[R-SIG-Finance] Rbbg in R 3.0.0

David Reiner David.Reiner at xrtrading.com
Mon Apr 15 22:58:39 CEST 2013


I tried Rbbg in R 3.0.0, but I'm getting a Java-related error I think.
Hints?

> install.packages("Rbbg", repos="http://r.findata.org/", dependencies = TRUE)
trying URL 'http://r.findata.org/bin/windows/contrib/3.0/Rbbg_0.4-155.zip'
Content type 'application/zip' length 41069 bytes (40 Kb)
opened URL
downloaded 40 Kb

package 'Rbbg' successfully unpacked and MD5 sums checked

The downloaded binary packages are in
        C:\Users\davidr\AppData\Local\Temp\RtmpAvhuq1\downloaded_packages
> require(Rbbg)
Loading required package: Rbbg
Loading required package: rJava
> conn <- blpConnect()
R version 3.0.0 (2013-04-03)
rJava Version 0.9-4
Rbbg Version 0.4-155
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
> ticker <- "GOOG US Equity"
> start <- "2013-04-15 13:30:00" # These are UTC, right?
> end <- "2013-04-15 14:00:00"
> interval <- "1"
> bar(conn, ticker, "BID", start, end, interval)
Error in .jcall("RJavaTools", "Ljava/lang/Object;", "invokeMethod", cl,  :
  java.lang.ArrayIndexOutOfBoundsException: 6
> sessionInfo()
R version 3.0.0 (2013-04-03)
Platform: i386-w64-mingw32/i386 (32-bit)

locale:
[1] LC_COLLATE=English_United States.1252  LC_CTYPE=English_United States.1252    LC_MONETARY=English_United States.1252
[4] LC_NUMERIC=C                           LC_TIME=English_United States.1252

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base

other attached packages:
[1] Rbbg_0.4-155 rJava_0.9-4

loaded via a namespace (and not attached):
[1] tools_3.0.0

Any help is much appreciated!
David L. Reiner
XR Trading LLC



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