[R-SIG-Finance] RBloomberg - Trade data with bargain condition codes

[gordon.morrison at hsbcib.com]

Does anyone have experience with getting trade condition codes on tick
data.

So, if I run .....

> conn <- blpConnect()
R version 2.11.1 (2010-05-31)
rJava Version 0.8-6
RBloomberg Version 0.4-144
Java environment initialized successfully.
Looking for most recent blpapi3.jar file...
Bloomberg API Version 3.3.3.3

Followed by ......
> tick(conn, "RYA ID Equity", "TRADE", "2010-09-21 09:00:00.000",
"2010-09-21 09:10:00.000")

I get ......

                     time  type  value  size
1 2010-09-21T09:06:17.000 TRADE 3.9100 35000
2 2010-09-21T09:07:08.000 TRADE 3.9111  2000

which accords with what appears on a BBG terminal

Now, if I do ......

tick(conn, "RYA ID Equity", "TRADE", "2010-09-21 09:00:00.000", "2010-09-21
09:10:00.000",
     option_names = c("includeConditionCodes"),
     option_values = c("TRUE"))

I get the same result, but without bargain condition codes

Finally, if I download the data into Excel using the BBG interface, I get
bargain conditions codes - so they must exist!

Regards


Gordon M Morrison

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