Subscription feature

[armstrtw]

add subscribe function.

passes R CMD check.

[eddelbuettel]

Never seen this notation before. Is that described somewhere in the copious Bloomberg docs?

[armstrtw]

from blpapi_subscriptionlist.h

you think I should add some of this documentation to the man page?

// STRUCTURE OF SUBSCRIPTION STRING
// ---------------------------------
// The simplest form of a subscription string is a fully qualified
// subscription string, which has the following structure:
//
// "//blp/mktdata/ticker/IBM US Equity?fields=BID,ASK&interval=2"
// -----------/------/-----------/------------------------/
// | | | |
// Service Prefix Instrument Suffix

[eddelbuettel]

Yes -- I think that would not hurt.

[armstrtw]

github knows your intentions before you do... spooky.

[armstrtw]

you think a straightup copy/paste/reformat from the c++ header would be ok?

[eddelbuettel]

Could Bloomberg be offended if we copied? If there is something online, a URL may do. Else a reference to the header?

[armstrtw]

that's a good point. I think I can produce a link.

[eddelbuettel]

Looks like the RHS needs an update :)

[armstrtw]

RHS?

I'll fix the file. it's an artifact of copying from bdp.cpp.

[eddelbuettel]

(RHS == right-hand side)
And thanks.

[armstrtw]

so, how do I refresh the PR? cancel it and submit a new one?

[johnlaing]

I don't know that we need to tie an exposition of this notation to this particular feature. AFAIK, this structure is common across the entire API. E.g.:

jlaing@xenon:~$ R
> require(Rblpapi)
Loading required package: Rblpapi
> blpConnect(host="app", port=8194)
> bdp("/ticker/TYZ5 Comdty", "PX_LAST")
                    PX_LAST
/ticker/TYZ5 Comdty     126

[armstrtw]

how does this sit with everyone:
##' @details
##' The subscribe function allows one to subscribe to streaming market
##' quotes.
##'
##' Full detials of the subscription string can be found in the
##' header file blpapi_subscriptionlist.h at the following link:
##' http://static.bloomberglabs.com/api/cpp/doc/3.8/blpapi__subscriptionlist_8h_source.html

[eddelbuettel]

@johnlaing Yes, thanks, once Whit showed the reference to the header I suspected something like that.

@armstrtw Is it also possible to drop the leading /ticker, ie could one subsribe to IBM US Equity or any odd future?

The link looks fine. That is a nice balance between a brief synopsis and further reference.

[armstrtw]

yes, I think the ticker can be dropped from the TY example. let me check.

[armstrtw]

yes, it works without the '/ticker' prefix. I updated the futures example. I left the cusip example in there for variety.

[armstrtw]

Thanks. do you normally version bump for a new feature? or just leave it as a separate commit?

[eddelbuettel]

Yes, a fourth digit +1 may be on order as are ChangeLog and NEWS entries.

And once we have that we can probably think about 0.3.2 and CRAN, no?