Displaying 2 results from an estimated 2 matches for "gethistoricaldata".
2005 Mar 31
0
Bloomberg data import SOLVED
...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...
2005 Mar 24
5
Bloomberg data import
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