Re: [R] Bloomberg Data Import to R

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Re: [R] Bloomberg Data Import to R

Pfaff, Bernhard Dr.
Hello Sumanto,

your question might be more appropriately been posted to the R-sig-finance
list:

[hidden email] (I have cc'ed this mail to this list).

To my knowledge neither a function nor a CRAN-package does exist. However,
on the last useR! conference Dirk Edelbuettel presented a proprietary
package that utilised the C API of Bloomberg (type WAPI <GO> on a Bloomberg
terminal). I am not sure whether Dirk is nowadays inclined or allowed by his
employee to share this package.

As an alternative, you could download data from Bloomberg into Excel, first
(assuming that you are working in a Windows environment) and then load it
into R via RODBC, for example.

Cheers,
Bernhard



Hi R-Experts,

 

Can anyone tell me how Bloomberg data can be directly downloaded to R?
Is there any package?

Sumanta Basak.


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Re: [R] Bloomberg Data Import to R

Robert Sams
Hi Sumanta,

I've written such a package for my own use using Bloomberg's COM interface, the RDCOM package, and some sample code in the R-sig-finance archive. Dirk's approach using the C API is cleaner and platform independent, but the COM route is probably easier to implement. Bernhard's approach is the easiest, as no package writing or even programming is needed, but the whole excel detour is rather pointless unless you're looking at a one-off task that can't justify the programming time required by the first two solutions.

Don't know whether Dirk has distributed his package (never seen it myself), but I'd be happy to throw mine on CRAN if there were people willing to hack it. Otherwise, I can't be bothered to research possible legal implications of Bloomberg's data license, etc and maintain a project if the user base contained no other developers. Suspect that others who have rolled their own solutions have come to the same conclusion..?

By the way, this question has been asked (and answered) before.

Cheers,
Robert




Robert Sams

SANCTUM FI LLP
Charles House
18B Charles Street
Mayfair
London W1J 5DU
Tel: +44 (0) 207 667 6360
Dir: +44 (0) 207 667 6363
fax: +44 (0) 207 667 6460
email: [hidden email]

Authorised and Regulated by the FSA.


> -----Original Message-----
> From: Pfaff, Bernhard Dr. [mailto:[hidden email]]
> Sent: Wednesday, February 08, 2006 1:10 PM
> To: 'Sumanta Bask'; [hidden email]
> Cc: '[hidden email]'
> Subject: Re: [R-sig-finance] [R] Bloomberg Data Import to R
>
>
> Hello Sumanto,
>
> your question might be more appropriately been posted to the
> R-sig-finance
> list:
>
> [hidden email] (I have cc'ed this mail to this list).
>
> To my knowledge neither a function nor a CRAN-package does
> exist. However,
> on the last useR! conference Dirk Edelbuettel presented a proprietary
> package that utilised the C API of Bloomberg (type WAPI <GO>
> on a Bloomberg
> terminal). I am not sure whether Dirk is nowadays inclined or
> allowed by his
> employee to share this package.
>
> As an alternative, you could download data from Bloomberg
> into Excel, first
> (assuming that you are working in a Windows environment) and
> then load it
> into R via RODBC, for example.
>
> Cheers,
> Bernhard
>
>
>
> Hi R-Experts,
>
>  
>
> Can anyone tell me how Bloomberg data can be directly downloaded to R?
> Is there any package?
>
> Sumanta Basak.
>
>
> --------------------------------------------------------------
> --------------
> ---------------------------------------
> This e-mail may contain confidential and/or privileged
> infor...{{dropped}}
>
> ______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide!
> http://www.R-project.org/posting-guide.html
> *****************************************************************
> Confidentiality Note: The information contained in this
> mess...{{dropped}}
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>

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Re: [R] Bloomberg Data Import to R

Dirk Eddelbuettel

On 8 February 2006 at 14:23, Robert Sams wrote:
| I've written such a package for my own use using Bloomberg's COM interface,
| the RDCOM package, and some sample code in the R-sig-finance
| archive. Dirk's approach using the C API is cleaner and platform
| independent,

Barely platform independent. Bloomberg supports only Windows and Solaris, and
I'd be surprised if there even were a dozen installations using Solaris ...
So matter-of-factishly, it's Windoze-only. Just like the COM solution.

| but the COM route is probably easier to implement. Bernhard's
| approach is the easiest, as no package writing or even programming is
| needed, but the whole excel detour is rather pointless unless you're
| looking at a one-off task that can't justify the programming time required
| by the first two solutions.
|
| Don't know whether Dirk has distributed his package (never seen it myself),

As I must have explained a dozen times, I wrote that on company time for a
place where I no longer work. It is their property, not mine, so it's not my
call to release it. Practically speaking, it's dead as I am unaware of anyone
using it there.

| but I'd be happy to throw mine on CRAN if there were people willing to hack
| it.

I'd support that idea! I don't do COM myself. That may change one day, but by
being 'in the open', the package has much better chances of getting
enhancements and fixes.

| Otherwise, I can't be bothered to research possible legal implications
| of Bloomberg's data license, etc and maintain a project if the user base

AFAIK not an issue. Bloomberg doesn't care how you slice, dice or analyse
your data --- as long as you don't distribute it. You must keep _the data_ on
the machine with the Bloomberg installation. So no restrictions on your R
code. At the end of the day, you could argue that it makes Bloomberg's
subscription more appealing.

| contained no other developers. Suspect that others who have rolled their
| own solutions have come to the same conclusion..?
|
| By the way, this question has been asked (and answered) before.

Yes, and we all have long given up hope that newbies knew what a list
archive is. Or even a search engine ...

Dirk

PS I was delighted to see Bernhard prove once again that even native speakers
   have a darn high probability of spelling my name wrong :)

--
Hell, there are no rules here - we're trying to accomplish something.
                                                  -- Thomas A. Edison

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Re: [R] Bloomberg Data Import to R

Bruno J White
In reply to this post by Robert Sams
Hi Robert,

I can verify that is it true that there are MANY people with their own
solutions to getting bloomberg data into R. I have worked on one such
system. But all the ones I know of are "proprietary" solutions that
can't be released to the public.

I think it would be worth understanding if there is any legal
implications, because I think a public code base for this would have "a
lot" of people WANTING to hack it. For one, I would love to assist in
development. The catch would be, will they be allowed to by their own
contractual agreements (if they have some). And if they were, do they
have access to a bloomberg terminal that can be use for debugging and
testing.

