# Standardized function to simplify downloading Bloomberg data
# The essence of this function is to standardize calls (for me at least) to Bloomberg
# and also to store retrieved data as a flat file.
# Storing the data as a flat file allows you to run a data retrieval script
# multiple times if necessary to ensure all the data is downloaded, before running the analytics
# Once a data element (Intrument + Field) has been downloaded for the day, the script will get the
# downloaded data and not go back to Bloomberg.  This ensures that once you've gotten the data for
# the day, that your analytic script won't bomb out b/c the Bloomberg retrieval hiccuped.
getBBData <- function(Instruments, Field, StartDate, EndDate=Sys.Date(), ShowDays="week", NAaction="na", Periodicity="daily") {
  library(RBloomberg)

  # Set the path and naming convention for files to stor retrieved data
  filename <- paste("c:/blp/data/",Instruments," ",Field,".txt",sep="")

  # Get the file information to see if it exists
  fileinfo <- file.info(filename)
  mdate <- as.Date(strptime(fileinfo$mtime, format="%Y-%m-%d"))

  # If the file exists, move on to the next step to check the datestamp
  if(!is.na(fileinfo$size[1])) {
    if(fileinfo$size[1] > 20) {
      validfile = TRUE
    } else {
      validfile = FALSE
    }
  } else {
    validfile = FALSE
  }
  # If the file exists and the last modified date is today, read it in
  if((length(Instruments) == 1) & validfile & ((Sys.Date() - mdate[1]) == 0)) {
      Data <- read.zoo(file=filename,header=TRUE,format="%Y-%m-%d")
      Name <- strsplit(Instruments," ")[[1]][1]
      Data <- zoo(data.frame(Data = coredata(Data)), time(Data))
      colnames(Data) <- Name
  } else { # If the file doesn't exist, go out to Bloomberg and get the data

    # Variables used for function testing
  #  Instruments <- c('SPTR Index','MXEA Index','SPGSCITR Index','FNERTR Index')
  #  Field <- "PX_LAST"
  #  StartDate <- as.Date('2008-1-1', '%Y-%m-%d')
  #  EndDate <- Sys.Date()

    # Convert the EndDate to a datetime object
    EndTime <- as.POSIXct(EndDate)

    # Calculate the length in days to get data
    BBDateLen <- as.numeric(EndDate - StartDate)

    ## Conect to Bloomberg
    conn <- blpConnect(iface="COM", timeout=12000, show.days=ShowDays, na.action=NAaction, periodicity=Periodicity)

    ## Get the historical data
    Data <- blpGetData(conn, Instruments, Field, start=as.chron(EndTime - 86400 * BBDateLen))

    ## Disconnect from Bloomberg
    blpDisconnect(conn)

    ## Convert it to a zoo object  with the appropriate time/dates
    Data <- zoo(coredata(Data),as.Date(time(Data),'%m/%d/%y'))

    # Write the data to a file for subsequent retrieval
    if(length(Instruments) == 1) {
      Name <- strsplit(Instruments," ")[[1]][1]
      Data <- zoo(data.frame(Data = coredata(Data)), time(Data))
      colnames(Data) <- Name
      write.zoo(Data, file=filename)
    }
  } # END if(!is.na(fileinfo$size) & ((Sys.Date() - mdate) == 0)) {

  return(Data)

} #END getBBData <- function(Instruments, Field, StartDate, EndDate=Sys.Date()) (