[R-SIG-Finance] RBloomberg

[thomas.browne at mac.com]

First of all may I thank everybody involved in creating this RBloomberg add-in, and the various R finance libraries. I am a salesperson in fixed income emerging and developed bond markets, specializing in RV, and since having "migrated" from Excel to R a few months ago, I haven't looked back. I am doing analyses which my clients - major macro hedge funds - have never seen before. This project is a real game changer for me and I owe everybody involved, bigtime. Thank you. 

Second - I have had some conversations with Bloomberg on their data API. The point below is correct - it cannot be redistributed - and if you produce charts with Bloomberg data you're supposed to include the source in them. There is however a Data licence, and this does allow for redistribution under certain conditions, but at high cost. Your bloomberg rep can advise because it's all turnkey and case-by-case. 

Finally I have a question. How difficult would it be to access Bloomberg data from a Linux or OSX platform? I'm finding Windows increasingly constraining. 

Tom




On 30 Aug 2011, at 15:04, José Fernando Moreno Gutiérrez wrote:

> On the licensing part:
> I am not qualified to issue any sort of official legal opinion on
> Bloomberg's licensing practices, so please don't take this as such.
> That said, Bloomberg provides API tools for people to use. RBloomberg
> is in many ways similar to the Excel add-in that is widely used. My
> understanding -- again, not official -- is that Bloomberg terminal
> users are free to use these tools as long as the data obtained remains
> with the desktop where the Bloomberg terminal resides. Using
> RBloomberg to populate a non-local database, for example, would likely
> violate your user license. You should probably not do that.
> 
> On the not working part:
> Please provide more information on your configuration. Here is my
> (Windows) set-up, with working RBloomberg:
> 
>> # My configuration
>> R.version
>              _
> platform       i386-pc-mingw32
> arch           i386
> os             mingw32
> system         i386, mingw32
> status
> major          2
> minor          13.1
> year           2011
> month          07
> day            08
> svn rev        56322
> language       R
> version.string R version 2.13.1 (2011-07-08)
> 
>> installed.packages()[c("rJava", "RBloomberg"), ]
>          Package      LibPath                 Version   Priority
> rJava      "rJava"      "C:/R/R-2.13.1/library" "0.9-1"   NA
> RBloomberg "RBloomberg" "C:/R/R-2.13.1/library" "0.4-150" NA
>          Depends                 Imports LinkingTo Suggests Enhances
> rJava      "R (>= 2.5.0), methods" NA      NA        NA       NA
> RBloomberg "rJava"                 NA      NA        "zoo"    NA
>          OS_type   License Built
> rJava      NA        "GPL-2" "2.13.1"
> RBloomberg "windows" "GPL"   "2.13.1"
> 
>> # Working RBloomberg
>> library(RBloomberg)
> Loading required package: rJava
> 
>> conn <- blpConnect()
> R version 2.13.1 (2011-07-08)
> rJava Version 0.9-1
> RBloomberg Version 0.4-150
> Java environment initialized successfully.
> Looking for most recent blpapi3.jar file...
> Adding C:\blp\API\APIv3\JavaAPI\v3.4.3.2\lib\blpapi3.jar to Java classpath
> Bloomberg API Version 3.4.3.2
> 
>> bdp(conn, "GOOG US Equity", "PX_LAST")
>              PX_LAST
> GOOG US Equity  539.08
> 
> 
> 
> Thanks,
> John
> 
> On Mon, Aug 29, 2011 at 11:34 PM, José Fernando Moreno Gutiérrez
> <chpmoreno at gmail.com> wrote:
>> I have a question. I use R and i have a Bloomberg terminal in my job. But
> I
>> don't Know if I can break the license accord to Bloomberg if I use
>> Rbloomberg. Too, RBloomberg don't works in the Terminal, maybe because the
>> proxy configuration. What are your recommendation?
>> 
>> On 29 August 2011 10:10, John Laing <john.laing at gmail.com> wrote:
>>> 
>>> New RBloomberg builds have been posted for 32 bit R. I hope to get 64
>>> bit builds published in the next few days.
>>> 
>>> install.packages("RBloomberg",repos="http://r.findata.org/")
>>> 
>>> This version is compatible with rJava v0.9, which should resolve the
>>> "'dimnames' applied to non-array" error many users have been getting.
>>> Also improved is the handling of bad securities with a connection
>>> where throw.ticker.errors = FALSE.
>>> 
>>> Any and all feedback welcome.
>>> 
>>> Thanks,
>>> John
>>> 
>>> _______________________________________________
>>> R-SIG-Finance at r-project.org mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>>> -- Subscriber-posting only. If you want to post, subscribe first.
>>> -- Also note that this is not the r-help list where general R questions
>>> should go.
>> 
>> 
>> 
>> --
>> José Fernando Moreno Gutiérrez
>> Estudiante de Economía
>> Facultad de Ciencias Económicas
>> Universidad Nacional de Colombia
>> 
>> “Aún haciendo a un lado la inestabilidad debida a la especulación, está
>> aquella que resulta de las características de la naturaleza humana”.
>> JMK...TG
>> 
> 
> 
> 
> -- 
> José Fernando Moreno Gutiérrez
> Estudiante de Economía
> Facultad de Ciencias Económicas
> Universidad Nacional de Colombia
> 
> “Aún haciendo a un lado la inestabilidad debida a la especulación, está
> aquella que resulta de las características de la naturaleza humana”.
> JMK...TG
> 
> 	[[alternative HTML version deleted]]
> 
> _______________________________________________
> R-SIG-Finance at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.