[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.
1)
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?
2)
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)
[DATETIME] PX_LAST
[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!
Regards,
Sergey
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