R Access to Bloomberg API
Rblpapi provides R with API access to data and calculations from Bloomberg Finance L.P.
A valid and working Bloomberg installation, and the Bloomberg API libraries.
Here are a few simple examples.
library(Rblpapi)
con <- blpConnect()
spx <- bdh(con,securities="SPX Index", fields="PX_LAST", start.date="20130301")
spx.ndx <- bdh(conn,securities=c("SPX Index","NDX Index"), fields="PX_LAST",
start.date="20130301", include.non.trading.days=TRUE)
monthly.options <- structure(c("ACTUAL", "MONTHLY"),
names=c("periodicityAdjustment","periodicitySelection"))
spx.ndx.monthly <- bdh(con,securities=c("SPX Index","NDX Index"), fields="PX_LAST",
start.date="20120101", options=monthly.options))
goog.ge.div <- bdh(con, securities=c("GOOG Equity","GE Equity"),
fields=c("PX_LAST","CF_DVD_PAID"), start.date="20121101")
goog.ge.px <- bdp(con, securities=c("GOOG Equity","GE Equity"),
fields=c("PX_LAST","DS002")
Fully functional on Linux.
Whit Armstrong, Dirk Eddelbuettel and John Laing
GPL-3