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Rblpapi package data limits?

6 messages · Brian G. Peterson, Jon Golenbock, Whit Armstrong +1 more

Original
Jon Golenbock
# 
Hi, I was hoping somebody might be a regular user of this package to
interact with Bloomberg terminal. I've been having an issue pulling
historical data, it seems to cut off at a seemingly arbitrary point --


library(rRblpapi)
library(dplyr)
library(purrr)
library(lubridate)
library(magrittr)

striplist <- c("NGK7","NGM7", "NGN7","NGQ7", "NGU7","NGV7","NGX7")
striplist <- paste(striplist, "Comdty")


df <- striplist %>%
  map(~ getBars(., barInterval = 60 *24,startTime =
floor_date(Sys.time(),"day") - days(300))) %>%
  map(~select(., times, close))
names(df) <- striplist


this should be producing close data for 300 days, yet you will see that the
data only goes back 140.

Anybody run into this before, should I have expected this?

Thanks,
Jon
Brian G. Peterson
#
On Wed, 2017-04-05 at 08:54 -0400, Jon Golenbock wrote:
Many people do not use the 'tidyverse', especially in finance where
data is often very large and ultimately needs to be a 'wide' time
series and one tends to do more matrix math than factor munging.

Please create a *minimal* reproducible example using *just* the Rblpapi
package. It will make it easier for others to help you.
Jon Golenbock
# 
Sorry!

 getBars("NGX7 Comdty",barInterval = 60 *24,startTime =
as.POSIXct('2015-04-01'))

data only goes back to 9/20/16 for me. When I look up the ticker on the
terminal, i get data back to 2/19/2008.

On Wed, Apr 5, 2017 at 9:03 AM, Brian G. Peterson <brian at braverock.com>
wrote:

  
  


  


      

    

    

      
      

        


  

        

      Whit Armstrong
    

    

      
      #
    

  


  

      
talk to your rep or helpdesk... you or your employer has paid a lot of
money for that privilege.

as far as I know, they limit bar data to a very short lookback.  if you're
pulling daily data, you can pull the full history, however, you'll have to
use the tickers with two digit years, as the commodity tickers will repeat.
or use the rolling tickers.

-Whit





On Wed, Apr 5, 2017 at 9:10 AM, Jon Golenbock <jongolenbock at gmail.com>
wrote:

            

      
      
      
    

        

      
      
    

        

  
  


  


      

    

    

      
      

        


  

        

      chidley.ryan at gmail.com
    

    

      
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bloomberg doesn't store intraday data more than 140 days. the result is the same for any API you use to access the data



Sent from my iPhone

            

      
      
      
    

        

      
      
    

  
  


  


      

    

    

      
      

        


  

        

      Jon Golenbock
    

    

      
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a-ha. Thank you.

for anyone interested I used bdh to get what I was after --

bdh("NGX7 Comdty", c("Open","High","Low","PX_Last"),start.date = Sys.Date()
- days(300))

        
On Wed, Apr 5, 2017 at 9:29 AM, <chidley.ryan at gmail.com> wrote: