Thu, 06 Oct 2022

Rblpapi 0.3.14: Updates and Extensions

Version 0.3.14 of the Rblpapi package arrived on CRAN earlier today. Rblpapi provides a direct interface between R and the Bloomberg Terminal via the C++ API provided by Bloomberg (but note that a valid Bloomberg license and installation is required).

This is the fourteenth release since the package first appeared on CRAN in 2016. It comprises a nice PR from Robert Harlow extending support to B-PIPE authentication (for those who have it) along with a few fixes made since the last release in January. The last one provided from a kind assist by Tomas Kalibera who pointed out how to overcome an absolute ‘rpath’ dynamic linker instruction (and as I noticed noticed something I already did in another package – ah well) so that we no longer require StagedInstall: yes.

The detailed list of changes follow below.

Changes in Rblpapi version 0.3.14 (2022-10-05)

• Build configuration was generalized to consider local copies of library and headers (Dirk in #362)

• A ticker symbol was corrected (Dirk in #368 addressing an issue #366 and #367)

• Support for B-PIPE was added (Robert Harlow in #369 closing #342)

• The package no longer requires staged installation thanks to an assist from Tomas Kalibera (Dirk in #373)

• The retired package fts is no longer suggested (Dirk in #374 closing #372)

Courtesy of my 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.

If you like this or other open-source work I do, you can now sponsor me at GitHub.

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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Sun, 09 Jan 2022

Rblpapi 0.3.13: Some Fixes and Documentation

A new version, now at 0.3.13, of the Rblpapi package just arrived at CRAN. Rblpapi provides a direct interface between R and the Bloomberg Terminal via the C++ API provided by Bloomberg (but note that a valid Bloomberg license and installation is required).

This is the thirteenth release since the package first appeared on CRAN in 2016. It comprises the PRs from three different contributors (with special thanks once again to Michael Kerber), and extends test and documentation, and extends two function interfaces to control explicitly whether returned lists of length one should be simplified.

The list of changes follow below.

Changes in Rblpapi version 0.3.13 (2022-01-09)

• Add a test for bds (Michael Kerber in #352)

• Add simplify argument (and option) to bdh and bds (Dirk in #354 closing #353, #351)

• Improve documentation for bsearch (John in #357 closing #356)

Courtesy of my 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.

If you like this or other open-source work I do, you can now sponsor me at GitHub.

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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Tue, 07 Dec 2021

Rblpapi 0.3.12: Fixes and Updates

The Rblp team is happy to announce a new version 0.3.12 of Rblpapi which just arrived at CRAN. Rblpapi provides a direct interface between R and the Bloomberg Terminal via the C++ API provided by Bloomberg (but note that a valid Bloomberg license and installation is required).

This is the twelveth release since the package first appeared on CRAN in 2016. Changes are detailed below and include both extensions to functionality, actual bug fixes and changes to the package setup. Special thanks goes to Michael Kerber, Yihui Xie and Kai Lin for contributing pull requests!

Changes in Rblpapi version 0.3.12 (2021-12-07)

• bdh() supports new option returnAs (Michael Kerber and Dirk in #335 fixing #206)

• Remove extra backtick in vignette (Yihui Xie in #343)

• Fix a segfault from bulk access with bds (Kai Lin in #347 fixing #253)

• Support REQUEST_STATUS in bdh (Kai Lin and John in #349 fixing #348)

• Vignette now uses simplermarkdown (Dirk in #350)

Courtesy of my 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.

If you like this or other open-source work I do, you can now sponsor me at GitHub.

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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Tue, 20 Apr 2021

Rblpapi 0.3.11: Several Updates

A new version 0.3.11 of Rblpapi is now arriving at CRAN. It comes two years after the release of version Rblpapit 0.3.10 and brings a few updates and extensions.

Rblpapi provides a direct interface between R and the Bloomberg Terminal via the C++ API provided by Bloomberg (but note that a valid Bloomberg license and installation is required).

This is the eleventh release since the package first appeared on CRAN in 2016. Changes are detailed below. Special thanks to James, Maxime and Michael for sending us pull requests.

