[R-SIG-Finance] getSymbols.Bloomberg (was Re: data manipulation to for quantmod function)

[Brian G. Peterson]

Yuanhang,

Next time, please start a new thread rather than just replying to
another post.

Julien is correct that there is no exposed function for
getSymbols.Bloomberg, and that the RBloomberg package is the right place
to go to get data out of the Bloomberg terminal.

There is, however, a (start?) of a getSymbols.Bloomberg function in
quantmod, the code is commented out, and (at best) not completely
tested, as Jeff (and I right now) don't have easy access to Bloomberg
terminals.

You can find the code here:

https://r-forge.r-project.org/scm/viewvc.php/*checkout*/pkg/R/getSymbols.R?root=quantmod

see commented lines 93-187

We would of course welcome testing and patches from someone who has
access to both a Bloomberg terminal and RBloomberg.

Regards,

   - Brian


On Wed, 2012-01-11 at 16:03 +0100, julien cuisinier wrote:
> Hi,
> 
> 
> As you can see from latest quantmod package doc there is no such function, up to the developer to say if they intend to do one. 
> 
> RBloomberg will be your way to access BBG data from R... Then convert the data object is uses (I am not familiar with it) into an xts object quantmod (& the subsequent tools such as quantstrat) can read / use
> 
> Thanks to update the list with your findings - especially if I am wrong
> 
> 
> Rgds,
> Julien
> 
> 
> 
> From: yuanhangw.sg at gmail.com
> Date: Wed, 11 Jan 2012 22:48:59 +0800
> To: r-sig-finance at r-project.org
> Subject: Re: [R-SIG-Finance] data manipulation to for quantmod function
> 
> Hi,
>  
>     Not sure if this is the right way to seek assistance, but I'm looking
> for an implementation of getSymbols.bloomberg , could anyone direct me to
> the right place?
>  
> 
> 
> Regards,
> Yuanhang
>  
> On Wed, Jan 11, 2012 at 5:22 PM, julien cuisinier
> <j_cuisinier at hotmail.com>wrote:
>  
> >
> > Hi,
> >
> >
> > Always nice to have a name on those email.
> >
> > quantmod "format" is xts format, you might try as.xts but i guess you will
> > need to give it all the needed columns to fit the XTS object
> >
> > OR use quantmod getSymbols function to download the data straight into the
> > right format if possible
> >
> >
> > HTH,
> > Julien
> >
> >
> >
> > > From: ktdservices01 at gmail.com
> > > To: r-sig-finance at r-project.org
> > > Date: Tue, 10 Jan 2012 22:30:33 -0600
> > > Subject: [R-SIG-Finance] data manipulation to for quantmod function
> > >
> > > I need some help with data manipulation so I can use quantmod.
> > >
> > > I have a data frame with three columns: time, price, volume.  This
> > > data frame is all the trades of a product for about 15 days.  What I
> > > want to do is modify the data so that it is in a format that quantmod
> > > can read.  Quantmod needs data to be in columns: Open, High, Low,
> > > Close, and Volume.
> > >
> > > I wanted to see if anyone had some suggestions to easily modify the
> > > data into the quantmod format.
> > >
> > > Quantmod: http://www.quantmod.com/
> > > Data (.csv, 21.67KB) can be downloaded at
> > http://www.mediafire.com/?fyunce685ekuyo3
> > >       [[alternative HTML version deleted]]
> > >
> > > _______________________________________________
> > > R-SIG-Finance at r-project.org mailing list
> > > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
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> > > -- Also note that this is not the r-help list where general R questions
> > should go.
> >
> >        [[alternative HTML version deleted]]
> >
> > _______________________________________________
> > R-SIG-Finance at r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
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> > should go.
> >
>  
> 
> 
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-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock