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")
It does not depends on Java, and works on Windows, OS X and Linux.
The package has a function 'getTicks()' which does what you want. Here is a futures example (as it is now Sunday evening):
R> getTicks("ES1 Index", startTime=Sys.time()-15, endTime=Sys.time())
value size
2015-08-23 19:49:47 1960.25 1
2015-08-23 19:49:54 1960.50 1
2015-08-23 19:49:57 1960.25 1
2015-08-23 19:49:59 1960.50 7
2015-08-23 19:49:59 1960.50 1
2015-08-23 19:49:59 1960.50 2
2015-08-23 19:49:59 1960.50 2
2015-08-23 19:49:59 1960.50 9
2015-08-23 19:49:59 1960.50 1
2015-08-23 19:49:59 1960.50 1
2015-08-23 19:49:59 1960.50 1
2015-08-23 19:49:59 1960.50 1
2015-08-23 19:49:59 1960.50 2
2015-08-23 19:50:00 1960.50 1
2015-08-23 19:50:00 1960.50 1
2015-08-23 19:50:00 1960.50 3
2015-08-23 19:50:01 1960.50 1
2015-08-23 19:50:02 1960.50 1
2015-08-23 19:50:02 1960.50 1
2015-08-23 19:50:02 1960.50 4
2015-08-23 19:50:02 1960.50 1
2015-08-23 19:50:02 1960.50 1
2015-08-23 19:50:02 1960.50 1
R>
That is just trades. We also added a function getMultipeTicks()
which gets (by default) also Bid and Ask (and other types can be specified).