[R-SIG-Finance] Retrieving Historical Intraday Data with RBloomberg

[Sarbo]

1) You don't really need to include "LAST_PRICE" as the argument for
"barfields". Actually, you don't really need to specify anything there
at all.

2) It's probably because there was no data available for 2009-12-15
00:00. You're looking at 5-minute intervals of data. My guess is that
either Bloomberg's servers didn't record the data between 2009-12-14
23:00 and 2009-12-15 00:00. It's not that big a deal unless you're
actually planning to trade using that data.

You'd probably be better off using the blpGetData function instead. It's
a wrapper function and more generic to boot.

On Sat, 2010-02-06 at 16:14 -0800, Kanin Kaninski wrote:
> As a total newbie in
> R, I am struggling to make a few things work. I am wondering if anyone
> has experience using RBloomberg to download intraday data.
> 
> I am using the following lines and get funky output:
> 
> ======================================
> library(RBloomberg)
> conn <- blpConnect()
> 
> # Loading currencies
> AUD
> <- blp(conn, "AUD Curncy", fields = "LAST_PRICE", start ="2009-12-15
> 00:00", end = "2010-01-18 23:59", barsize=5, barfields= " LAST_PRICE",
> retval="zoo")
> 
> ========================================
> 
> > head(AUD)
>                      LAST_PRICE. LAST_PRICE
> 2009-12-14 23:00:00                0.915447
> 2009-12-15 00:05:00                0.916005
> 2009-12-15 00:10:00                0.916167
> 2009-12-15 00:15:00                0.916200
> 2009-12-15 00:20:00                0.916188
> 2009-12-15 00:25:00                0.916265
> 
> (1) First question is why I need a space before  LAST 
> 
> in barfields= " LAST_PRICE"
> 
> Took me an hour to debug and still don't understand why this is the solution
> 
> (2)
> more
> worrisome, why doesn't it start at 2009-12-15 00:00:00 as
> instructed but at 2009-12-14 23:00:00. I am not sure the value returned
> there belong to this time stamp (i.e I think the value might belong to
> 2009-12-15 00:00:00 even though the timestamp says 2009-12-14 23:00:00).
> 
> Anyone had similar experience? What am I doing wrong here?
> 
> Thank you very much in advance.
> 
> (This request was also posted on NP)
> 
> 
>       
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> 
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