[R-SIG-Finance] Rblpapi package data limits?
Brian G. Peterson
brian at braverock.com
Wed Apr 5 15:03:29 CEST 2017
On Wed, 2017-04-05 at 08:54 -0400, Jon Golenbock wrote:
> 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
> 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
Many people do not use the 'tidyverse', especially in finance where
data is often very large and ultimately needs to be a 'wide' time
series and one tends to do more matrix math than factor munging.
Please create a *minimal* reproducible example using *just* the Rblpapi
package. It will make it easier for others to help you.
> 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?
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