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ChangeLog
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2020-05-19 Dirk Eddelbuettel <[email protected]>
* README.md: Add 'last commit' badge
2019-05-23 James Bell <[email protected]>
* NAMESPACE: export new function defaultAuthentication()
* vignettes/rblpapi-intro.Rmd: document blpAutoAuthenticate
clarify host (blpConnect) vs hostname (blpAuthenticate) vs ip.address
clarify UUID, Application-Name, blpConnnect() and blpAuthenicate()
* R/defaultAuthentication.R: New file
Add default identity object
* R/blpAuthenticate.R: add default identity object
documentation clarification host vs ip
* R/init.R: check for auto-auth, call as needed
* R/bdh.R: support default identity object
* R/bdp.R: Idem
* R/bds.R: Idem
* R/portfolio.R.R: Idem
* R/subscribe.R: Idem
2019-04-02 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): New release 0.3.10
* README.md: Add dependencies badge
2019-03-21 John Laing <[email protected]>
* R/blpConnect.R: Only resolve IP address in SAPI
* src/blpConnect.cpp: Streamlined connection code
2019-03-19 Alfred Kanzler <[email protected]>
* DESCRIPTION (Version, Date): Updated minor version
* src/blpConnect.cpp: Added function to connect to bpipe with an appName
* src/blpAuthenticate.cpp: Authenticate a bpipe connection
* R/blpConnect.R: Added appName to argument list
* R/blpAutheticate.R: If the uuid is missing tries to connect to bpipe
2019-02-21 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): New release 0.3.9
* vignettes/rblpapi-intro.Rmd (vignette): Updated (old) API download
URL to new location
* DESCRIPTION: Idem
* README.md: Idem
* configure: Idem
2019-02-20 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION: Set 'StagedInstall: no' to accomodate R 3.6.0
* inst/NEWS.Rd: Updated (old) API download URL to new location
2018-10-25 John Laing <[email protected]>
* DESCRIPTION (Date): Roll date
* inst/unitTests/runit.bdp.R: Add test for NA date fix
2018-10-25 Xianying Tan <[email protected]>
* DESCRIPTION (Version): New minor version
* src/getFieldInfo.cpp: Use UTF-8 encoding
* src/bds.cpp: Use UTF-8 encoding and initialize Date vector with NA
* src/blpapi_utils.cpp: Idem
2018-09-02 Dirk Eddelbuettel <[email protected]>
* .travis.yml: Minor update
2018-07-25 Davis Vaughan <[email protected]>
* src/init.c: Removed as content is in RcppExport.cpp
* src/RcppExports.cpp: Updated
* R/RcppExports.R: Idem
2018-07-24 John Laing <[email protected]>
* src/bds.cpp: Use Rcpp::DateVectorAllow relative dates
* src/blpapi_utils.cpp: Idem
* src/blpapi_utils.h: Idem
2018-07-20 John Laing <[email protected]>
* src/bdh.cpp: Accomodate extra field from relative date option
* R/bdh.R: Idem
* man/bdh.Rd: Documentation
2018-06-26 John Laing <[email protected]>
* R/bdh.R: Allow character start date
* man/bdh.Rd: Documentation
2018-01-20 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): New release 0.3.8
(which should have been named 0.3.7)
2018-01-19 Whit Armstrong <[email protected]>
* DESCRIPTION (Version): New minor version
* src/subscribe.cpp: Rewritten and improved logic
2017-12-03 randomee <[email protected]>
* R/blpAuthenticate.R: More usage examples in help page
* R/blpConnect.R: Reference blpAuthenticate
2017-07-01 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Roll minor version and date
2017-06-30 spencer <[email protected]>
* src/Makevars: Add missing @ in sed and rpath use under macOS
