In gluc/datalicenseR: Bloomberg Datalicense Market Data Download

Introduction

datalicenseR lets you download data from Bloomberg Datalicense service.

Full Workflow

A standard workflow could look like this:

library(datalicenseR)
#there is no bloomberg-test, unfortunately. So use your assigned credentials and ftp server instead.
bdlConnection <- BdlConnection(user = 'dl1234', pw = 'xyz123', 'bfmrr.bloomberg-test.com') 

#refer to the Bloomberg documentation for details
bdlRequest <- BdlRequestBuilder(
                  header = c(FIRMNAME = 'dl1234', PROGRAMNAME = 'getdata', PROGRAMFLAG = 'oneshot'),
                  fields = c('PX_LAST', 'PX_CLOSE'), 
                  data = c('IBM US Equity', "INDU Index"))

#derive out name from request file name
responseFileName <- UploadRequest(bdlConnection,
                                  bdlRequest, 
                                  'test.req')

repeat {
  res <- TryGetBdlData(bdlConnection, responseFileName)
  if (!is.null(res)) break
  Sys.sleep(5)
}

The resulting data.frame then looks like this:

library(datalicenseR)
data(getDataReply)
res <- getDataReply

res

However, the various steps involved are also available as such, as the following sections show.

Upload a ready-made request file, without the Builder

fileName <- "inst/extdata/getdata.req"
request <- readChar(fileName, file.info(fileName)$size)
# The bdlRequest arg can be either a BdlRequestBuilder object, or - as is the
# case here - a character string. 
responseFileName <- UploadRequest(bdlConnection = bdlConnection, 
                                  bdlRequest = request, 
                                  targetFileName = 'test.req')

Parse Bloomberg Response File, previously downloaded

fileName <- system.file("extdata", "getdata.out", package="datalicenseR")
content <- readChar(fileName, file.info(fileName)$size)
response1 <- GetDataParser(bdlOutContent = content)