News for Package Rblpapi

Changes in Rblpapi version 0.3.16 (2025-03-31)

• A quota error message is now improved (Rodolphe Duge in #400)

• Convert remaining throw into Rcpp::stop (Dirk in #402 fixing #401)

• Add optional appIdentityKey argument to blpConnect (Kai Lin in #404)

• Rework build as function of Blp library availability (Dirk and John in #406, #409, #410 fixing #407, #408)

Changes in Rblpapi version 0.3.15 (2024-09-18)

• A warning is now issued if more than 1000 results are returned (John in #377 addressing #375)

• A few typos in the rblpapi-intro vignette were corrected (Michael Streatfield in #378)

• The continuous integration setup was updated (Dirk in #388)

• Deprecation warnings over char* where C++ class Name is now preferred have been addressed (Dirk in #391)

• Several package files have been updated (Dirk in #392)

• The request formation has been corrected, and an example was added (Dirk and John in #394 and #396)

• The Bloomberg API has been upgraded to release 3.24.6.1 (Dirk in #397)

Changes in Rblpapi version 0.3.14 (2022-10-05)

• Build configuration was generalized to consider local copies of library and headers (Dirk in #362)

• A ticker symbol was corrected (Dirk in #368 addressing an issue #366 and #367)

• Support for B-PIPE was added (Robert Harlow in #369 closing #342)

• The package no longer requires staged installation thanks to an assist from Tomas Kalibera (Dirk in #373)

• The retired package fts is no longer suggested (Dirk in #374 closing #372)

Changes in Rblpapi version 0.3.13 (2022-01-09)

• Add a test for bds (Michael Kerber in #352)

• Add simplify argument (and option) to bdh and bds (Dirk in #354 closing #353, #351)

• Improve documentation for bsearch (John in #357 closing #356)

Changes in Rblpapi version 0.3.12 (2021-12-07)

• bdh() supports new option returnAs (Michael Kerber and Dirk in #335 fixing #206)

• Remove extra backtick in vignette (Yihui Xie in #343)

• Fix a segfault from bulk access with bds (Kai Lin in #347 fixing #253)

• Support REQUEST_STATUS in bdh (Kai Lin and John in #349 fixing #348)

• Vignette now uses simplermarkdown (Dirk in #350)

Changes in Rblpapi version 0.3.11 (2021-04-20)

• Support blpAutoAuthenticate and B-PIPE access, refactor and generalise authentication (James Bell in #285)

• Deprecate excludeterm (John in #306)

• Correct example in README.md (Maxime Legrand in #314)

• Correct bds man page (and code) (Michael Kerber, and John, in #320)

• Add GitHub Actions continuous integration (Dirk in #323)

• Remove bashisms detected by R CMD check (Dirk #324)

• Switch vignette to minidown (Dirk in #331)

• Switch unit tests framework to tinytest (Dirk in #332)

Changes in Rblpapi version 0.3.10 (2019-04-02)

• The start.date format for bdh now allows character values with relative date expressions (John in #267 fixing #266).

• Relative date values are allowed in return (John in #269 fixing #268).

• The Rcpp::DateVector class is used instead of a local date vector class (John in #273).

• The file src/init.c is now redundant and removed as updated registration is in src/RcppExports.cpp (Davis Vaughan in #275 fixing #274).

• Returned strings are now marked as UTF-8 encoded (Xianying Tan in #278)

• Date vectors are now initialized with NA (Xianying Tan in #279 fixing an inssue introduced in #273)

• Authentication for BPIPE is now supported (Alfred Kanzler in #288 with assistance help from Dirk and John)

Changes in Rblpapi version 0.3.9 (2019-02-20)

• Add 'StagedInstall: no' to DESCRIPTION to accomodate R 3.6.0.

Changes in Rblpapi version 0.3.8 (2018-01-20)

• This release should have been 0.3.7 but was accidentally tagged as 0.3.8 in the DESCRIPTION file so we skipped 0.3.7.

• The 140 day limit for intra-day data histories is now mentioned in the getTicks help (Dirk in #226 addressing #215 and #225).

• The Travis CI script was updated to use run.sh (Dirk in #226).

• The install_name_tool invocation under macOS was corrected (@spennihana in #232)

• The blpAuthenticate help page has additional examples (@randomee in #252).

