Although self-contained with consumption value on its own, pullit is one of the workhorses for data ETL (extract, transform, load) work in the finRes suite where it plays the very important role of interface to Bloomberg. Using carefully selected Bloomberg datafields from BBGsymbols in tandem with Armstrong, Eddelbuettel, and Laing (2021)’s Bloomberg interface it facilitates Bloomberg data queries for the R user.
Install the development version from github with devtools::install_github("bautheac/pullit").
finRes
BBGsymbols
pullit queries Bloomberg for historical as well as contemporaneous data for multiple types of financial instruments using fields provided by BBGsymbols and returns the retrieved data in formats that are easy to work with.
plotit
finRes provides a set of accessors and summary methods for these objects while plotit provides bespoke visualization tools.
storethat
Financial data retrieved using pullit can be stored using the storethat package for subsequent access with no active Bloomberg connection needed. Retrieving previously stored data from a storethat database using pullit is fairly similar to retrieving it from Bloomberg. The corresponding functions only differ in name with their prefix referring to the data source (storethat vs. Bloomberg); the parameters are equal.
References
Armstrong, Whit, Dirk Eddelbuettel, and John Laing. 2021. Rblpapi: R Interface to ’Bloomberg’. https://CRAN.R-project.org/package=Rblpapi.
