[R-SIG-Finance] Question regarding Tick Data

[Gandhi, Puneet - RSCH AMRS]

I tried multiple things.

This command worked very well
a = tick(conn, "TYA COMDTY", "TRADE", "2010-07-20 07:00:00.000",
"2010-07-20 22:00:00.000" )

But this doesn't include all the data

The excel equivalent which gives all the data I need is 

=BDH($A$1,"TRADE","7/27/2010 9:00:00
AM","","Dir=V","Dts=S","Sort=A","IntrRw=True","CondCodes=H","QRM=S","Exc
hCode=H","BrkrCodes=H","RPSCodes=H","cols=4;rows=20477")

I did some testing and "QRM=S" helps me get this extra data.If I remove
QRM="S" then that data vanishes

Now, I tried
b = tick(conn, "TYA COMDTY", "TRADE", "2010-07-20 07:00:00.000",
"2010-07-20 22:00:00.000",option_names = "includeQRMCodes",
option_values = "TRUE")

b = tick(conn, "TYA COMDTY", "TRADE", "2010-07-20 07:00:00.000",
"2010-07-20 22:00:00.000",option_names = "includeQRM", option_values =
"TRUE")
b = tick(conn, "TYA COMDTY", "TRADE", "2010-07-20 07:00:00.000",
"2010-07-20 22:00:00.000",option_names = "QRM", option_values = "S")
b = tick(conn, "TYA COMDTY", "TRADE", "2010-07-20 07:00:00.000",
"2010-07-20 22:00:00.000",QRM="S" )

None of these work. 

Thanks

-----Original Message-----
From: Brian G. Peterson [mailto:brian at braverock.com] 
Sent: Tuesday, July 27, 2010 11:06 AM
To: Gandhi, Puneet - RSCH AMRS
Subject: Re: [R-SIG-Finance] Question regarding Tick Data

On Tue, 2010-07-27 at 10:50 -0400, Gandhi, Puneet - RSCH AMRS wrote:
> Hi
> 
> I was successfully able to download tick data from Bloomberg using the
> tick command as described in the rbloomberg help manual. But to get
all
> the data I need to pass an option QRM ="S". I saw this option in Excel
> but when I am unable to use it in Rbloomberg.
> This options adds some extra Trade data in the regular Tick data. This
> extra data is missing by default.

Please reply to your *list* posting with a reproducible code example.
What commands did you try?
You said one command worked... what was it?
You said one failed.... what was that?
What happened when you tried it?

-- 
Brian G. Peterson
http://www.braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock

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