R Interface to 'Bloomberg'

An R Interface to 'Bloomberg' is provided via the 'Blp API'.

R Access to Bloomberg API


Rblpapi provides R with access to data and calculations from Bloomberg Finance L.P. via the API libraries provided by Bloomberg at Bloomberg Labs.


A valid and working Bloomberg installation.


Here are a few simple examples.

con <- blpConnect()  # automatic if option("blpAutoConnect") is TRUE
spx <- bdh(securities = "SPX Index", 
           fields = "PX_LAST", 
           start.date = as.Date("2013-03-01"))
spx_ndx <- bdh(securities = c("SPX Index","NDX Index"), 
               fields = "PX_LAST",
               start.date = as.Date("2013-03-01"), 
               include.non.trading.days = TRUE)
monthlyOptions <- structure(c("ACTUAL", "MONTHLY"),
                            names = c("periodicityAdjustment",
spx_ndx_monthly <- bdh(securities = c("SPX Index","NDX Index"), 
                       fields = "PX_LAST",
                       start.date = as.Date("2012-01-01"), 
                       options = monthly.options)
goog_ge_div <- bdh(securities = c("GOOG Equity","GE Equity"),
                   fields = c("PX_LAST","CF_DVD_PAID"), 
                   start.date = as.Date("2012-11-01"))
goog_ge_px <- bdp(securities = c("GOOG Equity","GE Equity"),
                  fields = c("PX_LAST","DS002"))


Fully functional on Linux, OS X and Windows.


The package is on CRAN and can be installed as usual via


Interim (source or binary) releases may be also be made available through the ghrr drat repository as well and can be accessed via

install.packages("drat")       # easier repo access + creation
drat:::add("ghrr")             # make it known
install.packages("Rblpapi")    # install it


Whit Armstrong, Dirk Eddelbuettel and John Laing


GPL-3 for our code

License.txt for the Bloomberg libraries and headers it relies upon


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


0.3.11 by Dirk Eddelbuettel, 6 months ago

https://dirk.eddelbuettel.com/code/rblpapi.html, https://github.com/Rblp/Rblpapi

Report a bug at https://github.com/Rblp/Rblpapi/issues

Browse source code at https://github.com/cran/Rblpapi

Authors: Whit Armstrong , Dirk Eddelbuettel and John Laing

Documentation:   PDF Manual  

Task views: Empirical Finance

file LICENSE license

Imports Rcpp, utils

Suggests fts, xts, zoo, data.table, knitr, rmarkdown, minidown, tinytest

Linking to Rcpp, BH

System requirements: A valid Bloomberg installation. The API headers and dynamic library are downloaded from <https://github.com/Rblp/blp> during the build step. See <https://bloomberg.github.io/blpapi-docs/cpp/3.8> as well as <https://www.bloomberg.com/professional/support/api-library/> for API documentation. A compiler recent enough for (at least partial) C++11 support is required; g++-4.6.* or later should be sufficient and g++-4.9.* or later is preferred.

Suggested by tidyquant.

See at CRAN