2017-05-09 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Roll minor version
* R/getTicks.R: Document limit of 140 days of intraday data
* man/getTicks.Rd: Idem
* R/lookup.R: Add regular expression example to extract symbol (cf #215)
* man/lookupSecurity.Rd: Idem
* .travis.yml: Switch to using run.sh for Travis CI
2017-04-20 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Release 0.3.6
2017-04-08 Dirk Eddelbuettel <[email protected]>
* src/finalizers.h (createExternalPointer): Use Shield<>
* src/bds.cpp (allocateDataFrameColumn): Create directly from Rcpp vectors
* src/blpapi_utils.cpp (allocateDataFrameColumn): Ditto
2017-04-07 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Roll minor version
* src/bds.cpp (allocateDataFrameColumn): Use Rcpp::Shield<>
(buildDataFrame): No need to UNPROTECT
2017-03-02 Dirk Eddelbuettel <[email protected]>
* R/converters.R (asDataTable): New (unexported) helper function
* R/getBars.R (getBars): Use asDataTable()
* R/getTicks.R (getBars): Ditto
* inst/unitTests/runit.getTicks.R (test.getTicksAsDataTable): Adjusted
2017-02-27 Dirk Eddelbuettel <[email protected]>
* NAMESPACE (useDynLib): Add .registration=TRUE; some other edits
* src/init.c: Added 'R_registerRoutines()' & 'R_useDynamicSymbols()'
2017-02-12 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Roll minor version
* R/lookup.R (lookupSecurity): Renamed to lookupSecurity(), tweaks
to help page and argument handling
* man/lookupSecurity.Rd: Also renamed
2017-02-12 Kevin Jin <[email protected]>
* R/lookup.R (lookup): New function to look up securities,
possibly filtered by yellow key and language (PR #216)
* man/lookup.Rd: Documentation
2017-01-03 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (URL, BugReports): Add URLs
2016-12-14 Dirk Eddelbuettel <[email protected]>
* README.md: Mention ghrr drat in Installation section
2016-12-13 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Rolled to minor version 0.3.5.1
2016-12-08 Dirk Eddelbuettel <[email protected]>
* R/bdp.R: Another overrides example (by Morgan on StackOverflow)
* man/bdp.Rd: Ditto
2016-11-18 John Laing <[email protected]>
* R/bdh.R: Add option to use double for int32 and int64 field types in bdh
* R/RcppExports.R: Ditto
* man/bdh.Rd: Ditto
* src/RcppExports.cpp: Ditto
* src/bdh.cpp: Ditto
* inst/unitTests/runit.bdh.R: Ditto
2016-10-25 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Release 0.3.5
2016-10-24 Dirk Eddelbuettel <[email protected]>
* README.md: Canonical URLs, switch to https
* vignettes/rblpapi-intro.Rmd (vignette): Ditto
* DESCRIPTION: Edits for current R CMD check standards
2016-10-13 Dirk Eddelbuettel <[email protected]>
* README.md: Correct license tag to say GPL-3 rather than GPL (>= 3)
2016-10-03 Dirk Eddelbuettel <[email protected]>
* R/getBars.R: Updated comment on returned timestamp
* man/getBars.Rd: Ditto
* inst/NEWS.Rd: Catching up with recent changes
2016-09-30 Dirk Eddelbuettel <[email protected]>
* R/getTicks.R: Expanded help text to mention condition code and
possibility of multiple returns
* man/getTicks.Rd: Ditto
* R/getTicks.R: (getMultipleTicks): Changed to support data.frame
and data.table support as type and code cannot be represented in
numeric matrices
* man/getMultipleTicks.Rd: Ditto
2016-09-16 Dirk Eddelbuettel <[email protected]>
* src/getTicks.cpp: Re-enable condition codes for data.frame and
data.table
* R/getTicks.R (getTicks): Support data.table return; set use of
condition code if data.table or data.frame returned
