[R-SIG-Finance] sudden problem with RBloomberg
Sergey Goriatchev
sergeyg at gmail.com
Tue Apr 13 11:57:39 CEST 2010
#I tried to shuffle the lines to the following:
start.date <- as.chron("2006-01-01")
end.date <- as.chron(Sys.Date())
.tickers <- c("TY1 Comdty", "SP1 Index", "SPGSCIP Index", "GC1 Comdty")
conn <- blpConnect(show.days="week", na.action="previous.days",
periodicity="daily")
bldata <- blpGetData(conn, .tickers, "PX_LAST", start=start.date,
end=end.date, retval="zoo")
ty1.csize <- blpGetData(conn, "TY1 Comdty", "FUT_CONT_SIZE",
retval="raw")[[1]][[1]] #USD
conn <- blpConnect(show.days="trading", na.action="previous.days",
periodicity="daily")
gc1.cvalue <- blpGetData(conn, "GC1 Comdty", "CONTRACT_VALUE",
start=as.chron(Sys.Date()-5), end=as.chron(Sys.Date()), retval="zoo")
gi1.cvalue <- blpGetData(conn, "GI1 Index", "CONTRACT_VALUE",
start=as.chron(Sys.Date()-5), end=as.chron(Sys.Date()), retval="zoo")
es1.cvalue <- blpGetData(conn, "ES1 Index", "CONTRACT_VALUE",
start=as.chron(Sys.Date()-5), end=as.chron(Sys.Date()), retval="zoo")
blpDisconnect(conn)
#that runs without problems, so the problem is creating conns.
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