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sm5
2005 Mar 31
0
Bloomberg data import SOLVED
...# 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))
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Note that my original idea about GetHistoricalData was wrong since that
isn't a function. (A...