Regards,
Bruno


On Wed, 2006-02-08 at 14:23 +0000, Robert Sams wrote:

> Hi Sumanta,
>
> I've written such a package for my own use using Bloomberg's COM interface, the RDCOM package, and some sample code in the R-sig-finance archive. Dirk's approach using the C API is cleaner and platform independent, but the COM route is probably easier to implement. Bernhard's approach is the easiest, as no package writing or even programming is needed, but the whole excel detour is rather pointless unless you're looking at a one-off task that can't justify the programming time required by the first two solutions.
>
> Don't know whether Dirk has distributed his package (never seen it myself), but I'd be happy to throw mine on CRAN if there were people willing to hack it. Otherwise, I can't be bothered to research possible legal implications of Bloomberg's data license, etc and maintain a project if the user base contained no other developers. Suspect that others who have rolled their own solutions have come to the same conclusion..?
>
> By the way, this question has been asked (and answered) before.
>
> Cheers,
> Robert
>
>
>
>
> Robert Sams
>
> SANCTUM FI LLP
> Charles House
> 18B Charles Street
> Mayfair
> London W1J 5DU
> Tel: +44 (0) 207 667 6360
> Dir: +44 (0) 207 667 6363
> fax: +44 (0) 207 667 6460
> email: [hidden email]
>
> Authorised and Regulated by the FSA.
>
>
> > -----Original Message-----
> > From: Pfaff, Bernhard Dr. [mailto:[hidden email]]
> > Sent: Wednesday, February 08, 2006 1:10 PM
> > To: 'Sumanta Bask'; [hidden email]
> > Cc: '[hidden email]'
> > Subject: Re: [R-sig-finance] [R] Bloomberg Data Import to R
> >
> >
> > Hello Sumanto,
> >
> > your question might be more appropriately been posted to the
> > R-sig-finance
> > list:
> >
> > [hidden email] (I have cc'ed this mail to this list).
> >
> > To my knowledge neither a function nor a CRAN-package does
> > exist. However,
> > on the last useR! conference Dirk Edelbuettel presented a proprietary
> > package that utilised the C API of Bloomberg (type WAPI <GO>
> > on a Bloomberg
> > terminal). I am not sure whether Dirk is nowadays inclined or
> > allowed by his
> > employee to share this package.
> >
> > As an alternative, you could download data from Bloomberg
> > into Excel, first
> > (assuming that you are working in a Windows environment) and
> > then load it
> > into R via RODBC, for example.
> >
> > Cheers,
> > Bernhard
> >
> >
> >
> > Hi R-Experts,
> >
> >  
> >
> > Can anyone tell me how Bloomberg data can be directly downloaded to R?
> > Is there any package?
> >
> > Sumanta Basak.
> >
> >
> > --------------------------------------------------------------
> > --------------
> > ---------------------------------------
> > This e-mail may contain confidential and/or privileged
> > infor...{{dropped}}
> >
> > ______________________________________________
> > [hidden email] mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide!
> > http://www.R-project.org/posting-guide.html
> > *****************************************************************
> > Confidentiality Note: The information contained in this
> > mess...{{dropped}}
> >
> > _______________________________________________
> > [hidden email] mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> >
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance

--
Bruno J White <[hidden email]>
Kodero Corporation

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Re: [R] Bloomberg Data Import to R

davidr-2
In reply to this post by Pfaff, Bernhard Dr.
I'd be happy to participate, at least as a tester and debugger.
My skill with R programming is only moderate, so I would prefer to leave
that to others who are better at it. I have posted code snippets to the
list, but I haven't moved much beyond that for my own work.
I do have access to Bloomberg, and I agree that there should be no
licensing issues as long as the (raw) data is not redistributed.

David L. Reiner
 

> -----Original Message-----
> From: [hidden email] [mailto:r-sig-finance-
> [hidden email]] On Behalf Of Bruno J White
> Sent: Wednesday, February 08, 2006 8:50 AM
> To: Robert Sams
> Cc: [hidden email]; Pfaff,Bernhard Dr.
> Subject: Re: [R-sig-finance] [R] Bloomberg Data Import to R
>
> Hi Robert,
>
> I can verify that is it true that there are MANY people with their own
> solutions to getting bloomberg data into R. I have worked on one such
> system. But all the ones I know of are "proprietary" solutions that
> can't be released to the public.
>
> I think it would be worth understanding if there is any legal
> implications, because I think a public code base for this would have
"a

> lot" of people WANTING to hack it. For one, I would love to assist in
> development. The catch would be, will they be allowed to by their own
> contractual agreements (if they have some). And if they were, do they
> have access to a bloomberg terminal that can be use for debugging and
> testing.
>
> Regards,
> Bruno
>
>
> On Wed, 2006-02-08 at 14:23 +0000, Robert Sams wrote:
> > Hi Sumanta,
> >
> > I've written such a package for my own use using Bloomberg's COM
> interface, the RDCOM package, and some sample code in the
R-sig-finance
> archive. Dirk's approach using the C API is cleaner and platform
> independent, but the COM route is probably easier to implement.
Bernhard's
> approach is the easiest, as no package writing or even programming is
> needed, but the whole excel detour is rather pointless unless you're
> looking at a one-off task that can't justify the programming time
required
> by the first two solutions.
> >
> > Don't know whether Dirk has distributed his package (never seen it
> myself), but I'd be happy to throw mine on CRAN if there were people
> willing to hack it. Otherwise, I can't be bothered to research
possible
> legal implications of Bloomberg's data license, etc and maintain a
project
> if the user base contained no other developers. Suspect that others
who

> have rolled their own solutions have come to the same conclusion..?
> >
> > By the way, this question has been asked (and answered) before.
> >
> > Cheers,
> > Robert
> >
> >
> >
> >
> > Robert Sams
> >
> > SANCTUM FI LLP
> > Charles House
> > 18B Charles Street
> > Mayfair
> > London W1J 5DU
> > Tel: +44 (0) 207 667 6360
> > Dir: +44 (0) 207 667 6363
> > fax: +44 (0) 207 667 6460
> > email: [hidden email]
> >
> > Authorised and Regulated by the FSA.
> >
> >
> > > -----Original Message-----
> > > From: Pfaff, Bernhard Dr. [mailto:[hidden email]]
> > > Sent: Wednesday, February 08, 2006 1:10 PM
> > > To: 'Sumanta Bask'; [hidden email]
> > > Cc: '[hidden email]'
> > > Subject: Re: [R-sig-finance] [R] Bloomberg Data Import to R
> > >
> > >
> > > Hello Sumanto,
> > >
> > > your question might be more appropriately been posted to the
> > > R-sig-finance
> > > list:
> > >
> > > [hidden email] (I have cc'ed this mail to this
list).
> > >
> > > To my knowledge neither a function nor a CRAN-package does
> > > exist. However,
> > > on the last useR! conference Dirk Edelbuettel presented a
proprietary

> > > package that utilised the C API of Bloomberg (type WAPI <GO>
> > > on a Bloomberg
> > > terminal). I am not sure whether Dirk is nowadays inclined or
> > > allowed by his
> > > employee to share this package.
> > >
> > > As an alternative, you could download data from Bloomberg
> > > into Excel, first
> > > (assuming that you are working in a Windows environment) and
> > > then load it
> > > into R via RODBC, for example.
> > >
> > > Cheers,
> > > Bernhard
> > >
> > >
> > >
> > > Hi R-Experts,
> > >
> > >
> > >
> > > Can anyone tell me how Bloomberg data can be directly downloaded
to R?

