I am wondering if (1) made a mistake in the set up? Or (2) there is a
problem here with R 2.7.0 too.
Currently using
Package: RBloomberg
Version: 0.1-10
Date: 2006-05-04
Built: R 2.5.1; ; 2007-07-22 18:19:52; windows
Usinga lso 'RDCOMClient' version 0.92-0
Any recommendatiosn?
blpGetData(RBloomberg) examples.
library(RBloomberg)
.bbfields <- blpReadFields("C:/Program Files/blp/API")
## Not run:
conn <- blpConnect()
## Snapshot
eda <- blpGetData(conn, c("ED5 Comdty","ED6 Comdty","ED7 Comdty",
"ED8 Comdty"), "BID")
eda
## Historical (last 30 days)
edb <- blpGetData(conn, "ED1 Comdty", "PX_LAST",
start=as.chron(Sys.time() - 86400 * 30)) edb
## Intraday bars (last hour in 2 min bars) edc <- blpGetData(conn,
"ED1 Comdty", c("BID","ASK"),
start=as.chron(Sys.time() - 3600), barfields="OPEN", barsize=2) edc
## Tick-by-tick (3 minutes starting an hour ago) edd <-
blpGetData(conn, "ED1 Comdty", c("BID"),
start=as.chron(Sys.time() - 3600),
end=as.chron(Sys.time() - 3420), barsize=0) edd
blpDisconnect(conn)
## End(Not run)
Output
.bbfields <- blpReadFields("C:/Program Files/blp/API")
## Not run:
conn <- blpConnect()
## Snapshot
eda <- blpGetData(conn, c("ED5 Comdty","ED6 Comdty","ED7 Comdty",
BID
ED5 COMDTY 96.860
ED6 COMDTY 96.680
ED7 COMDTY 96.475
ED8 COMDTY 96.330
## Historical (last 30 days)
edb <- blpGetData(conn, "ED1 Comdty", "PX_LAST",
+ start=as.chron(Sys.time() - 86400 * 30))
PX_LAST
04/08/08 97.530
04/09/08 97.545
04/10/08 97.500
04/11/08 97.540
04/14/08 97.495
04/15/08 97.440
04/16/08 97.290
04/17/08 97.120
04/18/08 97.090
04/21/08 97.125
04/22/08 97.125
04/23/08 97.135
04/24/08 97.145
04/25/08 97.135
04/28/08 97.195
04/29/08 97.245
04/30/08 97.325
05/01/08 97.330
05/02/08 97.365
05/05/08 97.350
05/06/08 97.365
05/07/08 97.365
05/08/08 97.395
## Intraday bars (last hour in 2 min bars) edc <- blpGetData(conn,
"ED1 Comdty", c("BID","ASK"),
+ start=as.chron(Sys.time() - 3600), barfields="OPEN", barsize=2)
BID.OPEN ASK.OPEN
(05/08/08 09:26:21) NA NA
## Tick-by-tick (3 minutes starting an hour ago) edd <-
blpGetData(conn, "ED1 Comdty", c("BID"),
+ start=as.chron(Sys.time() - 3600),
+ end=as.chron(Sys.time() - 3420), barsize=0)
Error in substr(text, first, last) : invalid substring argument(s)
used (Mb) gc trigger (Mb) max used (Mb)
Ncells 291899 7.8 531268 14.2 408779 11.0
Vcells 610228 4.7 1151091 8.8 1151024 8.8
## End(Not run)
help(blpDisconnect)
Jorge Nieves
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