[R-SIG-Finance] Rblpapi package data limits?

Jon Golenbock jongolenbock at gmail.com
Wed Apr 5 14:54:40 CEST 2017


Hi, I was hoping somebody might be a regular user of this package to
interact with Bloomberg terminal. I've been having an issue pulling
historical data, it seems to cut off at a seemingly arbitrary point --


library(rRblpapi)
library(dplyr)
library(purrr)
library(lubridate)
library(magrittr)

striplist <- c("NGK7","NGM7", "NGN7","NGQ7", "NGU7","NGV7","NGX7")
striplist <- paste(striplist, "Comdty")


df <- striplist %>%
  map(~ getBars(., barInterval = 60 *24,startTime =
floor_date(Sys.time(),"day") - days(300))) %>%
  map(~select(., times, close))
names(df) <- striplist


this should be producing close data for 300 days, yet you will see that the
data only goes back 140.

Anybody run into this before, should I have expected this?

Thanks,
Jon

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