RblDataLicense: Connecting R to Bloomberg Data License

The RblDataLicense package aims at providing an easy R interface to access prices and market data with the Bloomberg Data License service, the technology that delivers Bloomberg’s data content sets. For the first time, users can directly program against Bloomberg’s comprehensive historical data, servicing the growing needs of data science. Unlike the Rblpapi package for Bloomberg Terminal users, RblDataLicense does not require the user to set up any working Bloomberg installation. As a prerequisite, a valid Data License from Bloomberg is needed together with the corresponding SFTP credentials and whitelisting of the IP from which accessing the service.

This software and its author are in no way affiliated, endorsed, or approved by “Bloomberg” or any of its affiliates. “Bloomberg” is a registered trademark.

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Acknowledgements: Algo Finance Sagl, software house start-up developing financial algorithms for the asset management industry