BQL implementation request

[santiago-afonso]

Hello. It appears that it should now be possible to add BQL support to Rblpapi. The blp python library, which also relies on the C++ API, has managed to do so. Here's the specific commit: matthewgilbert/blp@700c280

I can confirm that it works in the Python library. I don't know how hard it would be, but it doesn't seem particularly complex. (I'm sadly not knowledgeable enough to propose a fix to Rblpapi myself.)

Thank you developers for sharing your code, it's been very helpful.

[eddelbuettel]

I think we might have to rely on community contributions here.