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$ED1.Comdty Date I obtain the
following error:
Error: inesperado sÃmbolo en "EURODOLLAR$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...