[R-SIG-Finance] How to return milliseconds?

[Uday Maitra]

Hi

(a) I am trying to download millisecond data and suppose I use


conn<-blpConnect(blpapi.jar.file="C:/blp/API/APIv3/JavaAPI/v3.7.1.1/lib/blpapi3.jar",cache.responses=FALSE)
tick(conn, "ES1 Index", "TRADE", "2014-06-02 13:29:45.000","2014-06-02 
14:47:45.000")

I get

                      time type  value size
1 2014-06-02T13:29:46.000  ASK 1923.5  440
2 2014-06-02T13:29:46.000  ASK 1923.5  419
3 2014-06-02T13:29:48.000  ASK 1923.5  418
4 2014-06-02T13:29:48.000  ASK 1923.5  419
5 2014-06-02T13:29:48.000  ASK 1923.5  423

where the milliseconds are never returned. How can I get the millisecond 
data?

I tried

options(digits.secs=3)

and
options("digits.secs"=3)

but neither of them seemed to help


(b) also the tick function always returns data in UTC. I tried

tick(conn, "ES1 Index", "TRADE", "2014-06-02 13:29:45.000","2014-06-02 
14:47:45.000",option_names="useUTCTime",option_values=FALSE)

and also tick(...,option_names="useUTCTime",option_values="FALSE"), but 
both gives me an error: "NotFoundException"