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 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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