Dear list

I'd like to switch between daily, weekly, and monthly frequencies without disconnect and reconnect, i.e. without evaluating something like
conn <- blpConnect(periodicity = "weekly")
# fetch some weekly data
blpDisconnect(conn)
and 
conn <- blpConnect(periodicity = "daily")
# fetch some daily data
blpDisconnect(conn)

Passing  the periodicity argument to 'blpGetData' via the '...' argument does not have any impact. See example below.
Clearly, I could always download daily data and call 'to.period'. But this is neither efficient nor elegant...

Does anybody have a solution?

Thanks, David

> > library(RBloomberg)
> Loading required package: RDCOMClient
> Loading required package: zoo
> Loading required package: chron
> Warning messages:
> 1: package 'RDCOMClient' was built under R version 2.9.1 and help will not work correctly
> Please re-install it 
> 2: In file(file, "rt") :
>   cannot open file 'C:/blp/API/bbfields.tbl': No such file or directory
> 3: In f(libname, pkgname) :
>   I can't find your bbfields file.. see ?blpReadFields
> > .bbfields <- blpReadFields("C:/Program Files/Bloomberg/API")
> conn <- blpConnect(periodicity = "weekly")
> > (edb <- blpGetData(conn, "ED1 Comdty", "PX_LAST",start=as.chron(Sys.time() - 86400 * 30)))
> (edb <- blpGetData(conn, "ED1 Comdty", "PX_LAST",start=as.chron(Sys.time() - 86400 * 30), periodicity = "daily"))
> blpDisconnect(conn)
> conn <- blpConnect(periodicity = "daily")
> > (edb <- blpGetData(conn, "ED1 Comdty", "PX_LAST",start=as.chron(Sys.time() - 86400 * 5)))
> (edb <- blpGetData(conn, "ED1 Comdty", "PX_LAST",start=as.chron(Sys.time() - 86400 * 5), periodicity = "weekly"))
>          PX_LAST
> 01/29/10  99.710
> 02/05/10  99.700
> 02/12/10  99.710
> 02/19/10  99.715
> > blpDisconnect(conn)
>          PX_LAST
> 01/29/10  99.710
> 02/05/10  99.700
> 02/12/10  99.710
> 02/19/10  99.715
> > sessionInfo()
>          used (Mb) gc trigger (Mb) max used (Mb)
> Ncells 354042  9.5     667722 17.9   405902 10.9
> Vcells 762687  5.9    1463436 11.2  1303897 10.0
> > >          PX_LAST
> 02/17/10 99.7225
> 02/18/10 99.7225
> 02/19/10 99.7150
> 02/22/10 99.7200
> >          PX_LAST
> 02/17/10 99.7225
> 02/18/10 99.7225
> 02/19/10 99.7150
> 02/22/10 99.7200
> >          used (Mb) gc trigger (Mb) max used (Mb)
> Ncells 354042  9.5     667722 17.9   431994 11.6
> Vcells 762687  5.9    1463436 11.2  1303897 10.0
> > R version 2.10.1 (2009-12-14) 
> i386-pc-mingw32 
> 
> locale:
> [1] LC_COLLATE=German_Switzerland.1252  LC_CTYPE=German_Switzerland.1252   
> [3] LC_MONETARY=German_Switzerland.1252 LC_NUMERIC=C                       
> [5] LC_TIME=English_Switzerland.1252   
> 
> attached base packages:
> [1] stats     graphics  grDevices utils     datasets  methods   base     
> 
> other attached packages:
> [1] RBloomberg_0.1-11  chron_2.3-33       zoo_1.6-2          RDCOMClient_0.92-0
> 
> loaded via a namespace (and not attached):
> [1] grid_2.10.1     lattice_0.17-26
> > 
> 
> David Lüthi
> Quant Asset Allocation / Global Investment Solutions
> Clariden Leu Ltd 
> Claridenstrasse 19
> CH > ->  8002 Zürich
> Tel: +41 (0)58 205 6165
> david.luethi@claridenleu.com
> http://www.claridenleu.com/
> This message is for the named person's use only. It ma...{{dropped:15}}

