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Questions tagged [rblpapi]

Use this tag for questions about the Rblpapi package, which is used to retrieve data from the Bloomberg Professional system.

46 questions
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Has anyone found away to call Bloomberg BQL API using Pdblp or another package with Python?

The BQL works in Excel using what appears to be the same API add-in using the same fields to call the Bloomberg data, i.e PX_LAST. I currently run models in python using pdblp, that works great and I would love to move to the BQL version of the API…
Andrew Bunker
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1 answer

(Rbplpapi) Get more than 7 months of intraday data

Good afternoon. The task I want to perform is actually quite simple. Using R, connected to Bloomberg with the Rbplpapi package, I want to get as more as possible of intraday (1min) data for the S&P 500.I tried the following code:…
DomingoBrown
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Implementing BChain in rblpapi?

Is there any way of implementing the Excel Bloomberg formula BChain in R via the Rblpapi library? Sample formula for Excel: =BChain("AAPL US Equity","BONDS","CONVERTIBLE == False","UseActiveOnly","True")
phil_t
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Problem Getting Data from bsrch Using Rblpapi

I can use bsrch in excel to get values given of "COMDTY:WEATHER" however when I try it using Rblpapi it shows empty data. Also below I have the Excel formulas so you can see how I am trying to get it to work in R below Observations Basic…
MLS
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Flatten list to R dataframe

I have a nested list that I want to convert to a dataframe using R, similar to this question flatten a data frame Here is the structure of my list > str(rf_curves$GBP) List of 27 $ NA :'data.frame': 0 obs. of 2 variables: ..$…
jacob
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Using the Rblapi package to pull data

I have a list of ISINs which is my only source of information. In Excel I can catch the Bloomber ticker which is needed in many cases because it specifies the code of the exchange on which the asset is traded. To do so I only have to add "... Equity…
Pat
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"Duplicated securities submitted"; applying api calls through a small dataframe

I'm trying to find some codes for a few securities currently stored in a dataframe. Frame is of the following pattern: tibble [1x 1] (S3: tbl_df/tbl/data.frame) $ Bloomberg Code: chr [1:6] "BondISIN1" "BondISIN2" "BondISIN3" "BondISIN4" "BondISIN5"…
alec22
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Pulling bond security names from ISIN in R

I'm trying to convert individual ISINs into their respective bond names in R. I've been able to achieve it in Excel, but weirdly passing the 'bdp' function doesn't seem to work in the desired way in R. To give an example, I currently have an ISIN…
alec22
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Changing Bloomberg Rblpapi to cumulative data

I have the following code that is pulling data from Bloomberg on a quarterly basis for the last 6 calendar quarters. My issue is I want the fields such as EBITDA_MARGIN_ADJUSTED to be a cumulative trailing 12 months (or cumulative for the last 4…
Scott
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How do I get a list query field with bdp function (from Rblpapi) from Bloomberg into R?

I am trying to request data from Bloomberg through Rblpapi::bdp(). The query field I want to get contains a list of sponsors (a list of strings) of a specific leveraged loan deal. fieldInfo("SPNR_LIST") reveals the type: fieldInfo("SPNR_LIST") id …
jukote
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Bloomberg data pull issue in R using bplpapi, data not populating and start date returned is incorrect

For all you Bloomberg and R users out there: I usually have no problem pulling Bloomberg data into R via the Rblpapi package, but have run across an issue when trying to pull index-level data. The problem is the code below returns erroneous…
DaveM
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Rblpapi subscribe function inside a shiny app

Im trying to develop a simple shiny app that prints the latest EUR price library(shiny) ui <- basicPage( verbatimTextOutput(outputId = "roll", placeholder = TRUE) ) server <- function(input, output) { Rblpapi::blpConnect() last_print <-…
Juancentro
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Rblpapi: BDP ignores date-override

I am trying to retrieve option data of a specific past day from Bloomberg, especially the volumes. I pulled an Option chain ticker list from Bloomberg by: ovr <- c("SINGLE_DATE_OVERRIDE"="20171201") T_DBK_20171201 = bds("DBK GR Equity", "OPT_CHAIN",…
Maurice
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How to login to Bloomberg terminal through R or through wsf/vb/bat file?

I have an R Script which make use of Bloomberg data to generate a report. I am able to pull Bloomberg data using Rblp package. However, the script should ideally run at 4 AM in the morning. I am trying to schedule it but Bloomberg gets logged off…
shiva
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How to create a data frame with Rblpapi subscribe function

I'm sorry this example won't be reproducible by those who aren't Bloomberg users. For the others, I'm using Rblpapi and its subscribe function. I would like to create something like a data frame, a matrix or an array and fill it with values that are…
Lisa Ann
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