[R-SIG-Finance] Rbbg includeConditionCodes not returning codes
Scott Nichols
scottnichols at hotmail.com
Tue Jan 12 00:36:18 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 size
1 2016-01-11T21:28:47.000 TRADE 159.9688 5
2 2016-01-11T21:28:47.000 TRADE 159.9688 2
3 2016-01-11T21:28:47.000 TRADE 159.9688 2
4 2016-01-11T21:28:47.000 TRADE 159.9688 1
5 2016-01-11T21:28:47.000 TRADE 159.9688 4
6 2016-01-11T21:28:47.000 TRADE 159.9688 3
7 2016-01-11T21:28:47.000 TRADE 159.9688 1
8 2016-01-11T21:28:47.000 TRADE 159.9375 5
9 2016-01-11T21:28:47.000 TRADE 159.9375 4
10 2016-01-11T21:28:47.000 TRADE 159.9375 2
11 2016-01-11T21:28:47.000 TRADE 159.9375 1
12 2016-01-11T21:28:52.000 TRADE 159.9375 28
13 2016-01-11T21:29:31.000 TRADE 159.9375 29
14 2016-01-11T21:29:31.000 TRADE 159.9375 1
15 2016-01-11T21:29:31.000 TRADE 159.9375 1
16 2016-01-11T21:29:31.000 TRADE 159.9375 1
17 2016-01-11T21:29:31.000 TRADE 159.9375 1
18 2016-01-11T21:30:00.000 TRADE 159.9375 1
Thanks!
Scott
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