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rfeedbloomberg
Mike
Mike

Reputation: 1069

R: Request price feed through Bloomberg API

I have just installed the Rbbg package, the Bloomberg API for R. I can't, however, find any documentation. Would someone either be able to point me to some documentation, or, alternatively, give me some guidance w.r.t importing price feeds/data from Bloomberg to R?

Thanks, much appreciated!

Mike

Upvotes: 3

Views: 6361

Answers (1)

Mike
Mike

Reputation: 1069

Found the solution. You have to install Java APIv3 from the Bloomberg terminal (by typing WAPI into the command bar). Once installed you connect it to R using :install.packages("Rbbg", repos = "http://r.findata.org") and conn <- blpConnect(log.level = "finest"). Finally, to extract share price information you use bdp(conn,securities,function).

Useful manual at http://findata.org/rbloomberg/rbloomberg-manual-0-4-144.pdf

Upvotes: 3

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