Rblpapi: R Access to Bloomberg API

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Rblpapi provides R with access to data and calculations from Bloomberg Finance L.P. via the API libraries provided by Bloomberg.


A valid and working Bloomberg installation.


Here are a few simple examples.

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)

monthlyOptions <- structure(c("ACTUAL", "MONTHLY"),
                            names = c("periodicityAdjustment",
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 Equity","GE Equity"),
                   fields = c("PX_LAST","CF_DVD_PAID"), 
                   start.date = as.Date("2012-11-01"))

goog_ge_px <- bdp(securities = c("GOOG Equity","GE Equity"),
                  fields = c("PX_LAST","DS002"))


Fully functional on Linux, OS X and Windows.


The package is on CRAN and can be installed as usual via


Interim (source or binary) releases may be also be made available through the ghrr drat repository as well and can be accessed via

install.packages("drat")       # easier repo access + creation
drat:::add("ghrr")             # make it known
install.packages("Rblpapi")    # install it


Whit Armstrong, Dirk Eddelbuettel and John Laing


GPL-3 for our code

License.txt for the Bloomberg libraries and headers it relies upon

Initially created: Thu Aug 13 22:12:43 CDT 2015
Last modified: Sun May 26 10:09:42 CDT 2024