[R-SIG-Finance] Rbbg/RBloomberg Having Trouble to Downloan Tick Data

[Nick White]

Bloomberg only provides ticks / intraday history going back 60 days on
the desktop API



On 31/05/2012, at 12:22, John Laing <john.laing at gmail.com> wrote:

> Hi Chao,
>
> I think the error you're seeing is due to Bloomberg not providing tick
> data back to 2010. Try rolling the dates forward to something more
> recent and it should work for you.
>
> -John
>
> On Wed, May 30, 2012 at 8:57 PM, Chao Zhang <zhangchao at gmail.com> wrote:
>> Dear all,
>>
>> I have been trying to use RBloomberg to download tick data but am having
>> some issues. I am confident that my settings are probably correct because I
>> am able to get correct results for other types of Bloomberg data requests.
>> I just can NOT get the tick function working even with the examples
>> provided by RBloomberg manual.
>>
>> Please take a look at the below R session to see details. You can also see
>> what versions I am using.
>>
>>> conn <- blpConnect()
>> R version 2.15.0 (2012-03-30)
>> rJava Version 0.9-3
>> Rbbg Version 0.4-153
>> Java environment initialized successfully.
>> Looking for most recent blpapi3.jar file...
>> Adding C:\blp\API\APIv3\JavaAPI\v3.4.5.5\lib\blpapi3.jar to Java classpath
>> Bloomberg API Version 3.4.5.5
>>> bdh(conn, "GOLDS Comdty", "PX_LAST", "20090101", "20090107")
>> #This bdh call works.
>>                 date PX_LAST
>> 2009-01-01 2009-01-01  879.45
>> 2009-01-02 2009-01-02  875.40
>> 2009-01-05 2009-01-05  859.50
>> 2009-01-06 2009-01-06  863.90
>> 2009-01-07 2009-01-07  842.95
>>
>>> tick(conn, "RYA ID Equity", "TRADE", "2010-09-21 09:00:00.000",
>> "2010-09-21 09:10:00.000")
>> #This tick call is provided by on Page 13 of RBloomberg manual.
>> Error in `colnames<-`(`*tmp*`, value = c("time", "type", "value", "size" :
>>  length of 'dimnames' [2] not equal to array extent
>>
>> The last line above is the error.
>>
>> I want to thank findata for developing and maintaining Rbbg. It has been
>> crucial to my daily technical life now and is the most important tool I
>> have in R. Please help me to figure our what is wrong with tick. Thanks!
>>
>> - Chao
>>
>>        [[alternative HTML version deleted]]
>>
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>
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