search for: blpgethistoricaldata

Dear R Folks, I know that Enrique Bengoechea ( Credit Suisse ) had posted some code snippets for importing Bloomberg historical data into R. I found them to be very useful. Has anyone succeeded in getting the below items from Bloomberg to R? (a) historical economic release data, (b) tick/intra-day data (c) bulk data such as Index membership info, etc. If someone is willing to share their code

...Con before proceeding! # First tick data ticker <- "IBM US Equity" fields <- c("Last Price","Volume") comFrom <- new("COMDate",38442.4583333333) comTo <- new("COMDate",38442.58247696760) z <- as.integer(0) histData <- try(blCon$BLPGetHistoricalData(Security=ticker, Fields=fields, StartDate=comFrom, EndDate=comTo, BarSize=z)) # Notes: # Passing in just a 0 instead of an int 0 (as z) crashes Rgui # For tick data, only one ticker is allowed in each call. # Beware of asking for a long date range; tick data can be very voluminous. # I'm sure...

...tart="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]]