a modicum of effort and knowledge of C programming, you can replicate the package based on a) the excellent Bloomberg C Api documentation and examples, and b) the 'Writing R Extensions' manual, as well as your choice among the 500+ packages on CRAN for concrete C linkage examples. May be worthwhile discussing with your IT group. Regards, Dirk ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html