* man/getTicks.Rd: Updated
* inst/unitTests/runit.getTicks.R (test.getTicksAsDataTable):
added, renamed other test function from getTicksAsMatrix to
getTicksAsDataFrame as it returned a data.frame
2016-09-15 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Suggests): Added data.table()
* R/getTicks.R (getTicks): Corrected default return type to
data.frame, added support for new return type data.table
2016-07-08 Dirk Eddelbuettel <[email protected]>
* R/bsrch.R: Correct example to COMDTY:VESSEL
* man/bsrch.Rd: Ditto
2016-06-06 John Laing <[email protected]>
* R/portfolio.R: New function getPortfolio to retrieve portfolio data
via bds()
* man/getPortfolio.R: Documentation for new function
2016-05-08 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version): Release 0.3.4
2016-04-20 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (SystemRequirements): Clarify need for C++11 compiler
2016-04-15 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version): Rolled minor version
* src/blpVersion.cpp (getHeaderVersion): Use more defensive
implementation not reyling on VersionInfo class
* src/blpVersion.cpp (getRuntimeVersion): Ditto
* src/blpVersion.cpp (getVersionIdentifier): Disabled as not in
currently used Windows setup, and not used in startup message
2016-04-12 Dirk Eddelbuettel <[email protected]>
* R/bdh.R: Added note about 'DOCS #2072138 <GO>' on rolling futures
* man/bdh.Rd: Ditto
2016-04-04 Dirk Eddelbuettel <[email protected]>
* NAMESPACE: Import utils::packageVersion now used in .onAttach
2016-04-03 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version): Rolled minor version
* src/blpVersion.cpp (getVersionIdentifier, getHeaderVersion),
(getRunTimeVersion): New helper functions to identify API versions
* man/getHeaderVersion.Rd: New manual page
* man/getRuntimeVersion.Rd: Ditto
* man/getVersionIdentifier.Rd: Ditto
* R/init.R (.onAttach): In verbose mode, show package and API version.
2016-03-23 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version): Rolled minor version
* R/beqs.R: More restrained output from \example(..., run.dontrun=TRUE)
* R/bsrch.R: Idem
* R/fieldSearch.R: Idem
* R/getTicks.R: Idem
* man/beqs.Rd: Idem
* man/beqs.Rd: Idem
* man/bsrch.Rd: Idem
* man/fieldSearch.Rd: Idem
* R/bdh.R: Additional example using options and overrides (to
retrieve quarterly sales estimates)
2016-03-22 John Laing <[email protected]>
* src/blpapi_utils.cpp: Add Integer64 type using REAL storage
* src/Rblpapi_types.h: Idem
2016-03-22 Dirk Eddelbuettel <[email protected]>
* R/bds.R (bds): Correct docs to state single security and field
* man/bds.Rd: Idem
2016-03-21 John Laing <[email protected]>
* R/blpDisconnect.R: Fix typo
* R/fieldInfo.R: Idem
* man/blpDisconnect.Rd: Idem
* man/fieldInfo.Rd: Idem
* inst/unitTests/runit.examples.R: Run examples as unit test
2016-03-18 John Laing <[email protected]>
* src/Rblpapi_types.h: Add Float type, same behavior as Double
* src/blpapi_utils.cpp: Idem
* inst/unitTests/runit.bdp.R: Column type tests
2016-03-17 Dirk Eddelbuettel <[email protected]>
* src/bdp.cpp (bdp_Impl): Support boolean option verbose
* R/bdp.R (bdp): Idem
* man/bdp.Rd (bdp): Idem
* inst/unitTests/runit.getBars.R: Correct thinko in dealing with
weekend / no-weekend case for data-drive unit test
* inst/unitTests/runit.getTicks.R: Idem
2016-03-16 Dirk Eddelbuettel <[email protected]>
* src/Rblpapi_types.h: Renamed from rblpapi_types.h as Rcpp
Attributes prefers a properly capitalized package name here
