Rblpapi 0.3.6

By Thinking inside the box

(This article was first published on Thinking inside the box , and kindly contributed to R-bloggers)

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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