Storing Bloomberg Data into R Vector -


i using rbbg package in bloomberg. currently, have ability pull historical data , store real time data variable. however, updates when command rerun. have suggestions how store live ticker prices vector?

allow me mention whit, john , released new package rblpapi cran can install directly via

  install.packages("rblpapi")

it not depends on java, , works on windows, os x , linux.

the package has function 'getticks()' want. here futures example (as sunday evening):

r> getticks("es1 index", starttime=sys.time()-15, endtime=sys.time())                       value size 2015-08-23 19:49:47 1960.25    1 2015-08-23 19:49:54 1960.50    1 2015-08-23 19:49:57 1960.25    1 2015-08-23 19:49:59 1960.50    7 2015-08-23 19:49:59 1960.50    1 2015-08-23 19:49:59 1960.50    2 2015-08-23 19:49:59 1960.50    2 2015-08-23 19:49:59 1960.50    9 2015-08-23 19:49:59 1960.50    1 2015-08-23 19:49:59 1960.50    1 2015-08-23 19:49:59 1960.50    1 2015-08-23 19:49:59 1960.50    1 2015-08-23 19:49:59 1960.50    2 2015-08-23 19:50:00 1960.50    1 2015-08-23 19:50:00 1960.50    1 2015-08-23 19:50:00 1960.50    3 2015-08-23 19:50:01 1960.50    1 2015-08-23 19:50:02 1960.50    1 2015-08-23 19:50:02 1960.50    1 2015-08-23 19:50:02 1960.50    4 2015-08-23 19:50:02 1960.50    1 2015-08-23 19:50:02 1960.50    1 2015-08-23 19:50:02 1960.50    1 r>

that trades. added function getmultipeticks() gets (by default) bid , ask (and other types can specified).


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