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

[Brian G. Peterson]

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
> --
> 
> 
> 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


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?
> 
> Thanks,
> Jon
>