similar to: Column names in Zoo object

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",

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 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",

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())) >

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))) :

Together with Enrique's running start and Prasad's work, we figured out how to get tick data and bulk data from Bloomberg into R. Here is a code snippet which builds on Enrique's. ---------------------------- require("RDCOMClient") blCon <<- try(blCon <- COMCreate("Bloomberg.Data.1"), silent=TRUE) # Always check the class of blCon before proceeding! #

I try to use RBloomberg to get the dividend for IBM. However, blpGetData(conn, "IBM EQUITY", field="EQY_DVD_HIST_ALL", start=as.chron("1980-01-01")) doesn't work. It returns EQY_DVD_HIST_ALL (10/02/08 14:46:36) NA I have to used blpGetData(conn, "IBM EQUITY", "EQY_DVD_SH_12M_NET",

Dear list, I encounter an error when I try to use ddply to generate means as follows: fun3<-structure(list(sector = structure(list(gics_sector_name = c("Financials", "Financials", "Materials", "Materials")), .Names = "gics_sector_name", row.names = structure(c("UBSN VX Equity", "LLOY LN Equity", "AI FP Equity",

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

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

Hello, everyone I have a question. Assume I have the following zoo object: me.la <- structure(c(1524.75, 1554.5, 1532.25, 1587.5, 1575.25, 1535.5, 1550, 1493.5, 1492.5, 1472.25, 1457.5, 1442.75, 1399, 1535.75, 1565.25, 1543.5, 1598.5, 1586.5, 1547, 1561.5, 1504.75, 1503.75, 1483.75, 1468.75, 1453.75, 1410, 1546.75, 1575.25, 1554, 1609, 1597.5, 1558.5, 1573, 1516.25, 1515.5, 1495, 1480, 1465,

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

Dear r-help users, I have the following simple problem: Reading data from a file. The file is a .txt file exported ("save as...") from Excel (see below for an example). The Excel file consists of two header rows (first row consists of ticker symbols of stocks, the second row consists of column explanations ("Date","Px Last"), followed by several rows of

Hi Everyone. I am downloading intraday Bloomberg data from R. The code I give is: library(zoo) library(chron) library(RBloomberg) conn<-blpConnect(show.days="trading",na.action="previous.days",periodici ty="daily") dat<-blpGetData(conn, "VG1 Index", c("LAST_PRICE"), start=as.chron(as.Date("2006-9-01",

I want to get data for a set of ticker symbols and compute the daily return of the adjusted close using quantmod, and then scatterplot returns using pairs(). The following gets data for the list of tickers: tickers <- c("SHY","TLT","SPY","IWM","GLD","IEV","ILF","EWJ","EPP","SAF","ASA")

Hi, I'm trying to get the beginning of my zoo object's index through start (d) but sometimes get an error: Error in start(d): Unused argument (s) (c(NA, 8.792, 8.725, ...) The data(d) is retrieved from Bloomberg through RBloomberg. I am pulling 6 tickers (which means I'm getting 6 columns), and not all of them have data going back to my start date. When I print the

I have a data.frame which I believe is melted already and am having trouble casting it to 'wide' format. It looks something like > (x <- data.frame(ticker=c(rep("A",5),rep("B",6)), date=c(1:5, 1:6), value=c(NA,100*exp(rnorm(10,0,.1))))) > cast(x, date ~ ticker) # this does what I want with toy data But when I use my real data frame >

Hello 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"),

I am new to R so I apologize if my question is trivial. I have not been able to figure out whether what I want to do is even possible. I have a data frame of stock ticker symbols which I store into R space from a txt file as follows: tickers <- read.csv("stocks.txt", header=FALSE, sep=",") tickers <- tickers[1] / the tickers are stored in the first column >

i need to find the best ticker from the group of some tickers.? i also need to know on what basis we calculate the best ticker? i have some idea about the if the risk rate low, or the market price high we can say the ticker is best. but i dont know is it true. Anyone can help me . Thank you -- View this message in context: