I was wondering if anyone has any luck additional information on the bar function in  RBloomberg.  My main issue is that it accepts/returns the data with GMT time stamp and has no feature to only show data during the trading hours for multiple days.

The Excel API allows you to use bdh function setting BarTp and BarSz but could not find this exposed in  RBloomberg. Anyone have a work around?

# Does not work
bdh(conn, "SPY US Equity", "PX_LAST", "2011-12-29 6:30:00.000" , "2011-12-29 11:30:00.000", override_fields =
        c("BarType", "BarSize") , override_values = c("B","60"))

I included the R ouput below.

> Sys.timezone()
[1] "PST"
>
> bar(conn, c("CSCO US Equity"), "BID", "2011-12-29 06:00:00.000" , "2011-12-30 13:00:00.000", "60")
                                           time  open  high   low close
2011-12-29T09:00:00.000 2011-12-29T09:00:00.000 18.03 18.04 18.03 18.03
2011-12-29T10:00:00.000 2011-12-29T10:00:00.000 18.04 18.04 18.03 18.04
2011-12-29T11:00:00.000 2011-12-29T11:00:00.000 18.04 18.05 18.04 18.05
2011-12-29T12:00:00.000 2011-12-29T12:00:00.000 18.05 18.15 18.05 18.15
2011-12-29T13:00:00.000 2011-12-29T13:00:00.000 18.18 18.19 18.15 18.18
2011-12-29T14:00:00.000 2011-12-29T14:00:00.000 18.17 18.23 18.10 18.16
2011-12-29T15:00:00.000 2011-12-29T15:00:00.000 18.16 18.24 18.15 18.21
2011-12-29T16:00:00.000 2011-12-29T16:00:00.000 18.21 18.21 18.18 18.21
2011-12-29T17:00:00.000 2011-12-29T17:00:00.000 18.21 18.21 18.17 18.20
2011-12-29T18:00:00.000 2011-12-29T18:00:00.000 18.20 18.26 18.20 18.22
2011-12-29T19:00:00.000 2011-12-29T19:00:00.000 18.22 18.23 18.20 18.22
2011-12-29T20:00:00.000 2011-12-29T20:00:00.000 18.22 18.26 18.20 18.26
2011-12-29T21:00:00.000 2011-12-29T21:00:00.000 18.25 18.26 18.21 18.23
2011-12-29T22:00:00.000 2011-12-29T22:00:00.000 18.23 18.23 18.22 18.23
2011-12-29T23:00:00.000 2011-12-29T23:00:00.000 18.22 18.22 18.22 18.22
2011-12-30T00:00:00.000 2011-12-30T00:00:00.000 18.23 18.23 18.22 18.23
2011-12-30T08:30:00.000 2011-12-30T08:30:00.000 18.15 18.15 18.15 18.15
2011-12-30T09:30:00.000 2011-12-30T09:30:00.000 18.15 18.16 18.15 18.15
2011-12-30T10:30:00.000 2011-12-30T10:30:00.000 18.16 18.20 18.15 18.20
2011-12-30T11:30:00.000 2011-12-30T11:30:00.000 18.21 18.21 18.20 18.20
2011-12-30T12:30:00.000 2011-12-30T12:30:00.000 18.20 18.22 18.20 18.22
                        numEvents  volume
2011-12-29T09:00:00.000         3      16
2011-12-29T10:00:00.000        10      57
2011-12-29T11:00:00.000         6      54
2011-12-29T12:00:00.000         8      97
2011-12-29T13:00:00.000        39     348
2011-12-29T14:00:00.000      7689  903201
2011-12-29T15:00:00.000     11117 2921269
2011-12-29T16:00:00.000      7043 2013271
2011-12-29T17:00:00.000      4849 1806055
2011-12-29T18:00:00.000      5662 2076844
2011-12-29T19:00:00.000      4092  991536
2011-12-29T20:00:00.000      9049 5146568
2011-12-29T21:00:00.000        47    2118
2011-12-29T22:00:00.000         8     132
2011-12-29T23:00:00.000         9     374
2011-12-30T00:00:00.000         7     117
2011-12-30T08:30:00.000         2      12
2011-12-30T09:30:00.000         5      18
2011-12-30T10:30:00.000         4      16
2011-12-30T11:30:00.000         2       8
2011-12-30T12:30:00.000         2      25
> (start.data <- as.POSIXct("2011-12-29 10:30:00.000"))
[1] "2011-12-29 10:30:00 PST"
> (end.data <- as.POSIXct("2011-12-29 12:00:00.000"))
[1] "2011-12-29 12:00:00 PST"
> bar(conn, c("CSCO US Equity"), "BID", start.data , end.data, "60")
Error in FUN(X[[3L]], ...) :
  Sorry, parameter type `NA' is ambiguous or not supported.
> # Does not work
> bdh(conn, "SPY US Equity", "PX_LAST", "2011-12-29 6:30:00.000" , "2011-12-29 11:30:00.000", override_fields =
+       c("BarType", "BarSize") , override_values = c("B","60"))
Error in .jcall("RJavaTools", "Ljava/lang/Object;", "invokeMethod", cl,  :
  org.findata.blpwrapper.WrapperException: response error: Invalid override field id specified [nid:809]



Regards,
John
___________________________________________
John J. Sacks, CFA
Director, Quantitative Analysis
Russell Implementation Services Inc.
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