In the past, I have used the package RBloomberg to directly pull bloomberg data into R. I've also seen it go by the names Rbbg or R[Name Redacted]. It seems to me, however, that this package no longer exists. Is it still out there somewhere? If not, is there a package that achieves the same purpose?
Are you aware of the findata.org site and its directory?
The code is also in a bazaar repository as well as GitHub repo.
This has been resurrected as Rblpapi.