Changes in Rblpapi version 0.3.11 (2021-04-20)

• Support blpAutoAuthenticate and B-PIPE access, refactor and generalise authentication (James Bell in #285)

• Deprecate excludeterm (John in #306)

• Correct example in README.md (Maxime Legrand in #314)

• Correct bds man page (and code) (Michael Kerber, and John, in #320)

• Add GitHub Actions continuous integration (Dirk in #323)

• Remove bashisms detected by R CMD check (Dirk #324)

• Switch vignette to minidown (Dirk in #331)

• Switch unit tests framework to tinytest (Dirk in #332)

Courtesy of my 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.

If you like this or other open-source work I do, you can now sponsor me at GitHub.

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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Sun, 07 Apr 2019

Rblpapi 0.3.10: B-PIPE support and other updates

A new version of Rblpapi arrived at CRAN today as version 0.3.10. It regroups several sets of changes (see below). The most notable addition is an extension to use B-PIPE for high-performance bulk data access (in case you are provisioned for it) contributed by Alfred Kanzler in a carefully written and revised pull request.

Rblpapi provides a direct interface between R and the Bloomberg Terminal via the C++ API provided by Bloomberg (but note that a valid Bloomberg license and installation is required).

This is the tenth release since the package first appeared on CRAN in 2016. It covers changes made during last year as well the B-PIPE extension (whereas release 0.3.9 was a spot release to accomodate StagedInstall changes in the upcoming R 3.6.0). Special thanks to Al, Xianing and Davis for these contributions!

Changes in Rblpapi version 0.3.10 (2019-04-02)

• The start.date format for bdh now allows character values with relative date expressions (John in #267) fixing #266).

• Relative date values are allowed in return (John in #269 fixing #268).

• The Rcpp::DateVector class is used instead of a local date vector class (John in #273).

• The file src/init.c is now redundant and removed as updated registration is in src/RcppExports.cpp (Davis Vaughan in #275 fixing #274).

• Returned strings are now marked as UTF-8 encoded (Xianying Tan in #278)

• Date vectors are now initialized with NA (Xianying Tan in #279 fixing an inssue introduced in #273)

• Authentication for BPIPE is now supported (Alfred Kanzler in #288 with assistance help from Dirk and John)

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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Thu, 21 Feb 2019

Rblpapi 0.3.8: Keeping CRAN happy

A minimal maintenance release of Rblpapi, now at version 0.3.9, arrived on CRAN earlier today. Rblpapi provides a direct interface between R and the Bloomberg Terminal via the C++ API provided by Bloomberg (but note that a valid Bloomberg license and installation is required).

This is the ninth release since the package first appeared on CRAN in 2016. It accomodates a request by CRAN / R Core to cope with staged installs which will be a new feature of R 3.6.0. No other changes were made (besides updating a now-stale URL at Bloomberg in a few spots and other miniscule maintenance). However, a few other changes have been piling up at the GitHub repo so feel free to try that version too. Details of this release below:

Changes in Rblpapi version 0.3.9 (2019-02-20)

• Add 'StagedInstall: no' to DESCRIPTION to accomodate R 3.6.0.

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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Mon, 22 Jan 2018

Rblpapi 0.3.8: Strictly maintenance

Another Rblpapi release, now at version 0.3.8, arrived on CRAN yesterday. Rblpapi provides a direct interface between R and the Bloomberg Terminal via the C++ API provided by Bloomberg Labs (but note that a valid Bloomberg license and installation is required).

This is the eight release since the package first appeared on CRAN in 2016. This release wraps up a few smaller documentation and setup changes, but also includes an improvement to the (less frequently-used) subscription mode which Whit cooked up on the weekend. Details below:

Changes in Rblpapi version 0.3.8 (2018-01-20)

• The 140 day limit for intra-day data histories is now mentioned in the getTicks help (Dirk in #226 addressing #215 and #225).

• The Travis CI script was updated to use run.sh (Dirk in #226).

• The install_name_tool invocation under macOS was corrected (@spennihana in #232)

• The blpAuthenticate help page has additional examples (@randomee in #252).

• The blpAuthenticate code was updated and improved (Whit in #258 addressing #257)

• The jump in version number was an oversight; this should have been 0.3.7.