• The blpAuthenticate code was updated and improved (Whit in #258 addressing #257)

Changes in Rblpapi version 0.3.6 (2017-04-20)

• bdh can now store in double preventing overflow (Whit and John in #205 closing #163)

• bdp documentation has another ovveride example

• A new function lookupSecurity can search for securities, optionally filtered by yellow key (Kevin Jin and Dirk in #216 and #217 closing #215)

• Added file init.c with calls to R_registerRoutines() and R_useDynamicSymbols(); also use .registration=TRUE in useDynLib in NAMESPACE (Dirk in #220)

• getBars and getTicks can now return data.table objects (Dirk in #221)

• bds has improved internal protect logic via Rcpp::Shield (Dirk in #222)

Changes in Rblpapi version 0.3.5 (2016-10-25)

• Add new function getPortfolio to retrieve portfolio data via bds (John in #176)

• Extend getTicks() to (optionally) return non-numeric data as part of data.frame or data.table (Dirk in #200)

• Similarly extend getMultipleTicks (Dirk in #202)

• Correct statement on timestamp for getBars (Closes issue #192)

• Minor edits to a few files in order to either please R(-devel) CMD check --as-cran, or update documentation

• Adding registration of routines are R 3.4.0 now desires.

• Optional export as data.table is now more standardized.

Changes in Rblpapi version 0.3.4 (2016-05-08)

• On startup, the API versions of both the headers and the runtime are displayed (PR #161 and #165).

• Documentation about extended futures roll notation was added to the bdh manul page.

• Additional examples for overrides where added to bdh (PR #158).

• Internal code changes make retrieval of data in ‘unusual’ variable types more robust (PRs #157 and #153)

• General improvements and fixes to documentation (PR #156)

• The bdp function now also supports an option verbose (PR #149).

• The internal header Rblpapi_types.h was renamed from a lower-cased variant to conform with Rcpp Attributes best practices (PR #145).

Changes in Rblpapi version 0.3.3 (2016-03-14)

• configure adds a missing method="libcurl" options (PR #109 by Martin Bel).

• New function bsrch() adds basic search functionality (PR #111 by Morgan Williams fixing ticket #82).

• The licensing status of the Rblpapi source package was clarified (PR #119).

• The bds() help page now shows an example using an overrides argument (PR #121).

• A new function fieldInfo was added, and field information is used in bdh and bdp (PRs #122, #123, #125, and #127).

• The bdp function now checks the order (PR #126).

• Unit testing was added (PRs #129 and #131).

• Data retrieval is now smarter about the types returned from Bloomberg (PR #132 and #133; and #141 and #142).

• The bdh and bds functions now support an option verbose (PRs #138).

Changes in Rblpapi version 0.3.2 (2015-12-06)

• A new subscribe() function supports live data subscription for a set of tickers and fields (#88).

• In the beqs() example the correct date format is used (PR #85 by Rademeyer).

• Both getTicks() and getBars() now check the start and end times for proper Datetime class.

• The getBars() function now also return the ‘value traded’ (request of #89).

• An error in the documentation for bdh was corrected (PR #93 by Rademeyer closing #85).

• The beqs() function is now more robust with respect to empty return columns (PR #100 by Rademeyer fixing ticket #99).

• The getBars() function now uses a single (named) vector options to pass optional values to the underlying function (PR #105 updating PR #48 and fixing #47).

• When R is built with libcurl support, it used to download the build-time library and headers; otherwise curl is used. This avoids an issue on OS X where curl is insufficient.

Changes in Rblpapi version 0.3.1 (2015-10-19)

• Added beqs() to run Bloomberg Equity Screen Search, based on initial PR #79 by Rademeyer Vermaak, reworked in PRs #83 and #84 by Dirk; closes tickets #63 and #80.

• Bloomberg header and library files are now cached locally instead of being re-downloaded for every build (PR #78 by Dirk addressing issue #65).

• For multiple ticks, time-stamps are unique-yfied before merging (PR #77 by Dirk addressing issue #76).

• A compiler warning under new g++ versions is now suppressed (PR #69 by John, fixing #68).

Changes in Rblpapi version 0.3.0 (2015-08-13)

• First CRAN Release

• Source and binary builds supported on Linux, Windows and OS X

• Build procedures rewritten so that required headers and libraries are downloaded during installation from corresponding GitHub repo Rblp/blp which contains custom tarballs derived from the corresponding upstream releases at https://www.bloomberg.com/professional/support/api-library/.