[R-SIG-Finance] prices in usd

spencerg spencer.graves at prodsyse.com
Fri Jun 12 18:30:06 CEST 2009


Hi, Ana:


How can we get this development version? I encountered a problem just 
now with the standard "install.packages" copied from 
"http://r-forge.r-project.org/R/?group_id=145":


 > install.packages("RBloomberg", repos="http://R-Forge.R-project.org")
Warning message:
In getDependencies(pkgs, dependencies, available, lib) :
package ‘RBloomberg’ is not available


Thanks for your work in improving this package.
Best Wishes,
Spencer

Ana Nelson wrote:
> Did you look at the example in the link I sent? And did you download the
> version of RBloomberg I specified?
>
>
>
> On Fri, Jun 12, 2009 at 4:25 PM, Ian Coe <ICoe at connectcap.com> wrote:
>
>   
>>  Hi,
>>
>>
>>
>> A example of the code I’m trying ot run is below.  I’ve tried putting in a
>> field that says Currency=”USD”, but that doesn’t seem to do anything to the
>> result.
>>
>> prices<-blpGetData(conn, "GOOG
>> Equity",c("PX_Last"),start=as.chron("2008-01-01"))
>>
>>
>>
>> In VBA, you have the option to use GetHistoricalData2 to have the option to
>> specify currency (see example below).  From the Bloomberg WAPI help file,
>> that is the only function that allows you specify the currency parameter.
>>
>> objDataControl.GetHistoricalData2 “GOOG Equity”, 1, arrayFields,
>> CDate("2006/01/01"), "USD", CDate("2008/05/30"), Results:=vtResult
>>
>>
>>
>> I looked at the source in BLPGetHistoricalData.R and it looks like the call
>> is being made to the Bloomberg function GetHistoricalData.  I was wondering
>> if I switched all the calls to GetHistoricalData2, if that would allow me to
>> pass a currency parameter.  Perhaps I am missing something…
>>
>>
>>
>> Please let me know if you have any questions.
>>
>>
>>
>> Thanks,
>>
>> Ian
>>
>>
>>
>>
>>
>>
>>
>> *From:* Ana Nelson [mailto:nelson.ana at gmail.com]
>> *Sent:* Friday, June 12, 2009 4:48 AM
>> *To:* r-sig-finance at stat.math.ethz.ch
>> *Cc:* Robert Sams; Ian Coe
>>
>> *Subject:* Re: [R-SIG-Finance] prices in usd
>>
>>
>>
>> This should be possible using an override field, it needs the latest
>> development version of RBloomberg.
>>
>> http://r-forge.r-project.org/projects/rbloomberg/
>>
>> Check out the tests for examples:
>>
>> http://r-forge.r-project.org/plugins/scmsvn/viewcvs.php/trunk/inst/runit-tests/blpGetDataTest.R?rev=21&root=rbloomberg&view=markup
>>
>> Wow, I really need to update those examples. :-)
>>
>> If you have trouble, send me a specific example with tickers etc. and I'll
>> try to come up with working code.
>>
>>
>>
>>  On Fri, Jun 12, 2009 at 12:25 PM, Robert Sams <robert at sanctumfi.com>
>> wrote:
>>
>> The currency parameter of the COM API is currently not supported in
>> RBloomberg; support for it is on the wish list.
>> ~R
>>
>>
>>
>> -----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 Ian Coe
>>
>> Sent: 11 June 2009 17:59
>> To: r-sig-finance at stat.math.ethz.ch
>>
>> Subject: Re: [R-SIG-Finance] prices in usd
>>
>> ADDENDUM: In the past, I've used the getHistoricalData2 function from
>> Bloomberg, but I'm not sure how to use that from R.
>>
>> Thanks,
>> Ian
>>
>> -----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 Ian Coe
>> Sent: Thursday, June 11, 2009 9:34 AM
>> To: r-sig-finance at stat.math.ethz.ch
>> Subject: [R-SIG-Finance] prices in usd
>>
>> Hi,
>>
>>    Does anyone know of a simple way to prices in usd?   I can't see to
>> get blpGetData to take a parameter allowing me to specify the currency.
>>
>>
>>
>> Thanks,
>>
>> Ian
>>
>>
>>
>>
>>  CONFIDENTIALITY NOTICE: This e-mail communication\ (incl...{{dropped:8}}
>>
>>
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