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

[Aidan Corcoran]

Dear John,

yes it does seem to be a problem with my network connection. Thanks
for your help, and for the great package!

Aidan

On Thu, Oct 6, 2011 at 6:42 PM, John Laing <john.laing at gmail.com> wrote:
> Aidan,
>
> Sorry for the delayed response.
>
> Your code runs pretty quickly for me:
>
>> system.time(funda<-bdh(conn, tickers, fields, start.date,end.date,option_names = o_names, option_values = o_values))
>   user  system elapsed
>   2.35    0.14    5.05
>
> This is on a Windows XP VM, 3.5GB memory. Is it possible a slow
> network connection is to blame?
>
> John
>
> On Thu, Oct 6, 2011 at 12:39 PM, Aidan Corcoran
> <aidan.corcoran11 at gmail.com> wrote:
>> Dear Ulrich,
>>
>> thanks for your suggestion to cache the results, speeding up future calls.
>>
>> Unfortunately I would like to retrieve large amounts of fairly random
>> data, rather than repeatedly retrieving data that overlap with
>> previous requests, so caching wouldn't help much.
>>
>> It seems there are no other suggestions to improve speed, which
>> suggests at least I am not missing anything obvious (or doing anything
>> stupid!).
>>
>> Thanks for your help.
>> Aidan
>>
>> On Sat, Oct 1, 2011 at 6:20 PM, Ulrich Staudinger <ustaudinger at gmail.com> wrote:
>>> cache it after downloading and fetch only the update?
>>> regards
>>> ulrich
>>>
>>>
>>> --
>>> comnect on xing or linkedin
>>>
>>> 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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>>>
>>
>> _______________________________________________
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>