Speed of processing a bdh call using Rbloomberg
Dear John, yes it does seem to be a problem with my network connection. Thanks for your help, and for the great package! Aidan
On Thu, Oct 6, 2011 at 6:42 PM, John Laing <john.laing at gmail.com> wrote:
Aidan, Sorry for the delayed response. Your code runs pretty quickly for me:
system.time(funda<-bdh(conn, tickers, fields, start.date,end.date,option_names = o_names, option_values = o_values))
? user ?system elapsed ? 2.35 ? ?0.14 ? ?5.05 This is on a Windows XP VM, 3.5GB memory. Is it possible a slow network connection is to blame? John On Thu, Oct 6, 2011 at 12:39 PM, Aidan Corcoran <aidan.corcoran11 at gmail.com> wrote:
Dear Ulrich, thanks for your suggestion to cache the results, speeding up future calls. Unfortunately I would like to retrieve large amounts of fairly random data, rather than repeatedly retrieving data that overlap with previous requests, so caching wouldn't help much. It seems there are no other suggestions to improve speed, which suggests at least I am not missing anything obvious (or doing anything stupid!). Thanks for your help. Aidan On Sat, Oct 1, 2011 at 6:20 PM, Ulrich Staudinger <ustaudinger at gmail.com> wrote:
cache it after downloading and fetch only the update? regards ulrich -- comnect on xing or linkedin On 01.10.2011, at 18:43, Aidan Corcoran <aidan.corcoran11 at gmail.com> wrote:
Dear list,
When I run a bdh call which requests three years of quarterly data on
two items for 48 companies (giving a 601x4 data frame), the call takes
about two minutes to complete. I would like to run bigger requests, so
speed is a bit of an issue. Is there anything I can do to improve the
speed? Code below. I have a PC running Windows 7, 4gb of RAM and a
3Ghz processor, if that matters. Java version is 1.6.0_26.
Thanks in advance
Aidan
conn <- blpConnect()
R version 2.13.0 (2011-04-13)
rJava Version 0.9-1
RBloomberg Version 0.4-150
Java environment initialized successfully.
Looking for most recent blpapi3.jar file...
Adding C:\blp\API\APIv3\JavaAPI\v3.4.3.2\lib\blpapi3.jar to Java classpath
Bloomberg API Version 3.4.3.2
daysback<-3*365
start.date <- as.POSIXct(Sys.Date()-daysback)
end.date <- as.POSIXct(Sys.Date())
tickers<- c("ACA FP Equity", "ALPHA GA Equity", "BAER VX Equity",
"BARC LN Equity", "BBVA SQ Equity", "BCP PL Equity", "BCVN SE Equity",
"BES PL Equity",
"BKIR ID Equity", "BKT SQ Equity", "BMPS IM Equity", "BNP FP Equity",
"BP IM Equity", "BPE IM Equity", "BPSO IM Equity", "CABK SQ Equity",
"CBK GY Equity", "CRG IM Equity", "CSGN VX Equity", "DANSKE DC Equity",
"DBK GY Equity", "DEXB BB Equity", "DNBNOR NO Equity", "EBS AV Equity",
"ETE GA Equity", "GLE FP Equity", "HSBA LN Equity", "ISP IM Equity",
"JYSK DC Equity", "KBC BB Equity", "KN FP Equity", "LLOY LN Equity",
"MB IM Equity", "NDA SS Equity", "POH1S FH Equity", "POP SQ Equity",
"RBI AV Equity", "RBS LN Equity", "SAB SQ Equity", "SAN SQ Equity",
"SEBA SS Equity", "SHBA SS Equity", "STAN LN Equity", "SWEDA SS Equity",
"SYDB DC Equity", "TPEIR GA Equity", "UBI IM Equity", "UBSN VX Equity",
"UCG IM Equity", "VATN SE Equity")
fields<-c("best_sales","best_ebitda")
o_names = "periodicitySelection"
o_values = "QUARTERLY"
funda<-bdh(conn, tickers, fields, start.date,end.date,option_names =
o_names, option_values = o_values)
sessionInfo()
R version 2.13.0 (2011-04-13)
Platform: i386-pc-mingw32/i386 (32-bit)
locale:
[1] LC_COLLATE=English_Ireland.1252 ?LC_CTYPE=English_Ireland.1252
[3] LC_MONETARY=English_Ireland.1252 LC_NUMERIC=C
[5] LC_TIME=English_Ireland.1252
attached base packages:
[1] grid ? ? ?stats ? ? graphics ?grDevices utils ? ? datasets ?methods
[8] base
other attached packages:
[1] RBloomberg_0.4-150 rJava_0.9-1 ? ? ? ?gtools_2.6.2 ? ? ? gdata_2.8.2
[5] ggplot2_0.8.9 ? ? ?proto_0.3-9.2 ? ? ?zoo_1.7-4 ? ? ? ? ?reshape_0.8.4
[9] plyr_1.6
loaded via a namespace (and not attached):
[1] lattice_0.19-23 tools_2.13.0
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_______________________________________________ R-SIG-Finance at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.