* src/blpapi_utils.h: Corresponding update in include
2016-03-15 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version): Release 0.3.3
* README.md: Use canonical CRAN URL
2016-03-06 Dirk Eddelbuettel <[email protected]>
* R/subscribe.R: Correct URL of referenced Doxygen file to below
bloomberg.github.io/blpapi-docs/cpp/3.8/
* inst/NEWS.Rd: Filled some missing entries from the last few weeks
* ChangeLog: Idem
* inst/unitTests/runit.getTicks.R: Add simple correction for start
and end times to avoid getting tripped by a weekend
* inst/unitTests/runit.getBars.R: Idem
2016-03-02 Whit Armstrong <[email protected]>
* src/blpapi_utils.cpp: New Date conversion function bbgDateToRDate
* inst/unitTests/runit.bdh.R: Additional Date conversion tests
2016-02-29 Dirk Eddelbuettel <[email protected]>
* R/bdh.R: Clarify in help page that order of securities in return
may be different from order in 'securities' var (issues #101, #139)
2016-02-28 Dirk Eddelbuettel <[email protected]>
* src/bdh.cpp (bdh_Impl): Support boolean option verbose
* R/bdh.R (bdh): Idem
* man/bdh.Rd (bdh): Idem
2016-02-28 Dirk Eddelbuettel <[email protected]>
* src/bds.cpp (bds_Impl): Support boolean option verbose
* R/bds.R (bds): Idem
* man/bds.Rd (bds): Idem
2016-02-25 Whit Armstrong <[email protected]>
* src/blpapi_utils.cpp: New populateDfRow using new RblpapiT parameter
* src/bdh.cpp: New RblpapiT parameter to match types
* src/bdp.cpp: Idem
* src/bds.cpp: Moved legacy populateDfRow here as populateDfRowBDS
* src/blpapi_utils.cpp: Add default to DatetypeT::Datetime
* inst/unitTests/runit.bdh.R: New unit test
* inst/unitTests/runit.bdp.R: Idem
2016-02-25 Dirk Eddelbuettel <[email protected]>
* inst/unitTests/runit.getTicks.R: Two new test functions
* tests/doRUnit.R: Improved setup logic
* inst/unitTests/runit.getBars.R: Simplified setup
2016-02-24 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Suggests): Added RUnit
* .travis.yml: Idem (though tests are skipped at Travis)
* tests/doRUnit.R: Unit test wrapper using RUnit
* inst/unitTests/runit.getBars.R: Two new test functions for
getBars() as a start; requires ~/.R/rblpapiOptions.R with options()
2016-02-10 Whit Armstrong <[email protected]>
* src/bdp.cpp: check order of bbg response matches user reqeust order
* src/blpapi_utils.cpp: move new util functions out of getFieldInfo.cpp
* src/bds.cpp: move all LazyFrame related functions here
2016-02-09 Whit Armstrong <[email protected]>
* src/getFieldInfo.cpp: add overloaded allocateDataFrame using nrows (no rownames)
* src/bdh.cpp: drop LazyFrame, preallocate result using getFieldTypes
* R/fieldInfo.R: add fieldInfo function
2016-02-06 Whit Armstrong <[email protected]>
* src/bdp.cpp: drop LazyFrame, preallocate result using getFieldTypes
* R/fieldInfo.R: new function 'fieldInfo'
* src/getFieldInfo.cpp: cpp implementation for 'fieldInfo' function
2016-02-05 Dirk Eddelbuettel <[email protected]>
* R/bds.R: Add example of overrides use with bds()
* man/bds.Rd: Ditto
2015-12-17 Morgan Williams <[email protected]>
* src/bsrch.cpp: Initial version of BSRCH functionality
* R/bsrch.R: R side of new bsrch() function
* man/bsrch.Rd: Manual page for bsrch()
2015-12-07 Martin Bel <[email protected]>
* configure: Add 'method="libcurl"' to download.file call
2015-12-06 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION: Version 0.3.2
2015-12-04 Anonymous <[email protected]>
* src/getBars.cpp: Changed to support a single options vector with
named elements.
