Date: | April 19, 2013 |
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Authors: | Whit Armstrong |
Contact: | [email protected] |
Web site: | http://github.com/armstrtw/Rblpapi |
License: | GPL-3 |
Rblpapi is an api to access data from Bloomberg Finance L.P.
Here are a few simple examples.
library(Rblpapi) conn <- blpConnect() spx <- bdh(conn,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(conn,securities=c("SPX Index","NDX Index"), fields="PX_LAST", start.date="20120101",options=monthly.options)) goog.ge.div <- bdh(conn,securities=c("GOOG Equity","GE Equity"), fields=c("PX_LAST","CF_DVD_PAID"), start.date="20121101") goog.ge.px <- bdp(conn,securities=c("GOOG Equity","GE Equity"), fields=c("PX_LAST","DS002")