add appIdentityKey optional argument to blpConnect()

[klin333]

See https://developer.bloomberg.com/portal/products/desktop_api?chapterId=4551&entityType=document#getting_started_with_desktop_api-app_registration

Seems similar to appName for B-PIPE, so just took inspiration from that.

[eddelbuettel]

(Link is paywalled)

We will take a look. Implementation looks clean and straightforward (and sorry you had to deal with SEXP ...)

[klin333]

Relevant bits from the Bloomberg documentation:

Integrating Application Identity Key into Application
Application Identity Key (AIK) is supported in all interfaces of BLPAPI starting from version 3.20. To leverage AIK in your BLPAPI requests, you can inject AIK into SessionOptions.

Select applicable language to show sample code to integrate AIK into your application:

SessionOptions sessionOptions;
sessionOptions.setApplicationIdentityKey("<Enter AIK here>");