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

[Ana Nelson]

Hi, Gordon,

Looks like I need to modify the source code to fetch these, currently
they aren't being retrieved from the Bloomberg response.

Will advise when I have an update available.

Regards,
Ana



On Mon, Oct 25, 2010 at 2:09 PM,  <gordon.morrison at hsbcib.com> wrote:
>
> 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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