[R-SIG-Finance] Problems collecting Intraday data
samkemp at predictedmarkets.com
Tue Jul 24 13:34:33 CEST 2007
I have been using the blpGetData() function to fetch intraday High and Low
data (10min intervals) i.e.
conn <- blpConnect()
BBCode <- 'VGU7 Index' # Eurostoxx 50 Futures Sept 07 Contract
Date <- "06/28/07" # which day
Open <- "07:00:00" # from time
Close <- "21:00:00" # to time
Interval <- 10 # time interval between values
dat <- blpGetData(conn, BBCode, c('LAST_PRICE'),start=as.chron(Date,
Open), end=as.chron(Date,Close),barfields=c('HIGH','LOW'), barsize=Interval)
However, sometimes it works and then sometimes (using exactly the same
inputs) it does not - I get the following error...
Error in substr(x, as.integer(start), as.integer(stop)) :
invalid substring argument(s) in substr()
Does anyone have a solution to this problem and/or explanation?
Many thanks in advance,
p.s. I am not sure if it is relevant but my computer is running XP.
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