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

[chidley.ryan at gmail.com]

bloomberg doesn't store intraday data more than 140 days. the result is the same for any API you use to access the data



Sent from my iPhone

> On Apr 5, 2017, at 14:54, Jon Golenbock <jongolenbock at gmail.com> 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
> 
> 
> 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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