« Return to Thread: Rbloomberg problem

Re: Rbloomberg problem

by Ana Nelson :: Rate this Message:

Reply to Author | View in Thread

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@...>:

> 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
>
>
>
>        [[alternative HTML version deleted]]
>
> _______________________________________________
> R-SIG-Finance@... mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only.
> -- If you want to post, subscribe first.
>

        [[alternative HTML version deleted]]

_______________________________________________
R-SIG-Finance@... mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only.
-- If you want to post, subscribe first.

 « Return to Thread: Rbloomberg problem