> > > Is there any package?
> > >
> > > Sumanta Basak.
> > >
> > >
> > > --------------------------------------------------------------
> > > --------------
> > > ---------------------------------------
> > > This e-mail may contain confidential and/or privileged
> > > infor...{{dropped}}
> > >
> > > ______________________________________________
> > > [hidden email] mailing list
> > > https://stat.ethz.ch/mailman/listinfo/r-help
> > > PLEASE do read the posting guide!
> > > http://www.R-project.org/posting-guide.html
> > > *****************************************************************
> > > Confidentiality Note: The information contained in this
> > > mess...{{dropped}}
> > >
> > > _______________________________________________
> > > [hidden email] mailing list
> > > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> > >
> >
> > _______________________________________________
> > [hidden email] mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>
> --
> Bruno J White <[hidden email]>
> Kodero Corporation
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance

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Re: [R] Bloomberg Data Import to R

Krishna Kumar-2
I can do some testing on the terminals here.. this could  potentially be
a very useful tool.

Kris


[hidden email] wrote:

>  
>
>>I think it would be worth understanding if there is any legal
>>implications, because I think a public code base for this would have
>>    
>>
>"a
>  
>
>>lot" of people WANTING to hack it. For one, I would love to assist in
>>development. The catch would be, will they be allowed to by their own
>>contractual agreements (if they have some). And if they were, do they
>>have access to a bloomberg terminal that can be use for debugging and
>>testing.
>>
>>Regards,
>>Bruno
>>
>>    
>>

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Re: [R] Bloomberg Data Import to R

Andrew Piskorski
In reply to this post by Dirk Eddelbuettel
On Wed, Feb 08, 2006 at 08:42:19AM -0600, Dirk Eddelbuettel wrote:

> Barely platform independent. Bloomberg supports only Windows and Solaris, and
> I'd be surprised if there even were a dozen installations using Solaris ...

Last I heard, more than a year ago, Bloomberg was actively trying to
get users off Solaris, setting deadlines for when it would be
desupported, etc.  Bloomberg on Solaris may be gone completely by now,
I'm not sure.

> So matter-of-factishly, it's Windoze-only. Just like the COM solution.

Yep.  Of course, if Bloomberg were suddenly to decide to support their
Terminal on Linux or some other non-Windows operating system,
presumably they would continue to include the C API there as well.

Also, Bloomberg seems to regard their C API as legacy software.  I
assume they won't be adding much new to it, but that also means that
they're unlikely to change it enough to seriously break it's latent
cross-platform-ness, however much of that it really has.  :)

Presumably the Bloomberg Terminal codebase has been becoming more and
more MS Windows centric, though.  My vague understanding was that the
C API doesn't really need the Terminal to function, but it piggy backs
on the Terminal's authentication somehow.  They could stick in some
other sort of authentication if they really wanted to.

I could imagine them spinning off the C API codebase, enhancing it,
and then offering it as some other sort of product.  But then again,
although it's fast, the C API isn't terribly user friendly - even for
C programmers - so maybe their potential customers wouldn't be
interested anyway.

--
Andrew Piskorski <[hidden email]>
http://www.piskorski.com/

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Re: [R] Bloomberg Data Import to R

Robert Sams
In reply to this post by Pfaff, Bernhard Dr.
I'm a bit confused by the Windoze-only talk. Linux/686 (kernels 2.4 and 2.6) is supported by Bloomberg's Server API. See the docs on WAPI. Or am I missing something?

Btw.. my Bloomberg interface will be on CRAN shortly. I'll post something on this list when it is.

Cheers,
Robert

>
> On Wed, Feb 08, 2006 at 08:42:19AM -0600, Dirk Eddelbuettel wrote:
>
> > Barely platform independent. Bloomberg supports only
> Windows and Solaris, and
> > I'd be surprised if there even were a dozen installations
> using Solaris ...
>
> Last I heard, more than a year ago, Bloomberg was actively trying to
> get users off Solaris, setting deadlines for when it would be
> desupported, etc.  Bloomberg on Solaris may be gone completely by now,
> I'm not sure.
>

> > So matter-of-factishly, it's Windoze-only. Just like the
> COM solution.
>
> Yep.  Of course, if Bloomberg were suddenly to decide to support their
> Terminal on Linux or some other non-Windows operating system,
> presumably they would continue to include the C API there as well.
> Also, Bloomberg seems to regard their C API as legacy software.  I
> assume they won't be adding much new to it, but that also means that
> they're unlikely to change it enough to seriously break it's latent
> cross-platform-ness, however much of that it really has.  :)
>
> Presumably the Bloomberg Terminal codebase has been becoming more and
> more MS Windows centric, though.  My vague understanding was that the
> C API doesn't really need the Terminal to function, but it piggy backs
> on the Terminal's authentication somehow.  They could stick in some
> other sort of authentication if they really wanted to.
>
> I could imagine them spinning off the C API codebase, enhancing it,
> and then offering it as some other sort of product.  But then again,
> although it's fast, the C API isn't terribly user friendly - even for
> C programmers - so maybe their potential customers wouldn't be
> interested anyway.
>
> --
> Andrew Piskorski <[hidden email]>
> http://www.piskorski.com/
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>

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Re: [R] Bloomberg Data Import to R

Andrew Piskorski
On Fri, Feb 10, 2006 at 02:35:38PM -0000, Robert Sams wrote:

> I'm a bit confused by the Windoze-only talk. Linux/686 (kernels 2.4
> and 2.6) is supported by Bloomberg's Server API. See the docs on
> WAPI. Or am I missing something?

No one has been talking about Bloomberg's "Server API".  That must be
some separate and newer product; I don't know anything about it.
People were discussing the C API and COM API, both of which come with
the Bloomberg Terminal.

--
Andrew Piskorski <[hidden email]>
http://www.piskorski.com/

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Re: [R] Bloomberg Data Import to R

McGehee, Robert
In reply to this post by Pfaff, Bernhard Dr.
We have implemented interfaces to both the C API and the .NET API.
However, it was my understanding that Bloomberg was deprecating the C
API entirely in favor of the .NET API, so my company has been moving our
data pulls to the new API system. If this is the case, it may be a
wrinkle for a package based on the C API.

FYI: As a Bloomberg terminal is required to pull the data, we have
gotten around the Linux problem by setting up an Apache server on a
Windows box with a Perl or C# wrapper that connects to Bloomberg via the
respective API. We can then pull the data in from any computer by just
querying the Apache server. Seems to work quite well. Of course, someone
still needs to log into the Bloomberg each morning.

--Robert

-----Original Message-----
From: [hidden email]
[mailto:[hidden email]] On Behalf Of Andrew
Piskorski
Sent: Friday, February 10, 2006 6:30 AM
To: [hidden email]
Subject: Re: [R-sig-finance] [R] Bloomberg Data Import to R

On Wed, Feb 08, 2006 at 08:42:19AM -0600, Dirk Eddelbuettel wrote:

> Barely platform independent. Bloomberg supports only Windows and
Solaris, and
> I'd be surprised if there even were a dozen installations using
Solaris ...

Last I heard, more than a year ago, Bloomberg was actively trying to
get users off Solaris, setting deadlines for when it would be
desupported, etc.  Bloomberg on Solaris may be gone completely by now,
I'm not sure.

> So matter-of-factishly, it's Windoze-only. Just like the COM solution.

Yep.  Of course, if Bloomberg were suddenly to decide to support their
Terminal on Linux or some other non-Windows operating system,
presumably they would continue to include the C API there as well.

Also, Bloomberg seems to regard their C API as legacy software.  I
assume they won't be adding much new to it, but that also means that
they're unlikely to change it enough to seriously break it's latent
cross-platform-ness, however much of that it really has.  :)

Presumably the Bloomberg Terminal codebase has been becoming more and
more MS Windows centric, though.  My vague understanding was that the
C API doesn't really need the Terminal to function, but it piggy backs
on the Terminal's authentication somehow.  They could stick in some
other sort of authentication if they really wanted to.

I could imagine them spinning off the C API codebase, enhancing it,
and then offering it as some other sort of product.  But then again,
although it's fast, the C API isn't terribly user friendly - even for
C programmers - so maybe their potential customers wouldn't be
interested anyway.

--
Andrew Piskorski <[hidden email]>
http://www.piskorski.com/

_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance

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Re: [R] Bloomberg Data Import to R

Robert Sams
In reply to this post by Pfaff, Bernhard Dr.
My package RBloomberg (v0.1-7) is now on CRAN.

RBloomberg can make the following types of data requests to the Bloomberg:
        1. real-time snapshots
        2. historical end-of-day
        3. historical intraday bars
        4. historical intraday tick-by-tick
All calls are made via a single user function blpGetData. For example:
        conn <- blpConnect(iface="COM")
        ## Historical
        blpGetData(conn, "ED1 Comdty", "PX_LAST", start=chron("1/1/06"), end=chron("1/31/06"))
        ## Intraday bars (10min intervals)
        blpGetData(conn, "ED1 Comdty", c("BID","ASK"), start=chron("1/31/06", times="16:00:00"),
        end=chron("1/31/06", times="17:00:00"), barfields="OPEN", barsize=10)

The design goal is an intuitive R user interface that is abstracted from the details of the particular Bloomberg interface used. Bloomberg presently offers three interfaces: C, .NET and COM. All three are implemented as a desktop product and (since late 2005) a server product that now supports Linux on Intel hardware. blpGetData is a generic and a method will eventually exist for each Bloomberg interface. Currently, only the desktop COM interface is supported.

Please use it, hack it and give me your feedback.

Cheers,
Robert


> -----Original Message-----
> From: McGehee, Robert [mailto:[hidden email]]
> Sent: Friday, February 10, 2006 10:04 PM
> To: Andrew Piskorski; [hidden email]
> Subject: Re: [R-sig-finance] [R] Bloomberg Data Import to R
>
>
> We have implemented interfaces to both the C API and the .NET API.
> However, it was my understanding that Bloomberg was deprecating the C
> API entirely in favor of the .NET API, so my company has been
> moving our
> data pulls to the new API system. If this is the case, it may be a
> wrinkle for a package based on the C API.
>
> FYI: As a Bloomberg terminal is required to pull the data, we have
> gotten around the Linux problem by setting up an Apache server on a
> Windows box with a Perl or C# wrapper that connects to
> Bloomberg via the
> respective API. We can then pull the data in from any computer by just
> querying the Apache server. Seems to work quite well. Of
> course, someone
> still needs to log into the Bloomberg each morning.
>
> --Robert
>
> -----Original Message-----
> From: [hidden email]
> [mailto:[hidden email]] On Behalf Of Andrew
> Piskorski
> Sent: Friday, February 10, 2006 6:30 AM
> To: [hidden email]
> Subject: Re: [R-sig-finance] [R] Bloomberg Data Import to R
>
> On Wed, Feb 08, 2006 at 08:42:19AM -0600, Dirk Eddelbuettel wrote:
>
> > Barely platform independent. Bloomberg supports only Windows and
> Solaris, and
> > I'd be surprised if there even were a dozen installations using
> Solaris ...
>
> Last I heard, more than a year ago, Bloomberg was actively trying to
> get users off Solaris, setting deadlines for when it would be
> desupported, etc.  Bloomberg on Solaris may be gone completely by now,
> I'm not sure.
>
> > So matter-of-factishly, it's Windoze-only. Just like the
> COM solution.
>
> Yep.  Of course, if Bloomberg were suddenly to decide to support their
> Terminal on Linux or some other non-Windows operating system,
> presumably they would continue to include the C API there as well.
>
> Also, Bloomberg seems to regard their C API as legacy software.  I
> assume they won't be adding much new to it, but that also means that
> they're unlikely to change it enough to seriously break it's latent
> cross-platform-ness, however much of that it really has.  :)
>
> Presumably the Bloomberg Terminal codebase has been becoming more and
> more MS Windows centric, though.  My vague understanding was that the
> C API doesn't really need the Terminal to function, but it piggy backs
> on the Terminal's authentication somehow.  They could stick in some
> other sort of authentication if they really wanted to.
>
> I could imagine them spinning off the C API codebase, enhancing it,
> and then offering it as some other sort of product.  But then again,
> although it's fast, the C API isn't terribly user friendly - even for
> C programmers - so maybe their potential customers wouldn't be
> interested anyway.
>
> --
> Andrew Piskorski <[hidden email]>
> http://www.piskorski.com/
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>

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Re: [R] Bloomberg Data Import to R

John Marsland
In reply to this post by Andrew Piskorski
Andrew Piskorski <atp <at> piskorski.com> writes:

>
> On Fri, Feb 10, 2006 at 02:35:38PM -0000, Robert Sams wrote:
>
> > I'm a bit confused by the Windoze-only talk. Linux/686 (kernels 2.4
> > and 2.6) is supported by Bloomberg's Server API. See the docs on
> > WAPI. Or am I missing something?
>
> No one has been talking about Bloomberg's "Server API".  That must be
> some separate and newer product; I don't know anything about it.
> People were discussing the C API and COM API, both of which come with
> the Bloomberg Terminal.
>

Quite right the Server API is a new product which allows you to do larger
downloads across a small network. Apparently it costs 4 extra Bloomberg licenses
and you still need a license for each client terminal as well! It works on
Windows and Linux/Solaris (I understand that it's only the Desktop API that's
being phased out on Solaris). But you will be able to feed data to unsupervised
quant models from it. Bloomberg are clamping down on users who do big downloads
and will be capping the useage of the Desktop API soon. Also if you are doing
anything with the data you get off Bloomberg other than using it on the PC that
has the Bloomberg license you are in breach of the data license and likely to
get in severe trouble if found out!

The Server API has a lot more security in it and you don't have to be a 'rocket
scientist' to guess that's coming to the Desktop API soon!

The good news is that I was at Bloomberg the other week and they mentioned a
native Java interface "by the end of the year". Java may well be the best way to
get real time data into R since you can let Java handle the event loop and call
back to your R functions just like in JGR/iPlots etc.

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Re: [R] Bloomberg Data Import to R

John Marsland
In reply to this post by Dirk Eddelbuettel
Dirk Eddelbuettel <edd <at> debian.org> writes:
> | Don't know whether Dirk has distributed his package (never seen it myself),
>
> As I must have explained a dozen times, I wrote that on company time for a
> place where I no longer work. It is their property, not mine, so it's not my
> call to release it. Practically speaking, it's dead as I am unaware of anyone
> using it there.

For others in the same position as Dirk with code that they would like to share
but can't, the GPL itself is quite helpful. My understanding (and I'm not a
lawyer) is that if you use GPLed code and make ammendments or include pieces of
that code, the resulting code is by definition GPL and cannot be licensed
differently with out the original copyrightholder's permission. You can choose
not to tell people or distribute it but it's still GPL.

So rather than writing a standalone package, you can contribute your code as
ammendments to someone else's package - without infringing your company's
intellectual property?

Anybody any thoughts on this?

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Re: [R] Bloomberg Data Import to R

davidr-2
In reply to this post by Pfaff, Bernhard Dr.
The data download limit will be 500,000 REQUESTS per day.
If you ask for 20 fields for 2000 instruments for 500 days in one
function call, that counts as one request.

If you perform any sort of transformation or analysis on the data,
it is permissible to distribute the results (at least within your firm.)

David L. Reiner
 

> -----Original Message-----
> From: [hidden email] [mailto:r-sig-finance-
> [hidden email]] On Behalf Of John Marsland
> Sent: Thursday, February 16, 2006 10:15 AM
> To: [hidden email]
> Subject: Re: [R-sig-finance] [R] Bloomberg Data Import to R
>
> Andrew Piskorski <atp <at> piskorski.com> writes:
>
....
> .... Bloomberg are clamping down on users who do big
> downloads
> and will be capping the useage of the Desktop API soon. Also if you
are
> doing
> anything with the data you get off Bloomberg other than using it on
the PC
> that
> has the Bloomberg license you are in breach of the data license and
likely
> to
> get in severe trouble if found out!
....
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance

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Re: [R] Bloomberg Data Import to R

John Marsland
 <davidr <at> rhotrading.com> writes:

>
> The data download limit will be 500,000 REQUESTS per day.
> If you ask for 20 fields for 2000 instruments for 500 days in one
> function call, that counts as one request.
>
> If you perform any sort of transformation or analysis on the data,
> it is permissible to distribute the results (at least within your firm.)
>
> David L. Reiner
>
No, that counts as 40,000 requests (the time series can be as long as you like)
daily limit 500,000 and monthly limit 30x 500,000. We have been told informally
these are coming down post Server API... it's quite a hard sell on quants!

And technically you can't distribute data or derived data without permission and
you can't put it in a database. Legally you could normally,  but you sign away
that right in the Data License

to quote:

Before you begin pulling Bloomberg data into your desktop application there are
a few extended limitations and rules that you should be aware:

There is a daily limit to the number of hits you can make to our data servers. A
"hit" is defined as one request for a singled security/field pairing. Therefore,
if you request static data for 5 fields and 10 securities, that will translate
into a total of 50 hits. This is currently being enforced. (500,000)

There is a limit to the number of unique securities you can monitor (3,500) at
any one time, where the number of fields is unlimited. This is currently being
enforced.

There is a monthly limit to the number of hits you can make to our data servers.
This is currently being enforced.

Each consumer of the API must be logged into his/her Bloomberg Professional
terminal. This is currently being enforced.

also:

SP agrees that SR may, solely for the purposes and on the conditions set forth
in this Addendum, receive the Information by means of a
Bloomberg Datafeed into Authorized Computers of SR. SR may use the Information,
Reformatted Information and Derived Information for SR's
internal business purposes, including without limitation, as input to computer
applications on Authorized Computers. In no event will SR permit the
Information, Reformatted Information or the Derived Information to be used in
any way not specifically authorized by SP. In no event will SR permit
the Information or the Reformatted Information to be moved, copied, broadcast,
reproduced, ported, or otherwise routed to or used in any fashion
on any non-Authorized Computer, printer, display, or application; provided,
however, that SR may store the Information, Reformatted Information
and Derived Information as set forth herein. SR will take all steps reasonably
necessary to ensure that SR's employees comply with all provisions
of the Agreement, including this Addendum, and will obtain from its employees
appropriate agreements regarding confidentiality and nondisclosure
to prevent unauthorized disclosure and misuse during and after the Term.

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Re: [R] Bloomberg Data Import to R

Parlamis Franklin
Reuters, anyone?

Other than the fact that much my trading was done over Bloomberg  
Mail, which is ubiquitous and without which the financial world would  
collapse, I am not finding anything to recommend Bloomberg over the  
Reuters alternative.  In fact, based on mimimal research it appears  
that Reuters may present fewer platform dependencies and thus fewer  
hurdles for those of us in UNIX/Mac world.

Can anyone comment on Reuters in a positive or negative light?

FP

On Feb 16, 2006, at 8:19 AM, John Marsland wrote:

>  <davidr <at> rhotrading.com> writes:
>
>
>>
>> The data download limit will be 500,000 REQUESTS per day.
>> If you ask for 20 fields for 2000 instruments for 500 days in one
>> function call, that counts as one request.
>>
>> If you perform any sort of transformation or analysis on the data,
>> it is permissible to distribute the results (at least within your  
>> firm.)
>>
>> David L. Reiner
>>
>>
> No, that counts as 40,000 requests (the time series can be as long  
> as you like)
> daily limit 500,000 and monthly limit 30x 500,000. We have been  
> told informally
> these are coming down post Server API... it's quite a hard sell on  
> quants!
>
> And technically you can't distribute data or derived data without  
> permission and
> you can't put it in a database. Legally you could normally,  but  
> you sign away
> that right in the Data License
>
> to quote:
>
> Before you begin pulling Bloomberg data into your desktop  
> application there are
> a few extended limitations and rules that you should be aware:
>
> There is a daily limit to the number of hits you can make to our  
> data servers. A
> "hit" is defined as one request for a singled security/field  
> pairing. Therefore,
> if you request static data for 5 fields and 10 securities, that  
> will translate
> into a total of 50 hits. This is currently being enforced. (500,000)
>
> There is a limit to the number of unique securities you can monitor  
> (3,500) at
> any one time, where the number of fields is unlimited. This is  
> currently being
> enforced.
>
> There is a monthly limit to the number of hits you can make to our  
> data servers.
> This is currently being enforced.
>
> Each consumer of the API must be logged into his/her Bloomberg  
> Professional
> terminal. This is currently being enforced.
>
> also:
>
> SP agrees that SR may, solely for the purposes and on the  
> conditions set forth
> in this Addendum, receive the Information by means of a
> Bloomberg Datafeed into Authorized Computers of SR. SR may use the  
> Information,
> Reformatted Information and Derived Information for SR's
> internal business purposes, including without limitation, as input  
> to computer
> applications on Authorized Computers. In no event will SR permit the
> Information, Reformatted Information or the Derived Information to  
> be used in
> any way not specifically authorized by SP. In no event will SR permit
> the Information or the Reformatted Information to be moved, copied,  
> broadcast,
> reproduced, ported, or otherwise routed to or used in any fashion
> on any non-Authorized Computer, printer, display, or application;  
> provided,
> however, that SR may store the Information, Reformatted Information
> and Derived Information as set forth herein. SR will take all steps  
> reasonably
> necessary to ensure that SR's employees comply with all provisions
> of the Agreement, including this Addendum, and will obtain from its  
> employees
> appropriate agreements regarding confidentiality and nondisclosure
> to prevent unauthorized disclosure and misuse during and after the  
> Term.
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>

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Re: [R] Bloomberg Data Import to R

¨Tariq Khan
In reply to this post by Robert Sams
Dear Robert,

I know this isn't an issue with RBloomeberg per se, but could you
please tell us which version of RDCOMClient to use? COMCreate() in
blpConnect() causes my instance of R to crash on 2.2.1, using
RDCOMClient 0.91-0, which is the latest version I was able to find on
Omegahat.

Regards,

Tariq


On 2/13/06, Robert Sams <[hidden email]> wrote:

> My package RBloomberg (v0.1-7) is now on CRAN.
>
> RBloomberg can make the following types of data requests to the Bloomberg:
>        1. real-time snapshots
>        2. historical end-of-day
>        3. historical intraday bars
>        4. historical intraday tick-by-tick
> All calls are made via a single user function blpGetData. For example:
>        conn <- blpConnect(iface="COM")
>        ## Historical
>        blpGetData(conn, "ED1 Comdty", "PX_LAST", start=chron("1/1/06"), end=chron("1/31/06"))
>        ## Intraday bars (10min intervals)
>        blpGetData(conn, "ED1 Comdty", c("BID","ASK"), start=chron("1/31/06", times="16:00:00"),
>        end=chron("1/31/06", times="17:00:00"), barfields="OPEN", barsize=10)
>
> The design goal is an intuitive R user interface that is abstracted from the details of the particular Bloomberg interface used. Bloomberg presently offers three interfaces: C, .NET and COM. All three are implemented as a desktop product and (since late 2005) a server product that now supports Linux on Intel hardware. blpGetData is a generic and a method will eventually exist for each Bloomberg interface. Currently, only the desktop COM interface is supported.
>
> Please use it, hack it and give me your feedback.
>
> Cheers,
> Robert
>
>
> > -----Original Message-----
> > From: McGehee, Robert [mailto:[hidden email]]
> > Sent: Friday, February 10, 2006 10:04 PM
> > To: Andrew Piskorski; [hidden email]
> > Subject: Re: [R-sig-finance] [R] Bloomberg Data Import to R
> >
> >
> > We have implemented interfaces to both the C API and the .NET API.
> > However, it was my understanding that Bloomberg was deprecating the C
> > API entirely in favor of the .NET API, so my company has been
> > moving our
> > data pulls to the new API system. If this is the case, it may be a
> > wrinkle for a package based on the C API.
> >
> > FYI: As a Bloomberg terminal is required to pull the data, we have
> > gotten around the Linux problem by setting up an Apache server on a
> > Windows box with a Perl or C# wrapper that connects to
> > Bloomberg via the
> > respective API. We can then pull the data in from any computer by just
> > querying the Apache server. Seems to work quite well. Of
> > course, someone
> > still needs to log into the Bloomberg each morning.
> >
> > --Robert
> >
> > -----Original Message-----
> > From: [hidden email]
> > [mailto:[hidden email]] On Behalf Of Andrew
> > Piskorski
> > Sent: Friday, February 10, 2006 6:30 AM
> > To: [hidden email]
> > Subject: Re: [R-sig-finance] [R] Bloomberg Data Import to R
> >
> > On Wed, Feb 08, 2006 at 08:42:19AM -0600, Dirk Eddelbuettel wrote:
> >
> > > Barely platform independent. Bloomberg supports only Windows and
> > Solaris, and
> > > I'd be surprised if there even were a dozen installations using
> > Solaris ...
> >
> > Last I heard, more than a year ago, Bloomberg was actively trying to
> > get users off Solaris, setting deadlines for when it would be
> > desupported, etc.  Bloomberg on Solaris may be gone completely by now,
> > I'm not sure.
> >
> > > So matter-of-factishly, it's Windoze-only. Just like the
> > COM solution.
> >
> > Yep.  Of course, if Bloomberg were suddenly to decide to support their
> > Terminal on Linux or some other non-Windows operating system,
> > presumably they would continue to include the C API there as well.
> >
> > Also, Bloomberg seems to regard their C API as legacy software.  I
> > assume they won't be adding much new to it, but that also means that
> > they're unlikely to change it enough to seriously break it's latent
> > cross-platform-ness, however much of that it really has.  :)
> >
> > Presumably the Bloomberg Terminal codebase has been becoming more and
> > more MS Windows centric, though.  My vague understanding was that the
> > C API doesn't really need the Terminal to function, but it piggy backs
> > on the Terminal's authentication somehow.  They could stick in some
> > other sort of authentication if they really wanted to.
> >
> > I could imagine them spinning off the C API codebase, enhancing it,
> > and then offering it as some other sort of product.  But then again,
> > although it's fast, the C API isn't terribly user friendly - even for
> > C programmers - so maybe their potential customers wouldn't be
> > interested anyway.
> >
> > --
> > Andrew Piskorski <[hidden email]>
> > http://www.piskorski.com/
> >
> > _______________________________________________
> > [hidden email] mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> >
> > _______________________________________________
> > [hidden email] mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> >
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>

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Re: [R] Bloomberg Data Import to R

Robert Sams
In reply to this post by Pfaff, Bernhard Dr.
Hi Tariq,

I'm using 0.91-0 as well. I've tested blpConnect() on R versions 2.1.1 and 2.2.1 and have not come accross the problem you cite. hmm..

