Anmol,

This is a very strange issue. I can replicate your results, but at first
pass it appears that Rbbg is just returning what Bloomberg passes down. On
the Excel side (which I think is always a useful comparison) I don't see
any data before 12/1/09. Do you see something different?

-John


On Tue, Nov 13, 2012 at 10:44 PM, anmol sethy <sethy.anmol@gmail.com> wrote:

> Hi,
> I have been using Rbbg quite a lot, this is the first time I have actually
> come across some issue.
> While using bdh, I am seeing that extracted data has some date duplication.
> Also, what is surprising is the fact that its happening only for this one
> security:
>
> > library(Rbbg)
> > bloom_conn <- blpConnect()
> > pricing <- bdh(conn=bloom_conn, securities="TGBL=1 IS Equity",
>
> fields=c("PX_OPEN","PX_HIGH","PX_LOW","PX_LAST","EQY_WEIGHTED_AVG_PX","PX_VOLUME","FUT_CONT_SIZE","OPEN_INT"),
>
> start_date=as.Date("2001-11-30"),end_date=as.Date("2012-11-13"),option_names
> = c("nonTradingDayFillOption","nonTradingDayFillMethod"), option_values =
> c("NON_TRADING_WEEKDAYS","NIL_VALUE"),always.display.tickers =
> TRUE,dates.as.row.names = FALSE)
>
> > pricing[3000:3200,]
>                ticker       date PX_OPEN PX_HIGH PX_LOW PX_LAST
> EQY_WEIGHTED_AVG_PX PX_VOLUME FUT_CONT_SIZE OPEN_INT
> 3000 TGBL=1 IS Equity 2009-12-03      NA      NA     NA      NA
>      NA        NA            NA       NA
> 3001 TGBL=1 IS Equity 2009-12-04      NA      NA     NA      NA
>      NA        NA            NA       NA
> 3002 TGBL=1 IS Equity 2009-12-05      NA      NA     NA      NA
>      NA        NA            NA       NA
> 3003 TGBL=1 IS Equity 2009-12-06      NA      NA     NA      NA
>      NA        NA            NA       NA
> 3004 TGBL=1 IS Equity 2009-12-07      NA      NA     NA      NA
>      NA        NA            NA       NA
> 3005 TGBL=1 IS Equity 2009-12-08      NA      NA     NA      NA
>      NA        NA            NA       NA
> 3006 TGBL=1 IS Equity 2009-12-09      NA      NA     NA      NA
>      NA        NA            NA       NA
> 3007 TGBL=1 IS Equity 2009-12-10   96.52   96.52  96.09      NA
> 96.3350         3           550       10
> 3008 TGBL=1 IS Equity 2009-12-11   95.10   95.10  94.92      NA
> 95.0100         2           550        9
> 3009 TGBL=1 IS Equity 2009-12-12      NA      NA     NA      NA
>      NA        NA            NA       NA
> 3010 TGBL=1 IS Equity 2009-12-13      NA      NA     NA      NA
>      NA        NA            NA       NA
> 3011 TGBL=1 IS Equity 2009-12-14   94.50   94.50  93.61      NA
> 93.9162         4           550       10
> .
> .
> .
> .
> 3037 TGBL=1 IS Equity 2009-12-03   90.79   90.79  90.70      NA
> 90.7425         2             4        4
> 3038 TGBL=1 IS Equity 2009-12-04   89.12   93.44  89.12      NA
> 91.9522         9             8        8
> 3039 TGBL=1 IS Equity 2009-12-05      NA      NA     NA      NA
>      NA        NA            NA       NA
> 3040 TGBL=1 IS Equity 2009-12-06      NA      NA     NA      NA
>      NA        NA            NA       NA
> 3041 TGBL=1 IS Equity 2009-12-07      NA      NA     NA      NA
>      NA        NA             8        8
> 3042 TGBL=1 IS Equity 2009-12-08   93.01   96.35  93.01      NA
> 94.8417         9             8        8
> 3043 TGBL=1 IS Equity 2009-12-09   96.02   96.79  95.74      NA
> 96.2025         4             9        9
> 3044 TGBL=1 IS Equity 2009-12-10   96.52   96.52  96.09      NA
> 96.3350         3            10       10
> 3045 TGBL=1 IS Equity 2009-12-11   95.10   95.10  94.92      NA
> 95.0100         2             9        9
> 3046 TGBL=1 IS Equity 2009-12-12      NA      NA     NA      NA
>      NA        NA            NA       NA
>
> Not really sure whats happening here.
> Also when I use the excel-add in and BDH, this is not happening.
>
> Regards
> Anmol
>
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