search for: comdty

Displaying 7 results from an estimated 7 matches for "comdty".

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2010 Feb 24
2
Calling Data frame objects with spaces in their names
Hello I have the following data frame which I read from an EXCEL file, and when i try to call one of its columns with a space in their names I am not being able to. For example if I do EURODOLLAR$ED1.Comdty Date I obtain the following error: Error: inesperado símbolo en "EURODOLLAR$ED1.Comdty Date" I have also tried using . or _ instead of the space and have obtained no succes. How do I call such an object? Thank You Felipe Parra head(EURODOLLAR) ED1.Comdty Date ED1.Comdty ED2.Comdty D...
2009 Feb 03
1
Automatic creation of columns in zoo object
...51, 14252, 14253, 14256, 14257, 14258, 14259, 14260, 14263), format = "m/d/y", origin = structure(c(1, 1, 1970), .Names = c("month", "day", "year")), class = c("dates", "times")), class = "zoo", .Dimnames = list(NULL, c("LA1 COMDTY", "LA2 COMDTY", "LA3 COMDTY", "LA4 COMDTY", "LA5 COMDTY", "LA6 COMDTY", "LA7 COMDTY", "LA8 COMDTY"))) I also have a following variable (used in RBloomberg) in my environment: me.la.tickers <- c("LA1 Comdty", &...
2009 Jan 21
1
Two similar zoo objects with different structures, how to get same structure?
...attr(*, "format")= chr "m/d/y" .. ..- attr(*, "origin")= Named num [1:3] 1 1 1970 .. .. ..- attr(*, "names")= chr [1:3] "month" "day" "year" - attr(*, "dimnames")=List of 2 ..$ : NULL ..$ : chr [1:12] "ED4 COMDTY" "ED12 COMDTY" "ER4 COMDTY" "ER12 COMDTY" ... I also have a vector of dates of same length as zoo object (5219): > str(bldates) chr [1:5219] "01/01/90" "01/02/90" "01/03/90" "01/04/90" "01/05/90" "01/08/...
2009 Feb 10
1
Replacing dot with empty space
Hello, everyone How do I replace dot with empty space in "ED4.Comdty"? I need to get "ED4 Comdty" tried sub() in many different ways, like sub({.}, " ", "ED4.Comdty") etc but could not do it. Thanks in advance, Sergey
2010 Mar 08
2
Data.frame issue (pls help)
Hi: I want to obtain a particular value from a data.frame. Following is my dataframe: > Quotes BID ASK Name CT2 GOVT 99.92969 99.9375 CT2 TUM0 COMDTY 108.53125 108.5469 TUM0 CT5 GOVT 100.10156 100.1094 GT5 FVM0 COMDTY 115.56250 115.5703 FVM0 TYM0 COMDTY 116.93750 116.9531 TYM0 If I try to run: QuoteTUM0BID = Quotes[Quotes$Name %in% "TUM0", "BID"] and print QuoteTUM0BID, I get 108.5312, instead of 108.53125 as an...
2006 Feb 22
2
Error in RBloomberg
...R-Experts, Currently I'm using "RBloomberg" package in R-2.2.1 in Windows machine ( XP). When I'm running one specific example using blpGetData given in help file I'm getting the following error message. conn <- blpConnect() edb <- blpGetData(conn, "ED1 Comdty", "PX_LAST", start=chron("1/1/06"), end=chron("1/31/06")) The error message: Error in any (origin(chronDate) != orig) : couldn't find function "origin". Any help regarding this is appreciated in advance. Thanks, Sumanta Basak...
2005 Mar 31
0
Bloomberg data import SOLVED
...lowed in each call. # Beware of asking for a long date range; tick data can be very voluminous. # I'm sure someone can do some R-magic to fix my start and end datetimes (please!) # Bulk data is just like getting prices, except for the return object being more complex tickers <- c("TYM5 Comdty", "USM5 Comdty") fields <- c("FUT_DELIVERABLE_BONDS", "FUT_DLVRBLE_BNDS_CUSIPS") bulkData <- try(blCon$BlpSubscribe(Security=tickers, Fields=fields)) ---------------------------- Note that my original idea about GetHistoricalData was wrong since that isn...