[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
[[alternative HTML version deleted]]
More information about the R-SIG-Finance
mailing list