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2008 Oct 07
0
RBloomberg - Converting international stock prices into $US
...nge 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...