[R-SIG-Finance] [R] ISIN numbers into Bloomberg tickers

[davidr at rhotrading.com]

I can't get that ISIN to be recognized by Bloomberg (ID US4009703799<go>
gives 'Security not found'.)

This works for me:
> con <- blpConnect(show.days="trading", na.action="previous.days",
periodicity="daily")
> isin <- "US912828HA15"
> dat <- blpGetData(con, paste(isin,"Govt"), "PX_LAST",
start=chron("9/10/2007"), end=chron("9/18/2007"), retval="data.frame")
> dat
  [DATETIME]  PX_LAST
1   09/10/07 103.4062
2   09/11/07 103.0312
3   09/12/07 102.6875
4   09/13/07 102.2344
5   09/14/07 102.3125
6   09/17/07 102.2812
7   09/18/07 102.0156

David L. Reiner
Rho Trading Securities, LLC

ps. please try not to cross-post.

-----Original Message-----
From: Shubha Vishwanath Karanth [mailto:shubhak at ambaresearch.com] 
Sent: Tuesday, September 18, 2007 1:34 AM
To: r-help at stat.math.ethz.ch; R-SIG-Finance at stat.math.ethz.ch; David
Reiner <davidr at rhotrading.com>
Subject: FW: [R] ISIN numbers into Bloomberg tickers

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",
"%m/%d/%Y"),end=as.chron(Sys.Date()),retval="data.frame")
> blpDisconnect(con)

used (Mb) gc trigger (Mb) max used (Mb)
Ncells 480150 12.9 818163 21.9 818163 21.9
Vcells 797171 6.1 1445757 11.1 1441593 11.0

> dat
[DATETIME] PX_LAST
day day (09/17/07 19:43:45) NA


I don't get the data...but the same statement tried with ticker works.
So, any problem with ISIN's?

-----Original Message-----
From: davidr at rhotrading.com [mailto:davidr at rhotrading.com] 
Sent: Friday, September 14, 2007 10:24 PM
To: Shubha Vishwanath Karanth; r-help at stat.math.ethz.ch
Subject: RE: [R] ISIN numbers into Bloomberg tickers

You can try

> blpGetData(conn, "US912828HA15 Govt", 
    c("ticker", "cpn", "maturity", "market_sector_des"), retval="raw")

and paste together the parts.

HTH,

David L. Reiner
Rho Trading Securities, LLC


-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On Behalf Of Shubha Vishwanath Karanth
Sent: Friday, September 14, 2007 8:42 AM
To: r-help at stat.math.ethz.ch
Subject: [R] ISIN numbers into Bloomberg tickers

Hi R,

 

Can I convert ISIN numbers into Bloomberg tickers in the RBloomberg
package?

 

BR, Shubha


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