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

Ulrich Staudinger ustaudinger at gmail.com
Sat Oct 1 19:20:23 CEST 2011


cache it after downloading and fetch only the update?
regards
ulrich


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On 01.10.2011, at 18:43, Aidan Corcoran <aidan.corcoran11 at gmail.com> wrote:

> 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
>
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