[R-SIG-Finance] [SPAM] - Pulling minute bar data with bar() function in Rbbg(RBloomberg) package in R - Email found in subject

[David Reiner]

Alex,
Sending your message in text instead of html will help you get an answer - see below for what we received.
But, no, you can go back further, but you must omit holidays the way you are doing it, since the empty
return from July 4 messes up your logic. The timeSequence function does take a FinCenter argument,
which may help you.

> start.date <- localToUTC('2013-04-01 08:30') # I'm in Chicago
> end.date <- localToUTC('2013-04-01 15:00')
> raw=bar(conn,"GOOG US Equity","TRADE",start.date,end.date,"60")
> head(raw)
                                           time    open    high     low   close numEvents volume
2013-04-01T13:30:00.000 2013-04-01T13:30:00.000 795.010 801.800 793.250 801.380      3650 512342
2013-04-01T14:30:00.000 2013-04-01T14:30:00.000 801.380 801.380 796.600 798.850      2323 320520
2013-04-01T15:30:00.000 2013-04-01T15:30:00.000 798.940 800.980 798.063 798.414      1063 152294
2013-04-01T16:30:00.000 2013-04-01T16:30:00.000 798.450 801.350 798.070 800.777       815 119642
2013-04-01T17:30:00.000 2013-04-01T17:30:00.000 800.860 802.209 800.500 801.280      1061 145566
2013-04-01T18:30:00.000 2013-04-01T18:30:00.000 801.155 801.330 799.550 799.750      1299 185598

HTH,
-- David Reiner
PS:
localToUTC <- function(x) {
  if (class(x)[1] == "character") {
    x <- as.POSIXct(x) # Assume strings are in the correct format
  }
  format(x, "%Y-%m-%d %H:%M:%OS3",tz="UTC")
}

-----Original Message-----
From: r-sig-finance-bounces at r-project.org [mailto:r-sig-finance-bounces at r-project.org] On Behalf Of Alex Bennett
Sent: Tuesday, August 13, 2013 8:18 PM
To: r-sig-finance at r-project.org
Subject: [SPAM] - [R-SIG-Finance] Pulling minute bar data with bar() function in Rbbg(RBloomberg) package in R - Email found in subject

I am fairly new to the Rbbg package, so please excuse any ignorance on my part, however I am wondering if it is possible to pull more than ~25 days of minute bar data using the bar() function. I've found I can't pull more than 25 or 26 days worth of data and am wondering if I am doing something wrong, or if it is just not possible.
Here is the code I am using:
#install.packages("rJava")#install.packages("Rbbg", repos="http://r.findata.org")#install.packages("timeDate")library(rJava)library(Rbbg)library(timeDate)conn <-blpConnect()weekdays =timeSequence(from=(Sys.Date()-38),to =(Sys.Date()-1),by="day")[isWeekday(timeSequence(from=(Sys.Date()-38),to =(Sys.Date()-1),by="day"))]date_time=numeric()volume=numeric()for(i in1:length(weekdays)){start.date <-paste(weekdays[i],"13:30:00.000")end.date <-paste(weekdays[i],"20:00:00.000")raw=bar(conn,"GOOG US Equity","TRADE",start.date,end.date,"1")date_time=append(date_time,raw$time)volume=append(volume,raw$volume)}date.time <-data.frame(do.call('rbind',strsplit(as.character(date_time),'T',fixed=TRUE)))use=data.frame("date"=format(as.Date(date.time$X1),"%m/%d/%Y"),"time"=date.time$X2,"volume"=raw$volume)blpDisconnect(conn)
This works fine and pulls data from the trading days in the past 3.5 weeks. Now, if I try to change the 38 to a greater number in the line weekdays = timeSequence(from = (Sys.Date()-38), to = (Sys.Date()-1), by = "day")[isWeekday(timeSequence(from = (Sys.Date()-38), to = (Sys.Date()-1), by = "day"))], I get the following error: Error in matrix.data[, 1] : subscript out of bounds when I try running the above script.
Is it the case that the API can only pull about 3.5 weeks of minute bar data? Or am I doing something incorrect? Ideally, I would like to have at least 100 trading days worth of data.
Thank you all for your help.
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