And only while typing up these notes do I realize that I fat-fingered the version number. This should have been 0.3.7. Oh well.

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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Thu, 20 Apr 2017

Rblpapi 0.3.6

Time for a new release of Rblpapi -- version 0.3.6 is now on CRAN. Rblpapi provides a direct interface between R and the Bloomberg Terminal via the C++ API provided by Bloomberg Labs (but note that a valid Bloomberg license and installation is required).

This is the seventh release since the package first appeared on CRAN last year. This release brings a very nice new function lookupSecurity() contributed by Kevin Jin as well as a number of small fixes and enhancements. Details below:

Changes in Rblpapi version 0.3.6 (2017-04-20)

• bdh can now store in double preventing overflow (Whit and John in #205 closing #163)

• bdp documentation has another ovveride example

• A new function lookupSecurity can search for securities, optionally filtered by yellow key (Kevin Jin and Dirk in #216 and #217 closing #215)

• Added file init.c with calls to R_registerRoutines() and R_useDynamicSymbols(); also use .registration=TRUE in useDynLib in NAMESPACE (Dirk in #220)

• getBars and getTicks can now return data.table objects (Dirk in #221)

• bds has improved internal protect logic via Rcpp::Shield (Dirk in #222)

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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Tue, 25 Oct 2016

Rblpapi 0.3.5

A new release of Rblpapi is now on CRAN. Rblpapi provides a direct interface between R and the Bloomberg Terminal via the C++ API provided by Bloomberg Labs (but note that a valid Bloomberg license and installation is required).

This is the sixth release since the package first appeared on CRAN last year. This release brings new functionality via new (getPortfolio()) and extended functions (getTicks()) as well as several fixes:

Changes in Rblpapi version 0.3.5 (2016-10-25)

• Add new function getPortfolio to retrieve portfolio data via bds (John in #176)

• Extend getTicks() to (optionally) return non-numeric data as part of data.frame or data.table (Dirk in #200)

• Similarly extend getMultipleTicks (Dirk in #202)

• Correct statement on timestamp for getBars (Closes issue #192)

• Minor edits to a few files in order to either please R(-devel) CMD check --as-cran, or update documentation

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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Sun, 08 May 2016

Rblpapi 0.3.4

A new release of Rblpapi is now on CRAN. It provides a direct interface between R and the Bloomberg Terminal via the C++ API provided by Bloomberg Labs (but note that a valid Bloomberg license and installation is required).

This marks the fifth release since the package first appeared on CRAN last year. Continued thanks to all contributors for code, suggestions or bug reports. This release contains a lot of internal fixes by Whit, John and myself and should prove to be more resilient to 'odd' representations of data coming back. The NEWS.Rd extract has more details:

Changes in Rblpapi version 0.3.4 (2016-05-08)

• On startup, the API versions of both the headers and the runtime are displayed (PR #161 and #165).

• Documentation about extended futures roll notation was added to the bdh manual page.

• Additional examples for overrides where added to bdh (PR #158).

• Internal code changes make retrieval of data in ‘unusual’ variable types more robust (PRs #157 and #153)

• General improvements and fixes to documentation (PR #156)

• The bdp function now also supports an option verbose (PR #149).

• The internal header Rblpapi_types.h was renamed from a lower-cased variant to conform with Rcpp Attributes best practices (PR #145).

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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Tue, 15 Mar 2016

Rblpapi 0.3.3

A new release of Rblpapi is now on CRAN. It provides a direct interface between R and the Bloomberg Terminal via the C++ API provided by Bloomberg Labs (but note that a valid Bloomberg license and installation is required).

This marks the fourth release since the package first appeared on CRAN last year. Thanks to multiple contributors, it packs a number of changes (including two new functions bsrch() and fieldInfo()), numerous internal as well as build improvements, additional documentation and last but not least use of unit testing (provided a Bloomberg connection is available, ie not at CRAN or on Travis CI). See the NEWS.Rd extract for more details:

Changes in Rblpapi version 0.3.3 (2016-03-14)

• configure adds a missing method="libcurl" options (PR #109 by Martin Bel).

• New function bsrch() adds basic search functionality (PR #111 by Morgan Williams fixing ticket #82).

• The licensing status of the Rblpapi source package was clarified (PR #119).

• The bds() help page now shows an example using an overrides argument (PR #121).

• A new function fieldInfo was added, and field information is used in bdh and bdp (PRs #122, #123, #125, and #127).

• The bdp function now checks the order (PR #126).

• Unit testing was added (PRs #129 and #131).

• Data retrieval is now smarter about the types returned from Bloomberg (PR #132 and #133; and #141 and #142).

• The bdh and bds functions now support an option verbose (PRs #138).

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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Sun, 06 Mar 2016

Rblpapi 'Release Candidate' 0.3.2.5

We have a made numerous changes to Rblpapi since the previous release 0.3.2 in early December. You can see the commits, or look at the ChangeLog or NEWS.Rd to get an indea of the changes. We have new functions, improved internals, bug fixes and more.

In order to facilitate more widespread testing, I have just placed source and (Windows) binaries in the ghrr drat repo from which you can install the new version simply via

drat:::add("ghrr")          # if you have drat installed
install.packages("Rblpapi") # uses the drat version b/c higher version number than release

Alternatively you can also do

drat:::add("ghrr")          # if you have drat installed
update.packages()           # refresh all packages against all repos

We would appreciate wider testing, and feedback / bug reports / ... via the issue tracker. PRs with unit test suggestions would also be most welcome -- we now use RUnit and run the tests if a file ~/.R/rblpapiOptions.R exists which sets the options() values for automatic connection (see help(blpConnect)) as well as the blpUnitTests=TRUE option. This is needed to 'opt-in' as standard test setups at [Travis])(https://travis-ci.org/) or CRAN will not have access to a Bloomberg terminal.

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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Mon, 07 Dec 2015

Rblpapi 0.3.2

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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Tue, 20 Oct 2015

Rblpapi 0.3.1

The first 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 beqs() functions to access the results from Bloomberg EQS queries, improves the build system a correct a bug in the retrieval of multiple tick series. The changes are detailed below.

Changes in Rblpapi version 0.3.1 (2015-10-19)

• Added beqs() to run Bloomberg Equity Screen Search, based on initial PR #79 by Rademeyer Vermaak, reworked in PRs #83 and #84 by Dirk; closes tickets #63 and #80.

• Bloomberg header and library files are now cached locally instead of being re-downloaded for every build (PR #78 by Dirk addressing issue #65).

• For multiple ticks, time-stamps are unique-yfied before merging (PR #77 by Dirk addressing issue #76).

• A compiler warning under new g++ versions is now suppressed (PR #69 by John, fixing #68).

Courtesy of CRANberries, there is also a diffstat report for the this release. As always, more detailed information is on the Rblpapi. 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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Fri, 14 Aug 2015

Rblpapi: Connecting R to Bloomberg

Whit, John and I are thrilled to announce Rblapi, a new CRAN package which connects R to the Bloomberg backends.

Rebuilt from scratch using only the Bloomberg C++ API and the Rcpp and BH packages, it offers efficient and direct access from R to a truly vast number of financial data series, pricing tools and more. The package has been tested on Windows, OS X and Linux. As is standard for CRAN packages, binaries for Windows and OS X are provided (or will be once the builders caught up). Needless to say, a working Bloomberg installation is required to use the package.

Please see the Rblapi package page for more details, including a large part of the introductory vignette document. As a teaser, here are just three of the core functions:

## Bloomberg Data Point Query
bdp(c("ESA Index", "SPY US Equity"), c("PX_LAST", "VOLUME"))

## Bloomberg Data Set Query
bds("GOOG US Equity", "TOP_20_HOLDERS_PUBLIC_FILINGS")

## Bloomberg Data History Query
bdh("SPY US Equity", c("PX_LAST", "VOLUME"), start.date=Sys.Date()-31)

## Get OHLCV bars (by default hourly and just six of them)
getBars("ES1 Index")

## Get Tick Data (by default last hour)
getTicks("ES1 Index")

Source code for the package is at the Rblpapi GitHub repo where issue tickets can be filed as well. The sibbling blp GitHub repo contains the Bloomberg code required to build and link the package (which is automated during the build of the CRAN package). Last but not least the Rblpapi package page has more details about the package.

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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