RblDataLicense: Connecting R to Bloomberg Data License

The RblDataLicense package aims at providing an easy R interface to access prices and market data with the Bloomberg Data License service, the technology that delivers Bloomberg’s data content sets. For the first time, users can directly program against Bloomberg’s comprehensive historical data, servicing the growing needs of data science. Unlike the Rblpapi package for Bloomberg Terminal users, RblDataLicense does not require the user to set up any working Bloomberg installation. As a prerequisite, a valid Data License from Bloomberg is needed together with the corresponding SFTP credentials and whitelisting of the IP from which accessing the service.

This software and its author are in no way affiliated, endorsed, or approved by “Bloomberg” or any of its affiliates. “Bloomberg” is a registered trademark.

Quickstart

# Install RblDataLicense
install.packages('RblDataLicense')

# Load RblDataLicense
require('RblDataLicense')

# These are dummy credentials. Replace with the credentials received from Bloomberg
RblConnect(user = 'dl000000', pw = '0000000000000000') 

# Download data
data <- RblQuery(fields = c('PX_LAST', 'PX_OPEN', 'PX_HIGH', 'PX_LOW'), 
                 identifiers = c('SXXE Index', "SX5E Index"), 
                 from = '2005-01-01')

Usage

Refer to the Github Repository and CRAN Documentation.

Acknowledgements

The RblDataLicense was developed at Algo Finance Sagl, software house start-up developing financial algorithms for the asset management industry. The Swiss company is gratefully acknowledged for open-sourcing the software.

Legal

All code of the RblDataLicense is released under the GNU GPL-3. This software and its author are in no way affiliated, endorsed, or approved by “Bloomberg” or any of its affiliates. “Bloomberg” is a registered trademark. All trademarks and registered trademarks are the property of their respective owners.

Resources

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