I presented the RblDataLicense: R Interface to “Bloomberg Data License” at the Second YUIMA Conference, Rome.
The Conference will take place at the Department of Statistical Science, Sapienza, University of Rome on 22-25 March 2019. List of Abstracts.
RblDataLicense: R Interface to “Bloomberg Data License”
Abstract. Data License is the technology that delivers Bloomberg’s data content sets, providing reference, pricing and regulatory data across enterprises and feeding accounting, portfolio management and compliance systems with over 50 million securities and more than 15 thousand fields.
The ’RblDataLicense’ package aims at providing an easy interface to download prices and market data with the Bloomberg Data License service, without the need to set up any working Bloomberg installation (as required by the ’Rblpapi’ package for Bloomberg Terminal users). 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.
Data retrieval in yuimaGUI could be extended and support the Bloomberg Data License provider. Such a possibility will be discussed. The RblDataLicense package is available on CRAN. 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.
Speaker. Emanuele Guidotti
Authors. Emanuele Guidotti