[R-SIG-Finance] RBloomberg and "tick"

[John Laing]

Stig,

The Bloomberg API Developer guide lists acceptable values. They are
not (yet) anywhere in the RBloomberg package. For tick data, you can
request: TRADE, BID, ASK, BID_BEST, ASK_BEST, MID_PRICE, AT_TRADE,
BEST_BID, BEST_ASK. As far as I'm aware none of these return yield.

John

On Tue, Jan 31, 2012 at 9:10 AM, Stig Korsnes <stigkorsnes at gmail.com> wrote:
> Is there such a thing as a list of available fields somewhere (for the
> tick-func)?
> I`m trying to get yields on government securities and swaps, but
> on govies "TRADE" returns prices. I can approximate by using RISK/DUR,
> but I was hoping there is a field that returns yields instead. "FLDS" on
> bloomberg
> does not help as mnemonics for realtime fields does not compute with R`s
> "tick".
>
> I.e
>> tick(pconn,c("912828RR Govt"),c("BID_YLD"),"2012-01-30
> 15:00:00.0","2012-01-30 15:05:00.0")
> Error in .jcall("RJavaTools", "Ljava/lang/Object;", "invokeMethod", cl,  :
>  com.bloomberglp.blpapi.InvalidConversionException: Cannot convert String
> to Enumeration
>
> Stig
>
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>
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