Lapushin, Dan
2008-Oct-07 19:59 UTC
[R] RBloomberg - Converting international stock prices into $US
To all: I'm using RBloomberg to pull historical equity prices across a range of international markets. Bloomberg defaults to returning stock prices to R in local currency, for example, blpGetData(conn, "ALUA AR Equity", "PX_LAST",start="09/30/08", end="09/30/08") returns a stock price in Argentine Peso's. If ones use the BLPH function directly in Excel to do this pull, you can change the currency base using the CCY parameter set to "USD". How would I do something comparable in R with the blpGetHistoricalData function of RBloomberg?? Obviously, I could download exchange rates and do the calculations myself but was hoping to avoid this. Thanks very much in advance, Dan LaPushin dan.lapushin@bankofamerica.com [[alternative HTML version deleted]]