https://github.com/Rblp/Rblpapi

R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/
https://github.com/Rblp/Rblpapi

bloomberg bloomberg-api cran r r-package rcpp

Last synced: 5 months ago
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R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/

• Host: GitHub
• URL: https://github.com/Rblp/Rblpapi
• Owner: Rblp
• License: other
• Created: 2013-04-19T13:13:15.000Z (about 12 years ago)
• Default Branch: master
• Last Pushed: 2024-02-25T19:43:34.000Z (about 1 year ago)
• Last Synced: 2024-03-27T03:51:27.256Z (about 1 year ago)
• Topics: bloomberg, bloomberg-api, cran, r, r-package, rcpp
• Language: C++
• Homepage:
• Size: 12.7 MB
• Stars: 163
• Watchers: 32
• Forks: 77
• Open Issues: 41
• Metadata Files:
  • Readme: README.md
  • Changelog: ChangeLog
  • License: LICENSE

Awesome Lists containing this project

• awesome-quant - Rblpapi - An R Interface to 'Bloomberg' is provided via the 'Blp API'. (R / Data Sources)

README

        

## Rblpapi: R Access to Bloomberg API

[![Build Status](https://github.com/Rblp/Rblpapi/actions/workflows/ci.yaml/badge.svg)](https://github.com/Rblp/Rblpapi/actions/workflows/ci.yaml)

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[![LibraryLicense](https://img.shields.io/badge/license-License.txt-yellow.svg?style=flat)](https://raw.githubusercontent.com/Rblp/Rblpapi/master/inst/License.txt)

[![CRAN](https://www.r-pkg.org/badges/version/Rblpapi)](https://cran.r-project.org/package=Rblpapi)

[![Dependencies](https://tinyverse.netlify.app/badge/Rblpapi)](https://cran.r-project.org/package=Rblpapi)

[![Downloads](https://cranlogs.r-pkg.org/badges/Rblpapi?color=brightgreen)](https://www.r-pkg.org:443/pkg/Rblpapi)

[![Last Commit](https://img.shields.io/github/last-commit/Rblp/Rblpapi)](https://github.com/Rblp/Rblpapi)

### Background

Rblpapi provides R with access to data and calculations from Bloomberg

Finance L.P. via the [API libraries](https://www.bloomberg.com/professional/support/api-library/) provided by

Bloomberg.

### Requirements

A valid and working Bloomberg installation.

### Examples

Here are a few simple examples.

```{.r}

library(Rblpapi)

con <- blpConnect() 	# automatic if option("blpAutoConnect") is TRUE

spx <- bdh(securities = "SPX Index",

           fields = "PX_LAST",

           start.date = as.Date("2013-03-01"))

spx_ndx <- bdh(securities = c("SPX Index","NDX Index"),

               fields = "PX_LAST",

               start.date = as.Date("2013-03-01"),

               include.non.trading.days = TRUE)

monthly.options <- structure(c("ACTUAL", "MONTHLY"),

                            names = c("periodicityAdjustment",

                                      "periodicitySelection"))

spx_ndx_monthly <- bdh(securities = c("SPX Index","NDX Index"),

                       fields = "PX_LAST",

                       start.date = as.Date("2012-01-01"),

                       options = monthly.options)

goog_ge_div <- bdh(securities = c("GOOG US Equity","GE US Equity"),

                   fields = c("PX_LAST","CF_DVD_PAID"),

                   start.date = as.Date("2012-11-01"))

goog_ge_px <- bdp(securities = c("GOOG US Equity","GE US Equity"),

                  fields = c("PX_LAST","DS002"))

```

### Status

Fully functional on Windows and Linux (both for x86_64), and macOS (for arm64).

### Installation

The package is on [CRAN](https://cran.r-project.org) and can be installed as

usual via

```r

install.packages("Rblpapi")

```

Builds are also available via [r-universe](https://rblp.r-universe.dev/Rblpapi) and can be installed

via

```r

install.packages('Rblpapi', repos = c('https://rblp.r-universe.dev',

                                      'https://cloud.r-project.org'))

```

Interim (source or binary) releases _may_ be also be made available through the

[ghrr drat](https://ghrr.github.io/drat/) repository as well and can be accessed via

```r

install.packages("drat")       # easier repo access + creation

drat:::add("ghrr")             # make it known

install.packages("Rblpapi")    # install it

```

### Authors

Whit Armstrong, Dirk Eddelbuettel and John Laing

### License

GPL-3 for our code

[License.txt](inst/License.txt) for the Bloomberg libraries and headers it relies upon