Jeff is right, Rbbg's result processing is not, shall we say, optimized.
Whit Armstrong has been working on a more lightweight C++-based interface
to Bloomberg that is also more graceful with its data type handling. I
don't think he's released it publicly yet.

But in this case his version is roughly the same speed as Rbbg. I think the
slowness is on Bloomberg's side.

-John


On Fri, Apr 19, 2013 at 8:52 AM, Jeff Ryan <jeff.a.ryan@gmail.com> wrote:

> Aidan,
>
> There is an awful lot of additional processing happening inside of bdh in
> terms of data extraction/manipulation. In the past I've extracted out the
> important .java type calls and return types to get substantial speed-ups,
> especially when dealing with a common/more constrained search (e.g. one
> name at a time)
>
> Of course, YMMV
>
> Best,
> Jeff
>
>
> On Fri, Apr 19, 2013 at 7:34 AM, Aidan Corcoran
> <aidan.corcoran11@gmail.com>wrote:
>
> > hi John,
> >
> > thanks for your reply. my results were:
> >  user  system elapsed
> >    1.00    0.06    6.43
> >
> > This is using win7 64bit, 12gb of RAM. I get roughly 6mbps download speed
> > from the internet where I am in case that has any bearing.
> >
> > The speed is probably not bad, I just wanted to make sure I wasn't
> missing
> > an easy option to get a bit more speed.
> >
> > Thanks for your help!
> >
> >
> > On Fri, Apr 19, 2013 at 12:04 PM, John Laing <john.laing@gmail.com>
> wrote:
> >
> > > Aidan,
> > >
> > > I don't think the Bloomberg API offers such an option. However, I also
> > > don't think that precision is a big cause of slowness. Can you send a
> > > sample query to demonstrate your issue? E.g.:
> > >
> > > > system.time(ty1 <- bdh(conn, "TY1 Comdty", "PX_LAST",
> > > start_date=as.Date("1900-01-01"), end_date=Sys.Date()))
> > >    user  system elapsed
> > >   0.428   0.024   2.772
> > > > dim(ty1)
> > > [1] 7795    2
> > >
> > >
> > > -John
> > >
> > >
> > > On Fri, Apr 19, 2013 at 3:52 AM, Aidan Corcoran <
> > > aidan.corcoran11@gmail.com> wrote:
> > >
> > >> hi folks,
> > >>
> > >> I was wondering if it is possible to limit the precision of the data
> > being
> > >> downloaded via the bdh function in rbbg, in the interest of speed. I
> > >> haven't seen any mention of such an option but thought I would ask
> just
> > in
> > >> case I missed something.
> > >>
> > >> thanks in advance
> > >> Aidan
> > >>
> > >>         [[alternative HTML version deleted]]
> > >>
> > >> _______________________________________________
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> > >> -- Also note that this is not the r-help list where general R
> questions
> > >> should go.
> > >>
> > >
> > >
> >
> >         [[alternative HTML version deleted]]
> >
> > _______________________________________________
> > R-SIG-Finance@r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> > -- Subscriber-posting only. If you want to post, subscribe first.
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> > should go.
> >
>
>
>
> --
> Jeffrey Ryan
> jeffrey.ryan@lemnica.com
>
> www.lemnica.com
>
> R/Finance 2013: Applied R in Finance
> May 17, 18 Chicago, IL
> www.RinFinance.com
>
>         [[alternative HTML version deleted]]
>
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>

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