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

[Jon Golenbock]

Sorry!

 getBars("NGX7 Comdty",barInterval = 60 *24,startTime =
as.POSIXct('2015-04-01'))

data only goes back to 9/20/16 for me. When I look up the ticker on the
terminal, i get data back to 2/19/2008.

On Wed, Apr 5, 2017 at 9:03 AM, Brian G. Peterson <brian at braverock.com>
wrote:

> 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
> >
>

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