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

[Whit Armstrong]

talk to your rep or helpdesk... you or your employer has paid a lot of
money for that privilege.

as far as I know, they limit bar data to a very short lookback.  if you're
pulling daily data, you can pull the full history, however, you'll have to
use the tickers with two digit years, as the commodity tickers will repeat.
or use the rolling tickers.

-Whit





On Wed, Apr 5, 2017 at 9:10 AM, Jon Golenbock <jongolenbock at gmail.com>
wrote:

> 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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>
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