I have to fetch data from Reuters and they provide an excel plugin for that. The problem is that my excel is crashing if I try to fetch too many variables at the same time. I was wondering whether I can do it from R via some excel connection.
In general I want to give the command to excel (from R), fetch data and get the data back in R for analysis. The process has to be repeated a number of times.
=TR("SCREEN(U(IN(Equity(active,public,primary))/*UNV:Public*/))",A1:K10,"PERIOD:FY2015 NULL:-- curn=USD RH=In CH=Fd",A6)
I get the variable name from (A1:K10) and then the output is stored from cell A6 onwards.
The answer https://stackoverflow.com/a/43222477/1389469 here points to RDCOMClient library but I am not able to run the macro from R as described there.
Another guide here https://cran.r-project.org/web/packages/excel.link/excel.link.pdf talks about how to read/write data from an open excel workbook but doesn't tell how to execute commands in excel from R.
