Thanks for the response, John. I tried this:
tick(conn, "ESA Index", c("BID", "ASK"), "2011-09-28 10:00:00.000", "2011-09-28 10:00:01.000", option_names="useUTCTime",option_values="FALSE")
Error in .jcall("RJavaTools", "Ljava/lang/Object;", "invokeMethod", cl, :
com.bloomberglp.blpapi.NotFoundException: Element Defintion: useUTCTime not found in: IntradayTickRequest
I guess I will have to always remember to shift my times to/from UTC or write a wrapper.
I'm not sure it is supported for intraday tick requests; on WAPI<go> under the API development topics #5,
they seem to indicate that it should work for at least VWAPs, but it's a little hard to know if it applies to others.
Thanks for all your good work on this package!
-- David
sessionInfo()
R version 2.13.1 Patched (2011-08-17 r56745) Platform: i386-pc-mingw32/i386 (32-bit) locale: [1] LC_COLLATE=English_United States.1252 LC_CTYPE=English_United States.1252 LC_MONETARY=English_United States.1252 [4] LC_NUMERIC=C LC_TIME=English_United States.1252 attached base packages: [1] stats graphics grDevices utils datasets methods base other attached packages: [1] zoo_1.7-3 RBloomberg_0.4-150 rJava_0.9-1 loaded via a namespace (and not attached): [1] grid_2.13.1 lattice_0.19-31 -----Original Message----- From: John Laing [mailto:john.laing at gmail.com] Sent: Tuesday, September 27, 2011 9:19 PM To: David Reiner Cc: r-sig-finance at r-project.org Subject: Re: [R-SIG-Finance] RBloomberg connection options David, These options in the RBloomberg package correspond directly to options that Bloomberg exposes through the API. I haven't been able to come up with any cases where the options do interesting things, but they would be set through a bdp (or similar) call like this: bdp(conn, "GOOG Equity", "PX_LAST", option_names = "includeExchangeCodes", option_values = "TRUE") Sorry if that's not especially helpful... If I come up with a better example I'll be sure to let you know. John
On Thu, Sep 22, 2011 at 10:22 AM, David Reiner <David.Reiner at xrtrading.com> wrote:
Thanks to Ana and John for this great package! I am intrigued by the options shown in one example, but clueless as to how to take advantage of them. How do we set useUTCTime to FALSE ? Here's the example that shows there is such an option:
library(RBloomberg) conn <- blpConnect() conn$BOOLEAN_OPTION_NAMES
?[1] "useUTCTime" ? ? ? ? ? ? ? ?"returnRelativeDate" ? ? ? ?"adjustmentNormal" ? ? ? ? ?"adjustmentAbnormal"
?[5] "adjustmentSplit" ? ? ? ? ? "adjustmentFollowDPDF" ? ? ?"returnEids" ? ? ? ? ? ? ? ?"includeConditionCodes"
?[9] "includeNonPlottableEvents" "includeExchangeCodes"
I tried conn$ useUTCTime and conn@ useUTCTime, and conn <-
blpConnect(useUTCTime=FALSE) but none of these make sense to the
package.
Thanks for the help,
David L. Reiner, Ph.D.
Head Quant
XR Trading LLC
550 West Jackson Boulevard, Suite 1000 Chicago, IL 60661-5704
(312) 244-4610?direct
(312) 244-4500?main
David.Reiner at xrtrading.com
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