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)
subscribe()function supports live data subscription for a set of tickers and fields (#88).
beqs()example the correct date format is used (PR #85 by Rademeyer).
getBars()now check the start and end times for proper
getBars()function now also return the ‘value traded’ (request of #89).
When R is built with libcurl support, it used to download the build-time library and headers; otherwise
curlis used. This avoids an issue on OS X where
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.