similar to: FW: ISIN numbers into Bloomberg tickers

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

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

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())) >

I''ve seen this happen before, not sure why. I changed ''phy:'' to ''file:'' and it worked. I later rebooted and ''phy:'' worked again. So you might try ''file:'' rather than ''phy:''. -- Ray -----Original Message----- From: xen-users-bounces@lists.xensource.com

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"),

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))) :

Hello I have the following data frame which I read from an EXCEL file, and when i try to call one of its columns with a space in their names I am not being able to. For example if I do EURODOLLAR$ED1.Comdty Date I obtain the following error: Error: inesperado símbolo en "EURODOLLAR$ED1.Comdty Date" I have also tried using . or _ instead of the space and have obtained no succes. How do I

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

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

Dear R help I was hoping you might be able to show me how to write a loop function take would ccomplish this task. library(prob) { a <- sample ( 1:20, 100, replace=T) b<-sample(5:24,100,replace=T) } dd <- data.frame(a,b) dd # code piece I am looking for if(subset(dd,c(1,23,ordered=F))is found))( print subset) else( continue evaluating subsets) subset(dd,isin(dd,c(1,23), ordered =

Hello there! does any one know how to convert the following type of data > z DATE TIME ISIN PRICE VOL ID_DEAL RANK 1881 2009-09-11 10:30:59 RTS-9.09 117445 10 98200801 1 1882 2009-09-11 10:31:59 RTS-9.09 117450 1 98202144 6 1883 2009-09-11 10:32:59 RTS-9.09 117285 1 98203075 1 1884 2009-09-11 10:33:59 RTS-9.09 117180 3 98203828 1 1885 2009-09-11

I am trying to use if...else loop and have included a code snippet which I might like to expand. Maybe you could steer me in the right direction. library(stats) library(prob) { a <- sample ( 1:4,100, replace=T,prob=c(0.1,0.2,0.5,0.3)) b<-sample(3:6,100,replace=T,prob=c(0.2,0.2,0.2,0.4)) } dd <- data.frame(a,b) if (subset finds a vector) ( print that vector) (else

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",

Hi, I am an R novice working with financial data. I am developing a portfolio strategy evaluation technique to back-test the performance of our screens; checking how the screened stock would've performed over the period in question. I am using quantmod in R to download the historical data from yahoo and then analyzing it using PerformanceAnalytics. My problem is that, as our screens are done

I'm doing these manipulations on the data frame and wondering why does R have to remember historical data on my operation and not just keep the needed info. Probably a basic fundamentals of the way R handles data .. Pls point me to the manual if possible .. I have this Index data: > head(NIFTY_INDX) Constituents.list.of.S.P.CNX.Nifty X X.1 X.2 X.3

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

Hello everybody. I found out the other day something quite astonishing (which I guess is not astonishing at all to those in the know): in d-dimensional space, determining whether a given point is inside the convex hull of a set of n points is elegantly and quickly solvable using linear programming. If the columns of matrix "ff" are the coordinates of the set of points, then in d=2

Hi, I''m learning puppet as that is what they use at my current work, though that could change... Question 1: Last place of work, we wrote our own perl based system which was extremely simple and concise to drive - eg to distribute a file, we would put it in: <nfsdir>/noarch/dist/etc/syslog-ng/syslog-ng.conf/ # which means create a file /etc/syslog-ng/syslog-ng.conf on the

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

Hello, I'm a R newcomer and I'm wondering the kind of data structure that would best fit to my problem: my data are equities (stocks) : so I have a time serie (say 1 year of weekly data), and a bunch of qualitative + quantitative variables : the sector of the stock (biotech/finance...), the geographical region, the name, ISIN code, P/E ratios, whatever... The data.frame is perfect for the