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Rbloomberg problem

by Jorge Nieves :: Rate this Message:

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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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