Robert

> -----Original Message-----
> From: ¨Tariq Khan [mailto:[hidden email]]
> Sent: Thursday, February 23, 2006 9:44 AM
> To: Robert Sams
> Cc: McGehee, Robert; Andrew Piskorski;
> [hidden email];
> [hidden email]
> Subject: Re: [R-sig-finance] [R] Bloomberg Data Import to R
>
>
> Dear Robert,
>
> I know this isn't an issue with RBloomeberg per se, but could you
> please tell us which version of RDCOMClient to use? COMCreate() in
> blpConnect() causes my instance of R to crash on 2.2.1, using
> RDCOMClient 0.91-0, which is the latest version I was able to find on
> Omegahat.
>
> Regards,
>
> Tariq
>
>
> On 2/13/06, Robert Sams <[hidden email]> wrote:
> > My package RBloomberg (v0.1-7) is now on CRAN.
> >
> > RBloomberg can make the following types of data requests to
> the Bloomberg:
> >        1. real-time snapshots
> >        2. historical end-of-day
> >        3. historical intraday bars
> >        4. historical intraday tick-by-tick
> > All calls are made via a single user function blpGetData.
> For example:
> >        conn <- blpConnect(iface="COM")
> >        ## Historical
> >        blpGetData(conn, "ED1 Comdty", "PX_LAST",
> start=chron("1/1/06"), end=chron("1/31/06"))
> >        ## Intraday bars (10min intervals)
> >        blpGetData(conn, "ED1 Comdty", c("BID","ASK"),
> start=chron("1/31/06", times="16:00:00"),
> >        end=chron("1/31/06", times="17:00:00"),
> barfields="OPEN", barsize=10)
> >
> > The design goal is an intuitive R user interface that is
> abstracted from the details of the particular Bloomberg
> interface used. Bloomberg presently offers three interfaces:
> C, .NET and COM. All three are implemented as a desktop
> product and (since late 2005) a server product that now
> supports Linux on Intel hardware. blpGetData is a generic and
> a method will eventually exist for each Bloomberg interface.
> Currently, only the desktop COM interface is supported.
> >
> > Please use it, hack it and give me your feedback.
> >
> > Cheers,
> > Robert
> >
> >
> > > -----Original Message-----
> > > From: McGehee, Robert [mailto:[hidden email]]
> > > Sent: Friday, February 10, 2006 10:04 PM
> > > To: Andrew Piskorski; [hidden email]
> > > Subject: Re: [R-sig-finance] [R] Bloomberg Data Import to R
> > >
> > >
> > > We have implemented interfaces to both the C API and the .NET API.
> > > However, it was my understanding that Bloomberg was
> deprecating the C
> > > API entirely in favor of the .NET API, so my company has been
> > > moving our
> > > data pulls to the new API system. If this is the case, it may be a
> > > wrinkle for a package based on the C API.
> > >
> > > FYI: As a Bloomberg terminal is required to pull the data, we have
> > > gotten around the Linux problem by setting up an Apache
> server on a
> > > Windows box with a Perl or C# wrapper that connects to
> > > Bloomberg via the
> > > respective API. We can then pull the data in from any
> computer by just
> > > querying the Apache server. Seems to work quite well. Of
> > > course, someone
> > > still needs to log into the Bloomberg each morning.
> > >
> > > --Robert
> > >
> > > -----Original Message-----
> > > From: [hidden email]
> > > [mailto:[hidden email]] On
> Behalf Of Andrew
> > > Piskorski
> > > Sent: Friday, February 10, 2006 6:30 AM
> > > To: [hidden email]
> > > Subject: Re: [R-sig-finance] [R] Bloomberg Data Import to R
> > >
> > > On Wed, Feb 08, 2006 at 08:42:19AM -0600, Dirk Eddelbuettel wrote:
> > >
> > > > Barely platform independent. Bloomberg supports only Windows and
> > > Solaris, and
> > > > I'd be surprised if there even were a dozen installations using
> > > Solaris ...
> > >
> > > Last I heard, more than a year ago, Bloomberg was
> actively trying to
> > > get users off Solaris, setting deadlines for when it would be
> > > desupported, etc.  Bloomberg on Solaris may be gone
> completely by now,
> > > I'm not sure.
> > >
> > > > So matter-of-factishly, it's Windoze-only. Just like the
> > > COM solution.
> > >
> > > Yep.  Of course, if Bloomberg were suddenly to decide to
> support their
> > > Terminal on Linux or some other non-Windows operating system,
> > > presumably they would continue to include the C API there as well.
> > >
> > > Also, Bloomberg seems to regard their C API as legacy software.  I
> > > assume they won't be adding much new to it, but that also
> means that
> > > they're unlikely to change it enough to seriously break
> it's latent
> > > cross-platform-ness, however much of that it really has.  :)
> > >
> > > Presumably the Bloomberg Terminal codebase has been
> becoming more and
> > > more MS Windows centric, though.  My vague understanding
> was that the
> > > C API doesn't really need the Terminal to function, but
> it piggy backs
> > > on the Terminal's authentication somehow.  They could
> stick in some
> > > other sort of authentication if they really wanted to.
> > >
> > > I could imagine them spinning off the C API codebase,
> enhancing it,
> > > and then offering it as some other sort of product.  But
> then again,
> > > although it's fast, the C API isn't terribly user
> friendly - even for
> > > C programmers - so maybe their potential customers wouldn't be
> > > interested anyway.
> > >
> > > --
> > > Andrew Piskorski <[hidden email]>
> > > http://www.piskorski.com/
> > >
> > > _______________________________________________
> > > [hidden email] mailing list
> > > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> > >
> > > _______________________________________________
> > > [hidden email] mailing list
> > > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> > >
> >
> > _______________________________________________
> > [hidden email] mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> >
>

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Re: [R] Bloomberg Data Import to R

¨Tariq Khan
OK, Robert, thanks for confirming that. I'm on my own then :-). Code
by Enrique Bengochea works on 2.01 for me, which is what I have been
using till now.

