HELP: Problem with RBloomberg blp intraday data
Michael, It is helpful if you provide information about the version of R and various packages that you are running. The sessionInfo() function is an excellent way to do that. The timeout argument to blpConnect was eliminated in early 2010, so I assume your version of RBloomberg is very old. There are now several recent threads on this list about how to upgrade and the dependencies involved. I recommend you read some of these. In the current RBloomberg what you're trying to do is pretty straightforward: library(RBloomberg) conn <- blpConnect() trades <- bar(conn, "AGS BB Equity", "TRADE", "2011-09-12 08:00:00.000", "2011-09-12 16:30:00.000", "1") Hope that helps, John On Thu, Nov 24, 2011 at 5:45 AM, Benjamin, Michael
<Michael.Benjamin at bernstein.com> wrote:
Hello
I am trying to download some intraday data, the number of ticks over a time range. ?Packages installed are "package:RBloomberg" and "package:RDCOMClient".
The data request is for the number of ticks over a date range using
conn<-blpConnect(timeout=120000,show.days="week",na.action="na",periodicity="daily")
blp(conn, "AGS BB EQUITY",fields=c("LAST_PRICE"),start="2011-09-12 08:00",end="2011-09-12 16:30",barsize=510, barfields="NUMBER_TICKS")
which returns the number 3574. ?When passing the argument fields=c("BID") or fields=c("ASK") the number of bid or ask ticks returns <NA>.
blp(conn, "AGS BB EQUITY",fields=c("BID"),start="2011-09-12 08:00",end="2011-09-12 16:30",barsize=510, barfields="NUMBER_TICKS")
blp(conn, "AGS BB EQUITY",fields=c("ASK"),start="2011-09-12 08:00",end="2011-09-12 16:30",barsize=510, barfields="NUMBER_TICKS")
The issue is this is not consistent behavour with other stocks, for example, for EBS AV EQUITY the BID, ASK LAST_PRICE number of ticks is
33800, 33800,2232
Has anyone got any idea why this happens or if there is a way to resolve it?
Best regards
Michael
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