[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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