similar to: Fetching Intraday data from Bloomberg

Hi, I am trying to download data from Bloomberg through R. If I try to download intraday data for multiple tickers and only one field, I get the error, written below in red. How do I get rid of this error? > dat<-blpGetData(conn, c("NOK1V FH Equity","AUA AV Equity"), "LAST_PRICE",

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

Hi R experts, The below is an RBloomerg command. The object "intra" here is a zoo object. I need to convert this zoo object into a data frame, called bb. " library(zoo) library(chron) library(RDCOMClient) library(RBloomberg) conn<-blpConnect(show.days="trading",na.action="previous.days",periodici ty="daily") intra<-blpGetData(conn,

Hi R, Again the problem in Bloomberg, I give the below code, > con = blpConnect(show.days="trading",na.action="previous.days",periodicity="da ily")# connecting Bloomberg > div <- blpGetData(con,"IBM US Equity","EQY_DVD_HIST",start=as.chron(as.Date("01/01/2005", "%m/%d/%Y")),end=as.chron(Sys.Date())) >

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",

Hello, I'm new to R and am having trouble plotting intraday data on a chart. I haven't had any success with using ideas from some other posts or other content. My data is in csv format, here's the first few rows: TimeStamp..UTC. Open High Low Close 1 2011-06-15 13:30:00:0000 127175 127500 126925 127425 2 2011-06-15 14:00:00:0000 127400 127575 127225 127225 3 2011-06-15

Hi R, Please solve my problem........... I am extracting Bloomberg data from R, in a loop. R is getting fatigued by doing this process and gives some errors. I introduced sleep function. Doing this sometimes I get the results and sometimes not. I even noticed that if I give complete rest for R (don't open R window) for 1 day and then run my code with the sleep function, then the

Dear All, when I try to call blpConnect() in order to open a connection to the Bloomberg on my machine, I receive following error message: R version 2.15.1 (2012-06-22) rJava Version 0.9-3 RBloomberg Version 0.4-150 Java environment initialized successfully. Looking for most recent blpapi3.jar file... Adding C:\blp\API\APIv3\JavaAPI\v3.4.8.1\lib\blpapi3.jar to Java classpath

Hi, I have an intraday timeseries of financial data (see below) which has gaps due to market opening and closing hours. I am trying to plot it, but the time gap is always visible in the plot. I tried converting data to xts, zoo, timeSeries and plotting it with different functions i.e. plot.xts, plot.zoo. The only way to make it work was with function 'chartSeries' in the quantmod package

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 <-

I want to create a open/high/low/last plot of intraday data. I try to use the function plotOHLC from the tsteries package. I create my own multiple time series and then try to plot it. raw Data Format (file eurusd2.csv): "Date (GMT)" "Open" "High" "Low" "Last" 17-03-2008 00:00:00 1,5764 1,5766 1,5747 1,5750 17-03-2008 00:05:00 1,5749 1,5750 1,5741

I'm trying to read intraday zoo but running into issues (again) ... what am I missing here? (the date doesn't seem to read in correctly) > head(dat) TrdDate TrdTime impliedVol 1 20090102 09:55:03 0.3610715 2 20090102 09:55:04 0.3637943 3 20090102 09:55:05 0.3752375 4 20090102 09:55:05 0.4190025 5 20090102 09:55:06 0.3696080 6 20090102 09:55:06 0.4944981 > f <-

Hi R, Can I convert ISIN numbers into Bloomberg tickers in the RBloomberg package? BR, Shubha [[alternative HTML version deleted]]

Hi guys, I am using the blp() function from RBloomberg package which returns a matrix of prices with the columns corresponding to the security name and the columns to the date. When I have a look at the matrix I can see the rownames (dates) on the left of the prices but when I call the rownames() function it returns me a NULL value. It worked perfectly until I had to reinstall the RBloomberg

Hi R-Experts, I'm currently using R 2.4.0 in Windows XP. I'm trying to download data from Bloomberg using the package "RBloomberg", but it fails to install the three needed packages "zoo", "chron" and 'Rbloomberg". Moreover I am not able to find "RBloomberg" package as windows binary in CRAN site as only for MAC it's given. Please

Hi R-Experts, Can anyone tell me how Bloomberg data can be directly downloaded to R? Is there any package? Sumanta Basak. ------------------------------------------------------------------------------------------------------------------- This e-mail may contain confidential and/or privileged infor...{{dropped}}

Hi to all, Is there a way to use the API bloomberg functions BAddPeriods Binterpol Bcountperiods in RBloomberg? tnks -- View this message in context: http://r.789695.n4.nabble.com/Bloomberg-API-functions-BAddPeriods-Binterpol-Bcountperiods-in-RBloomberg-tp4534163p4534163.html Sent from the R help mailing list archive at Nabble.com.

Hello all, I'm trying to use zoo.read but can't figure out how to deal with the time format. (example below) would be nice if someone could help. best regards, Immanuel --------------------------- L <- "Date,Time,Open,High,Low,Close,Up,Down 05.02.2001,00:30,421.20,421.20,421.20,421.20,11,0 05.02.2001,01:30,421.20,421.40,421.20,421.40,7,0

Hello,   I would like to create a function that computes intraday returns of a financial asset on a calendar time basis, without making any loop. For instance, I want to get price returns every 60 seconds. The main problem is that the times series of prices is irregularly spaced in time. I have looked in the "zoo" or "its" classes but have not found any answer to my problem.

Hi, You may need to add "dec=","" in the read.csv. dat1<- read.table(text=" Time;Mid 31/01/2013 00:00;1,35679 31/01/2013 00:01;1,35678 31/01/2013 00:02;1,356785 31/01/2013 00:03;1,35689 31/01/2013 00:04;1,3569 31/01/2013 00:05;1,3569 31/01/2013 00:06;1,356885 31/01/2013 00:07;1,35691 31/01/2013 00:08;1,357