Rbloomberg problem

 Thank you...

I just re-run them now and obtained the same results.. What version of R
are you using?

-----Original Message-----
From: r-sig-finance-bounces at stat.math.ethz.ch
[mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of Ana Nelson
Sent: Thursday, May 08, 2008 11:40 AM
To: r-sig-finance at stat.math.ethz.ch
Subject: Re: [R-SIG-Finance] Rbloomberg problem

Hi, Jorge,

Was the market actually open for the time period you requested? I've
just run those queries and they are working fine for me.

Will you try this again making sure the market you are querying is open
and let me know if it works for you?

Regards,
Ana



2008/5/8 Jorge Nieves <jorge.nieves at moorecap.com>:

Hi,

I am new R user and have been trying to properly configure an R
working environment.  I  have it up and ruining except for the

Rbloomberg.

I tried running the examples in the documentation. And encountered
into several issues:  First, R2.5.1 was crashing and I could never
understand why. I installed the latest release R 2.7.0 and was
eventually able to run only tow of the examples from
blpGetData(RBloomberg)

The intraday "Intraday bars" and the "Tick-by-tick" examples do not

run.

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",

+ "ED8 Comdty"), "BID")

eda

             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))

edb

        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)

edc

                   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)

edd

Error in substr(text, first, last) : invalid substring argument(s)

blpDisconnect(conn)

        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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