RBloomberg: Is there a limit to the size of a tick data download?
I've been trying to download a full day's worth of tick data for a stock using RBloomberg, but for whatever reason it's only giving me a few hours at a time. Here are the commands I'm entering:
conn = blpConnect()
TICKS = tick(conn, "AMZN Equity", c("TRADE", "BID_BEST", "ASK_BEST"),
"2010-06-09 00:00:00.000", "2010-06-09 23:59:59.000") When I run this in R, I'm only getting data covering the last few hours of my request, from 19:58:00 to 23:58:28. I've run this several times and each time I only seem to get a few hours' worth of data; it's not even the same size each time. Does anyone know what could be causing this?
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