[R-SIG-Finance] Rbloomberg Static Data like CRNCY [C1]

davidr at rhotrading.com davidr at rhotrading.com
Wed Mar 5 17:09:33 CET 2008


I think you just need to add retval="raw" to your blpGetData call, and
then you'll need to parse out what you need:
> res <- blpGetData(conn, "ES1 Index", "CRNCY", retval="raw")
> res[[1]][[1]]
[1] "USD"

If I recall correctly, blpGetData does some conversions otherwise.

David L. Reiner, PhD
Head Quant
Rho Trading Securities, LLC

-----Original Message-----
From: r-sig-finance-bounces at stat.math.ethz.ch
[mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of
thomas.dionysopoulos at sgcib.com
Sent: Wednesday, March 05, 2008 2:32 AM
To: r-sig-finance at stat.math.ethz.ch
Subject: [R-SIG-Finance] Rbloomberg Static Data like CRNCY [C1]

Hi guys

Using  blpConnect and  blpGetData 
I never managed to download static data for example the name of a
security 
or its Currency.

 conn <- blpConnect(iface = "COM", na.action = "bloomberg.handles", 
periodicity = "daily")

res  <-  blpGetData(conn, "ES1 Index",  "CRNCY" , bla, bla ......)



Any ideas? Anyone has done this before?

Thanks
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