Rblpapi 0.3.5

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A new release of Rblpapi is now on CRAN. Rblpapi provides a direct interface between R and the Bloomberg Terminal via the C++ API provided by Bloomberg Labs (but note that a valid Bloomberg license and installation is required).

This is the sixth release since the package first appeared on CRAN last year. This release brings new functionality via new (getPortfolio()) and extended functions (getTicks()) as well as several fixes:

Changes in Rblpapi version 0.3.5 (2016-10-25)

  • Add new function getPortfolio to retrieve portfolio data via bds (John in #176)

  • Extend getTicks() to (optionally) return non-numeric data as part of data.frame or data.table (Dirk in #200)

  • Similarly extend getMultipleTicks (Dirk in #202)

  • Correct statement on timestamp for getBars (Closes issue #192)

  • Minor edits to a few files in order to either please R(-devel) CMD check --as-cran, or update documentation

Courtesy of CRANberries, there is also a diffstat report for the this release. As always, more detailed information is on the Rblpapi page. Questions, comments etc should go to the issue tickets system at the GitHub repo.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

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