[R-SIG-Finance] prices in usd

spencerg spencer.graves at prodsyse.com
Fri Jun 12 19:04:59 CEST 2009


I've been using version 2.9.0 for some time: 

 sessionInfo()
R version 2.9.0 (2009-04-17)
i386-pc-mingw32

locale:
LC_COLLATE=English_United States.1252;LC_CTYPE=English_United 
States.1252;LC_MONETARY=English_United 
States.1252;LC_NUMERIC=C;LC_TIME=English_United States.1252

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base    

Ana Nelson wrote:
> 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}}
>>>>
>>>>
>>>> _______________________________________________
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>>>>
>>>>
>>>>
>>>>         
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>>>
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>>     
>
>



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