[R-SIG-Finance] Rbbg includeConditionCodes not returning codes
Scott Nichols
scottnichols at hotmail.com
Mon Jan 11 22:49:27 CET 2016
Hi,
Here is a snippet of code, I'm trying tick() and i would expect valid condition codes to be returned, but there is nothing after 'Size'. Is there another way I should be calling the option name to return the condition codes?
symbol <- "WNH6 Comdty"local.times <- as.POSIXct(c("2016-01-11 15:28:00", "2016-01-11 15:30:00"), format="%Y-%m-%d %H:%M:%S") bbg.times <- strftime(local.times, "%Y-%m-%d %H:%M:%S.000", tz="UTC") tick(conn, symbol, "TRADE", bbg.times[1], bbg.times[2], option_names = "includeConditionCodes", option_values = "TRUE")
time type value size1 2016-01-11T21:28:47.000 TRADE 159.9688 52 2016-01-11T21:28:47.000 TRADE 159.9688 23 2016-01-11T21:28:47.000 TRADE 159.9688 24 2016-01-11T21:28:47.000 TRADE 159.9688 15 2016-01-11T21:28:47.000 TRADE 159.9688 46 2016-01-11T21:28:47.000 TRADE 159.9688 37 2016-01-11T21:28:47.000 TRADE 159.9688 18 2016-01-11T21:28:47.000 TRADE 159.9375 59 2016-01-11T21:28:47.000 TRADE 159.9375 410 2016-01-11T21:28:47.000 TRADE 159.9375 211 2016-01-11T21:28:47.000 TRADE 159.9375 112 2016-01-11T21:28:52.000 TRADE 159.9375 2813 2016-01-11T21:29:31.000 TRADE 159.9375 2914 2016-01-11T21:29:31.000 TRADE 159.9375 115 2016-01-11T21:29:31.000 TRADE 159.9375 116 2016-01-11T21:29:31.000 TRADE 159.9375 117 2016-01-11T21:29:31.000 TRADE 159.9375 118 2016-01-11T21:30:00.000 TRADE 159.9375 1
Thanks!Scott
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