Thanks,

Tariq

On 2/24/06, Robert Sams <[hidden email]> wrote:

> Hi Tariq,
>
> I'm using 0.91-0 as well. I've tested blpConnect() on R versions 2.1.1 and 2.2.1 and have not come accross the problem you cite. hmm..
>
> Robert
>
> > -----Original Message-----
> > From: ¨Tariq Khan [mailto:[hidden email]]
> > Sent: Thursday, February 23, 2006 9:44 AM
> > To: Robert Sams
> > Cc: McGehee, Robert; Andrew Piskorski;
> > [hidden email];
> > [hidden email]
> > Subject: Re: [R-sig-finance] [R] Bloomberg Data Import to R
> >
> >
> > Dear Robert,
> >
> > I know this isn't an issue with RBloomeberg per se, but could you
> > please tell us which version of RDCOMClient to use? COMCreate() in
> > blpConnect() causes my instance of R to crash on 2.2.1, using
> > RDCOMClient 0.91-0, which is the latest version I was able to find on
> > Omegahat.
> >
> > Regards,
> >
> > Tariq
> >
> >
> > On 2/13/06, Robert Sams <[hidden email]> wrote:
> > > My package RBloomberg (v0.1-7) is now on CRAN.
> > >
> > > RBloomberg can make the following types of data requests to
> > the Bloomberg:
> > >        1. real-time snapshots
> > >        2. historical end-of-day
> > >        3. historical intraday bars
> > >        4. historical intraday tick-by-tick
> > > All calls are made via a single user function blpGetData.
> > For example:
> > >        conn <- blpConnect(iface="COM")
> > >        ## Historical
> > >        blpGetData(conn, "ED1 Comdty", "PX_LAST",
> > start=chron("1/1/06"), end=chron("1/31/06"))
> > >        ## Intraday bars (10min intervals)
> > >        blpGetData(conn, "ED1 Comdty", c("BID","ASK"),
> > start=chron("1/31/06", times="16:00:00"),
> > >        end=chron("1/31/06", times="17:00:00"),
> > barfields="OPEN", barsize=10)
> > >
> > > The design goal is an intuitive R user interface that is
> > abstracted from the details of the particular Bloomberg
> > interface used. Bloomberg presently offers three interfaces:
> > C, .NET and COM. All three are implemented as a desktop
> > product and (since late 2005) a server product that now
> > supports Linux on Intel hardware. blpGetData is a generic and
> > a method will eventually exist for each Bloomberg interface.
> > Currently, only the desktop COM interface is supported.
> > >
> > > Please use it, hack it and give me your feedback.
> > >
> > > Cheers,
> > > Robert
> > >
> > >
> > > > -----Original Message-----
> > > > From: McGehee, Robert [mailto:[hidden email]]
> > > > Sent: Friday, February 10, 2006 10:04 PM
> > > > To: Andrew Piskorski; [hidden email]
> > > > Subject: Re: [R-sig-finance] [R] Bloomberg Data Import to R
> > > >
> > > >
> > > > We have implemented interfaces to both the C API and the .NET API.
> > > > However, it was my understanding that Bloomberg was
> > deprecating the C
> > > > API entirely in favor of the .NET API, so my company has been
> > > > moving our
> > > > data pulls to the new API system. If this is the case, it may be a
> > > > wrinkle for a package based on the C API.
> > > >
> > > > FYI: As a Bloomberg terminal is required to pull the data, we have
> > > > gotten around the Linux problem by setting up an Apache
> > server on a
> > > > Windows box with a Perl or C# wrapper that connects to
> > > > Bloomberg via the
> > > > respective API. We can then pull the data in from any
> > computer by just
> > > > querying the Apache server. Seems to work quite well. Of
> > > > course, someone
> > > > still needs to log into the Bloomberg each morning.
> > > >
> > > > --Robert
> > > >
> > > > -----Original Message-----
> > > > From: [hidden email]
> > > > [mailto:[hidden email]] On
> > Behalf Of Andrew
> > > > Piskorski
> > > > Sent: Friday, February 10, 2006 6:30 AM
> > > > To: [hidden email]
> > > > Subject: Re: [R-sig-finance] [R] Bloomberg Data Import to R
> > > >
> > > > On Wed, Feb 08, 2006 at 08:42:19AM -0600, Dirk Eddelbuettel wrote:
> > > >
> > > > > Barely platform independent. Bloomberg supports only Windows and
> > > > Solaris, and
> > > > > I'd be surprised if there even were a dozen installations using
> > > > Solaris ...
> > > >
> > > > Last I heard, more than a year ago, Bloomberg was
> > actively trying to
> > > > get users off Solaris, setting deadlines for when it would be
> > > > desupported, etc.  Bloomberg on Solaris may be gone
> > completely by now,
> > > > I'm not sure.
> > > >
> > > > > So matter-of-factishly, it's Windoze-only. Just like the
> > > > COM solution.
> > > >
> > > > Yep.  Of course, if Bloomberg were suddenly to decide to
> > support their
> > > > Terminal on Linux or some other non-Windows operating system,
> > > > presumably they would continue to include the C API there as well.
> > > >
> > > > Also, Bloomberg seems to regard their C API as legacy software.  I
> > > > assume they won't be adding much new to it, but that also
> > means that
> > > > they're unlikely to change it enough to seriously break
> > it's latent
> > > > cross-platform-ness, however much of that it really has.  :)
> > > >
> > > > Presumably the Bloomberg Terminal codebase has been
> > becoming more and
> > > > more MS Windows centric, though.  My vague understanding
> > was that the
> > > > C API doesn't really need the Terminal to function, but
> > it piggy backs
> > > > on the Terminal's authentication somehow.  They could
> > stick in some
> > > > other sort of authentication if they really wanted to.
> > > >
> > > > I could imagine them spinning off the C API codebase,
> > enhancing it,
> > > > and then offering it as some other sort of product.  But
> > then again,
> > > > although it's fast, the C API isn't terribly user
> > friendly - even for
> > > > C programmers - so maybe their potential customers wouldn't be
> > > > interested anyway.
> > > >
> > > > --
> > > > Andrew Piskorski <[hidden email]>
> > > > http://www.piskorski.com/
> > > >
> > > > _______________________________________________
> > > > [hidden email] mailing list
> > > > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> > > >
> > > > _______________________________________________
> > > > [hidden email] mailing list
> > > > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> > > >
> > >
> > > _______________________________________________
> > > [hidden email] mailing list
> > > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> > >
> >
>

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