Rblpapi 0.3.2

December 7, 2015

(This article was first published on Thinking inside the box , and kindly contributed to R-bloggers)

The second update to the Rblpapi package (since the initial CRAN upload in August) is now available. Rblpapi connects R to the Bloomberg system, giving access to a truly vast array of time series data and custom calculations.

This release brings a new subscribe() function for real-time data, written by Whit. Don’t get too excited because R’s single-threadedness places some limits of the usefulness of this–but it is still tremendously valuable for checking other data sources etc pp. Also included in this release are a ton of bug fixes, many contributed by Rademeyer — see below for more details.

Changes in Rblpapi version 0.3.2 (2015-12-07)

  • A new subscribe() function supports live data subscription for a set of tickers and fields (#88).

  • In the beqs() example the correct date format is used (PR #85 by Rademeyer).

  • Both getTicks() and getBars() now check the start and end times for proper Datetime class.

  • The getBars() function now also return the ‘value traded’ (request of #89).

  • An error in the documentation for bdh was corrected (PR #93 by Rademeyer closing #85).

  • The beqs() function is now more robust with respect to empty return columns (PR #100 by Rademeyer fixing ticket #99).

  • The getBars() function now uses a single (named) vector options to pass optional values to the underlying function (PR #105 updating PR #48 and fixing #47).

  • When R is built with libcurl support, it used to download the build-time library and headers; otherwise curl is used. This avoids an issue on OS X where curl is insufficient.

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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