Rblpapi: R Access to Bloomberg API

Background

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

Requirements

A valid and working Bloomberg installation.

Examples

Here are a few simple examples.

library(Rblpapi)
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)

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

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

Status

Fully functional on Windows and Linux (both for x86_64), and macOS (for arm64).

Installation

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

install.packages("Rblpapi")

Builds are also available via r-universe and can be installed via

install.packages('Rblpapi', repos = c('https://rblp.r-universe.dev',
                                      'https://cloud.r-project.org'))

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

Authors

Whit Armstrong, Dirk Eddelbuettel and John Laing

License

GPL-3 for our code

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