[R-SIG-Finance] Speed of processing a bdh call using Rbloomberg

[Aidan Corcoran]

Dear list,

When I run a bdh call which requests three years of quarterly data on
two items for 48 companies (giving a 601x4 data frame), the call takes
about two minutes to complete. I would like to run bigger requests, so
speed is a bit of an issue. Is there anything I can do to improve the
speed? Code below. I have a PC running Windows 7, 4gb of RAM and a
3Ghz processor, if that matters. Java version is 1.6.0_26.

Thanks in advance
Aidan

conn <- blpConnect()
R version 2.13.0 (2011-04-13)
rJava Version 0.9-1
RBloomberg Version 0.4-150
Java environment initialized successfully.
Looking for most recent blpapi3.jar file...
Adding C:\blp\API\APIv3\JavaAPI\v3.4.3.2\lib\blpapi3.jar to Java classpath
Bloomberg API Version 3.4.3.2
daysback<-3*365
start.date <- as.POSIXct(Sys.Date()-daysback)
end.date <- as.POSIXct(Sys.Date())
tickers<- c("ACA FP Equity", "ALPHA GA Equity", "BAER VX Equity",
"BARC LN Equity", "BBVA SQ Equity", "BCP PL Equity", "BCVN SE Equity",
"BES PL Equity",
"BKIR ID Equity", "BKT SQ Equity", "BMPS IM Equity", "BNP FP Equity",
"BP IM Equity", "BPE IM Equity", "BPSO IM Equity", "CABK SQ Equity",
"CBK GY Equity", "CRG IM Equity", "CSGN VX Equity", "DANSKE DC Equity",
"DBK GY Equity", "DEXB BB Equity", "DNBNOR NO Equity", "EBS AV Equity",
"ETE GA Equity", "GLE FP Equity", "HSBA LN Equity", "ISP IM Equity",
"JYSK DC Equity", "KBC BB Equity", "KN FP Equity", "LLOY LN Equity",
"MB IM Equity", "NDA SS Equity", "POH1S FH Equity", "POP SQ Equity",
"RBI AV Equity", "RBS LN Equity", "SAB SQ Equity", "SAN SQ Equity",
"SEBA SS Equity", "SHBA SS Equity", "STAN LN Equity", "SWEDA SS Equity",
"SYDB DC Equity", "TPEIR GA Equity", "UBI IM Equity", "UBSN VX Equity",
"UCG IM Equity", "VATN SE Equity")
fields<-c("best_sales","best_ebitda")
o_names = "periodicitySelection"
o_values = "QUARTERLY"
funda<-bdh(conn, tickers, fields, start.date,end.date,option_names =
o_names, option_values = o_values)


sessionInfo()
R version 2.13.0 (2011-04-13)
Platform: i386-pc-mingw32/i386 (32-bit)

locale:
[1] LC_COLLATE=English_Ireland.1252  LC_CTYPE=English_Ireland.1252
[3] LC_MONETARY=English_Ireland.1252 LC_NUMERIC=C
[5] LC_TIME=English_Ireland.1252

attached base packages:
[1] grid      stats     graphics  grDevices utils     datasets  methods
[8] base

other attached packages:
[1] RBloomberg_0.4-150 rJava_0.9-1        gtools_2.6.2       gdata_2.8.2
[5] ggplot2_0.8.9      proto_0.3-9.2      zoo_1.7-4          reshape_0.8.4
[9] plyr_1.6

loaded via a namespace (and not attached):
[1] lattice_0.19-23 tools_2.13.0