I would like to use Rbloomberg to bring back indexes in different
currencies.  I found documentation for an older version that used the
"blp" call, but I am not able to figure it out using the "bdh" call.  In
Excel, it looks like the option_names should be "FX" and the
option_values should be "GBP" (or whatever currency I want).  However
doing this results in an error.

I am using R 2.10.1 and the latest (as of a couple weeks ago) Rbloomberg
downloaded from findata.org
(install.packages("RBloomberg",repos="http://r.findata.org/")

I can open up the Rbloomberg connecton just fine
R version 2.10.1 (2009-12-14) 
rJava Version 0.8-4 
RBloomberg Version 0.4-140 
Java environment initialized successfully.
Bloomberg API Version 3.2.8.0 

But then if I execute the following code
#----------------------------------
# Set up variables
Instruments <- "NKY Index"
Field <- "PX_LAST"
StartDate <- as.Date("2010-05-28")

# Open the connection
conn <- blpConnect(iface="Java",
blpapi.jar.file="c:/blp/API/blpapi3.jar")

# Get the data
Data <- bdh(conn, Instruments, Field, start_date=StartDate,
option_names="FX", option_values="USD")

# Disconnect from Bloomberg
blpDisconnect(conn)
#------------------------------------

I get

Error in .jcall("RJavaTools", "Ljava/lang/Object;", "invokeMethod", cl,
: 
  com.bloomberglp.blpapi.NotFoundException: Element: FX not found in:
HistoricalDataRequest

Any guidance on how to do this would be greatly appreciated.  Thanks in
advance.

Kent Voss
kent.voss@kochind.com

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