[R-SIG-Finance] Problem with RBloomberg retval argument

Sergey Goriatchev sergeyg at gmail.com
Mon Jan 19 17:24:32 CET 2009

Hello everyone,

I have two issues that I want to ask.

I have problems with loading data with RBloomberg.
More precisely, I do not seem to be able to load data into a data.frame.
I get an error message:

start.date 	<- as.chron("1990-01-19")
end.date	<- as.chron("2009-01-19")

conn <- blpConnect(show.days="week", na.action="na", periodicity="daily")

> bldata <- blpGetData(conn, c("ED4 Comdty", "ED12 Comdty"), "PX_LAST", start=start.date, end=end.date, retval="data.frame")
Error in if (typ[n] == "character") { : argument is of length zero

What does that error message mean and what can I do to avoid this error message?

If I load data from Bloomberg in matrix format, the date is converted
to a number. For example:

> bldata <- blpGetData(conn, "ED4 Comdty", "PX_LAST", start=start.date, end=end.date, retval="matrix")
> head(bldata)
[1,]      32892   91.36
[2,]      32895   91.37
[3,]      32896   91.38
[4,]      32897   91.38
[5,]      32898   91.34
[6,]      32899   91.28

I tried to convert the number to normal date and by trial and error I
found the following:

> as.Date(32892, "1899-12-30")
[1] "1990-01-19"

Is it really true that count starts from December 30th 1899? Why?

Thank you in advance for your help!


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