[R-SIG-Finance] Rbloomberg problem
Ana Nelson
nelson.ana at gmail.com
Thu May 8 18:09:26 CEST 2008
I'm using R 2.7
There is a newer version of RBloomberg which you can try, 0.1-11. It's not
on CRAN yet, but you can get it from r-forge:
http://r-forge.r-project.org/projects/rbloomberg/
To install the package directly within R type:
install.packages("RBloomberg",repos="http://R-Forge.R-project.org")
I have attached a script of what I am running. Will you run this and send me
your console transcript as a text file attachment? (you can send it directly
to me, not the list)
2008/5/8 Jorge Nieves <jorge.nieves at moorecap.com>:
> Thank you...
>
> I just re-run them now and obtained the same results.. What version of R
> are you using?
>
> -----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 Ana Nelson
> Sent: Thursday, May 08, 2008 11:40 AM
> To: r-sig-finance at stat.math.ethz.ch
> Subject: Re: [R-SIG-Finance] Rbloomberg problem
>
> Hi, Jorge,
>
> Was the market actually open for the time period you requested? I've
> just run those queries and they are working fine for me.
>
> Will you try this again making sure the market you are querying is open
> and let me know if it works for you?
>
> Regards,
> Ana
>
>
>
> 2008/5/8 Jorge Nieves <jorge.nieves at moorecap.com>:
>
> > Hi,
> >
> > I am new R user and have been trying to properly configure an R
> > working environment. I have it up and ruining except for the
> Rbloomberg.
> >
> > I tried running the examples in the documentation. And encountered
> > into several issues: First, R2.5.1 was crashing and I could never
> > understand why. I installed the latest release R 2.7.0 and was
> > eventually able to run only tow of the examples from
> > blpGetData(RBloomberg)
> >
> > The intraday "Intraday bars" and the "Tick-by-tick" examples do not
> run.
> > I am wondering if (1) made a mistake in the set up? Or (2) there is a
> > problem here with R 2.7.0 too.
> >
> > Currently using
> > Package: RBloomberg
> > Version: 0.1-10
> > Date: 2006-05-04
> > Built: R 2.5.1; ; 2007-07-22 18:19:52; windows
> >
> > Usinga lso 'RDCOMClient' version 0.92-0
> >
> > Any recommendatiosn?
> >
> > blpGetData(RBloomberg) examples.
> >
> > library(RBloomberg)
> >
> > .bbfields <- blpReadFields("C:/Program Files/blp/API")
> >
> > ## Not run:
> > conn <- blpConnect()
> >
> > ## Snapshot
> > eda <- blpGetData(conn, c("ED5 Comdty","ED6 Comdty","ED7 Comdty",
> > "ED8 Comdty"), "BID")
> > eda
> >
> > ## Historical (last 30 days)
> > edb <- blpGetData(conn, "ED1 Comdty", "PX_LAST",
> > start=as.chron(Sys.time() - 86400 * 30)) edb
> >
> > ## Intraday bars (last hour in 2 min bars) edc <- blpGetData(conn,
> > "ED1 Comdty", c("BID","ASK"),
> > start=as.chron(Sys.time() - 3600), barfields="OPEN", barsize=2) edc
> >
> > ## Tick-by-tick (3 minutes starting an hour ago) edd <-
> > blpGetData(conn, "ED1 Comdty", c("BID"),
> > start=as.chron(Sys.time() - 3600),
> > end=as.chron(Sys.time() - 3420), barsize=0) edd
> >
> > blpDisconnect(conn)
> > ## End(Not run)
> >
> >
> > Output
> >
> >
> >
> > > .bbfields <- blpReadFields("C:/Program Files/blp/API")
> > >
> > > ## Not run:
> > > conn <- blpConnect()
> > >
> > > ## Snapshot
> > > eda <- blpGetData(conn, c("ED5 Comdty","ED6 Comdty","ED7 Comdty",
> > + "ED8 Comdty"), "BID")
> > > eda
> > BID
> > ED5 COMDTY 96.860
> > ED6 COMDTY 96.680
> > ED7 COMDTY 96.475
> > ED8 COMDTY 96.330
> > >
> > > ## Historical (last 30 days)
> > > edb <- blpGetData(conn, "ED1 Comdty", "PX_LAST",
> > + start=as.chron(Sys.time() - 86400 * 30))
> > > edb
> > PX_LAST
> > 04/08/08 97.530
> > 04/09/08 97.545
> > 04/10/08 97.500
> > 04/11/08 97.540
> > 04/14/08 97.495
> > 04/15/08 97.440
> > 04/16/08 97.290
> > 04/17/08 97.120
> > 04/18/08 97.090
> > 04/21/08 97.125
> > 04/22/08 97.125
> > 04/23/08 97.135
> > 04/24/08 97.145
> > 04/25/08 97.135
> > 04/28/08 97.195
> > 04/29/08 97.245
> > 04/30/08 97.325
> > 05/01/08 97.330
> > 05/02/08 97.365
> > 05/05/08 97.350
> > 05/06/08 97.365
> > 05/07/08 97.365
> > 05/08/08 97.395
> > >
> > > ## Intraday bars (last hour in 2 min bars) edc <- blpGetData(conn,
> > > "ED1 Comdty", c("BID","ASK"),
> > + start=as.chron(Sys.time() - 3600), barfields="OPEN", barsize=2)
> > > edc
> > BID.OPEN ASK.OPEN
> > (05/08/08 09:26:21) NA NA
> > >
> > > ## Tick-by-tick (3 minutes starting an hour ago) edd <-
> > > blpGetData(conn, "ED1 Comdty", c("BID"),
> > + start=as.chron(Sys.time() - 3600),
> > + end=as.chron(Sys.time() - 3420), barsize=0)
> > > edd
> > Error in substr(text, first, last) : invalid substring argument(s)
> > >
> > > blpDisconnect(conn)
> > used (Mb) gc trigger (Mb) max used (Mb)
> > Ncells 291899 7.8 531268 14.2 408779 11.0
> > Vcells 610228 4.7 1151091 8.8 1151024 8.8
> > > ## End(Not run)
> > >
> > > help(blpDisconnect)
> > >
> >
> >
> > Jorge Nieves
> >
> >
> >
> > [[alternative HTML version deleted]]
> >
> > _______________________________________________
> > R-SIG-Finance at stat.math.ethz.ch mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> > -- Subscriber-posting only.
> > -- If you want to post, subscribe first.
> >
>
> [[alternative HTML version deleted]]
>
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