* R/getBars.R: Idem
* man/getBars.Rd: Corresponding manual page update
2015-11-23 Dirk Eddelbuettel <[email protected]>
* src/beqs.cpp: Minor postprocessing and cleanup
2015-11-23 Rademeyer Vermaak <[email protected]>
* src/beqs.cpp: More robust handling of empty return columns
2015-11-20 Dirk Eddelbuettel <[email protected]>
* src/beqs.cpp: Correct comparison for response type
2015-11-19 Dirk Eddelbuettel <[email protected]>
* configure (download): Use R to download instead of curl as the
latter fails to follow redirect links on e.g. OS X -- but only when
we have capabilities()[["libcurl"]] or else fall back to curl
* src/beqs.cpp: Make g++-5.2 happy and use std::strcmp
* .travis.yml (after_failure): Add new target to get more output
* DESCRIPTION: Roll Date and Version
2015-11-16 Rademeyer Vermaak <[email protected]>
* src/bdh.R: Correct example
2015-11-09 Dirk Eddelbuettel <[email protected]>
* src/getBars.cpp: Also return value-traded per bar
* R/getBars.R: Document additional return column
2015-11-09 Whit Armstrong <[email protected]>
* src/subscribe.cpp: Finalize live subscription
* R/subscribe.R: Idem
* man/subsribe.Rd: Idem
2015-11-06 Dirk Eddelbuettel <[email protected]>
* R/getBars.R: Check startTime and endTime for Datetime type;
added example section to manual page
* R/getTicks.R: Ditto
* man/getBars.Rd: Added simple example from vignette
* man/getTicks.Rd: Ditto
2015-11-02 Whit Armstrong <[email protected]>
* src/subscribe.cpp: Begginning of live subscription
2015-10-21 Dirk Eddelbuettel <[email protected]>
* R/beqs.R: Correct Date use in example section
* man/beqs.Rd: Ditto
2015-10-18 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION: Version 0.3.1
2015-10-16 Dirk Eddelbuettel <[email protected]>
* src/beqs.cpp: More robust identification of column types,
as well as presetting of result columns with NA values
* src/beqs.cpp: Support 'Date' types in return
2015-10-11 Dirk Eddelbuettel <[email protected]>
* R/beqs.R: Always return the date as the first column
2015-10-05 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION: Rolled (dev) Version and Date
2015-10-04 Dirk Eddelbuettel <[email protected]>
* src/beqs.cpp: Reworked to return a data frame, also changed some
argument names for consistency
* R/beqs.R: Corresponding changes
* man/beqs.Rd: Ditto
* src/RcppExports.cpp: Ditto
* R/RcppExports.R: Ditto
2015-10-03 Dirk Eddelbuettel <[email protected]>
* src/beqs.cpp: Added verbose flag
* R/beqs.R: Ditto
* man/beqs.Rd: Added by running roxygenize()
* src/RcppExports.cpp: Updated by running compileAttributes()
* R/RcppExports.R: Updated by running compileAttributes()
2015-10-03 Rademeyer Vermaak <[email protected]>
* src/beqs.cpp: Add BEQS functionality
* R/beqs.R: Add BEQS functionality
* man/beqs.Rd: Corresponding manual page
2015-10-01 Dirk Eddelbuettel <[email protected]>
* configure: Rewritten to (locally) cache the Bloomberg header and
and library files making (repeated) builds quicker (issue #65)
* src/Makevars.win: Ditto
* .gitignore: Add blp/ and inst/include/ with cached files
* .Rbuildignore: Ditto
* cleanup: Adjusted accordingly as well
2015-09-30 Dirk Eddelbuettel <[email protected]>
* R/getTicks.R (getMultipleTicks): In xts mode, make timestamps
unique prior to merge to ensure order is preserved (issue #76)
2015-09-18 Dirk Eddelbuettel <[email protected]>
* .travis.yml (notifications): Added slack notification
2015-09-16 Dirk Eddelbuettel <[email protected]>
* R/bdp.R: Add example using override for vendor-specific data (cf
issue ticket #67)
* man/bdp.Rd: Corresponding manual page update
2015-09-15 John Laing <[email protected]>
* src/blpapi_utils.cpp: Fix Boost auto_ptr warning
2015-08-19 Dirk Eddelbuettel <[email protected]>
* R/bdh.R: Add example using optional parameter for monthly data
* man/bdh.Rd: Corresponding manual page
2015-08-14 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION: Version 0.3.0
* configure: Respect R_HOME if set, use fallback if not
2015-08-13 Dirk Eddelbuettel <[email protected]>
* vignettes/rblpapi-intro.Rmd: Added vignette
* DESCRIPTION: Add knitr to Suggests: and VignetteBuilder:
* .travis.yml: Add knitr to installed packages
* configure: Refine which program is used for downloads
* cleanup: Refine what is removed post-build
2015-08-12 Jeroen Ooms <[email protected]>
* configure: Added support for OS X builds
* src/Makevars.in: Ditto
2015-08-12 Dirk Eddelbuettel <[email protected]>
* ChangeLog: Added, see git log for previous changes
* NEWS.Rd: Added, see git log for previous changes