search for: px_last

Displaying 10 results from an estimated 10 matches for "px_last".

2011 Jul 27
3
Reorganize(stack data) a dataframe inducing names
Dear Contributors, thanks for collaboration. I am trying to reorganize data frame, that looks like this: n1.Index Date PX_LAST n2.Index Date.1 PX_LAST.1 n3.Index Date.2 PX_LAST.2 1 NA 04/02/07 1.34 NA 04/02/07 1.36 NA 04/02/07 1.33 2 NA 04/09/07 1.34 NA 04/09/07 1.36 NA 04/09/07...
2010 Feb 24
2
Calling Data frame objects with spaces in their names
..._ 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 Date ED2.Comdty ED3.Comdty Date ED3.Comdty ED4.Comdty Date ED4.Comdty ED5.Comdty Date ED5.Comdty ED6.Comdty Date 1 Date PX_LAST Date PX_LAST Date PX_LAST Date PX_LAST Date PX_LAST Date 2 02/01/2003 98.635 02/01/2003 98.51 02/01/2003 98.295 02/01/2003 97.995 02/01/2003 97.64 02/01/2003 3 03/01/2003 98.635 03/01/...
2011 Jan 19
1
Problem in using bdh function for Govt tickers
Hi, all I wanted to fetch data from Bloomberg for govt bonds, and analyse it further. I am having trouble in getting data as when I use field=PX_LAST, it is giving the prices but when I use field=CPN, or ISSUE_DT, it is not giving the results and just bouncing back <NA> for that. This is the piece of code: > library(rJava) Warning message: package 'rJava' was built under R version 2.12.1 > library(RBloomberg) &gt...
2006 Feb 22
2
Error in RBloomberg
...ently 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. [[alternative HT...
2010 Mar 17
2
Troubles on retrieving rownames
...s but when I call the rownames() function it returns me a NULL value. It worked perfectly until I had to reinstall the RBloomberg package. Here is my code: (you need to be connected to bloomberg to run it): conn <- blpConnect(na.action="na") prices <- blp(conn, securirtyNames, "PX_LAST", startDate, endDate) > rownames(prices) NULL any idea of what it could be? What I don't understand is that I can see those rownames on the console... ----- Anna Lippel -- View this message in context: http://n4.nabble.com/Troubles-on-retrieving-rownames-tp1596990p1596990.html Sent...
2007 Sep 18
0
FW: ISIN numbers into Bloomberg tickers
Hi David, I tried the following and get the below error messages.... con = blpConnect(show.days="trading",na.action="previous.days",periodicity="da ily")# connecting Bloomberg > dat <- blpGetData(con,"US4009703799 Equity","PX_LAST",start=as.chron(as.Date("01/01/2005", "%m/%d/%Y"),end=as.chron(Sys.Date()),retval="data.frame") > blpDisconnect(con) used (Mb) gc trigger (Mb) max used (Mb) Ncells 480150 12.9 818163 21.9 818163 21.9 Vcells 797171 6.1 1445757 11.1 1441593 11.0 > dat [DATET...
2008 Oct 07
0
RBloomberg - Converting international stock prices into $US
To all: I'm using RBloomberg to pull historical equity prices across a range of international markets. Bloomberg defaults to returning stock prices to R in local currency, for example, blpGetData(conn, "ALUA AR Equity", "PX_LAST",start="09/30/08", end="09/30/08") returns a stock price in Argentine Peso's. If ones use the BLPH function directly in Excel to do this pull, you can change the currency base using the CCY parameter set to "USD". How would I do something comparable in R w...
2010 Jan 20
0
Error on using blpGetData() function from RBloomberg package
Hello, I am using te blpGetData() function to retrieve closing prices from bloomberg on r. This is the code that I wrote: library(RBloomberg) conn=blpConnect blpGetData(conn,"ANF UN Equity","PX_LAST","2009/09/01","2009/09/10") and I get the following error: Error in substring(paste("0", v$day, sep = ""), first = nchar(paste(v$day))) : invalid substring argument(s) In addition: Warning messages: 1: In as.COMDate.chron(start) : NAs introduced by c...
2009 Oct 21
0
Problems coercing to timeSeries
Hi all. I'm suddenly having problems with the following: > FUT10Y<-read.table("C:\\FUT10YR.csv",header=TRUE,sep=",") > head(FUT10Y) Date PX_OPEN PX_HIGH PX_LOW PX_LAST 1 1/5/1999 119.0000 119.1875 118.5312 118.6250 2 1/6/1999 118.5938 118.8750 118.2812 118.8438 3 1/7/1999 118.9062 119.0312 118.3750 118.5000 4 1/8/1999 118.4688 118.5625 117.5312 117.8125 5 1/11/1999 117.6562 117.7812 117.1250 117.5625 6 1/12/1999 117.5312 118.2188 117.2500 117.9688 > FUT10Y...
2009 Sep 28
2
Help with time series
Hello I'm working with a bunch of time series data. The data are downloaded from a server and stored as ascii files prior to reading them into R. After reading the data sets read into R with no problem and I can us the ts function to coerce them to time series, sometimes this works and sometimes it fails. For example. P38_SubB <-