[R-SIG-Finance] prices in usd

[Ana Nelson]

It might be that r-forge always builds for the latest version of R so, you
may need to upgrade to R 2.9 for that to work. I haven't tested with 2.9,
though, so I don't know if all the dependent libraries have been updated
yet.

You can try the attached which I just created by zipping up my currently
installed version, compiled for R 2.8.



On Fri, Jun 12, 2009 at 5:30 PM, spencerg <spencer.graves at prodsyse.com>wrote:

> 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}}
>>>
>>>
>>> _______________________________________________
>>> R-SIG-Finance at stat.math.ethz.ch mailing list
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>>> -- If you want to post, subscribe first.
>>>
>>>
>>>
>>>
>>>
>>
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>>
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