[R-SIG-Finance] RBloomberg: loading Futures Tickers: how?

Sergey Goriatchev sergeyg at gmail.com
Fri Mar 13 08:44:16 CET 2009


Hello, everyone

I've been using RBloomberg extensively, but I've only been downloading
price information. I've been using zoo objects for that purpose.
Now, I need to load futures tickers (mnemonic is:
"FUT_CUR_GEN_TICKER"). As it is not numeric, I cannot use zoo,
unfortunately. Also, I decided to separate prices from futures tickers
into two blpGetData runs.
I have discovered that specifying "matrix" or "data.frame" does not
work for loading tickers either. I get an error message: "In
as.matrix.BlpCOMReturn(BLP): NAs are introduced by coersion".
Only retval="raw" works, but then I get a huge list, which I do not
know how to turn into a matrix properly.
Anyone has any suggestions regarding this issue of getting non-numeric
data from Bloomberg?
What I need in the end is to do analysis on both futures price data
and on corresponding tickers data (for futures rolling).

Best,
Sergey

-- 
I'm not young enough to know everything. /Oscar Wilde
Experience is one thing you can't get for nothing. /Oscar Wilde
When you are finished changing, you're finished. /Benjamin Franklin
Tell me and I forget, teach me and I remember, involve me and I learn.
/Benjamin Franklin
Luck is where preparation meets opportunity. /George Patten



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