We also added a function getMultipeTicks() which gets (by default) also Bid and Ask (and other types can be specified). Sitting on the desks of 325,000 of the world’s most influential decision makers, the Bloomberg Terminal is a modern icon of financial markets. Here is a futures example (as it is now Sunday evening): R> getTicks("ES1 Index", startTime=Sys.time()-15, endTime=Sys.time()) The package has a function 'getTicks()' which does what you want. ![]() ![]() It does not depends on Java, and works on Windows, OS X and Linux. ![]() For completeness, allow me to mention that Whit, John and I released a new package Rblpapi to CRAN which you can install directly via install.packages("Rblpapi")
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