RblParse: Parse Bloomberg response file and import data

In RblDataLicense: R Interface to 'Bloomberg Data License'

Parse Bloomberg response file and import data

Description

Parse Bloomberg local response files and import the data in R. The PROGRAMNAME in use is auto detected: 'getdata' and 'gethistory' are supported.

Usage

RblParse(file, auto.assign = FALSE, env = parent.frame(), verbose = TRUE)

Arguments

file	character string representing the local file to parse (see RblDownload)
auto.assign	logical. Should results be loaded to env when using PROGRAMNAME=gethistory?
env	where to create objects if auto.assign = TRUE
verbose	logical. Should R report extra information on progress?

Value

PROGRAMNAME=getdata

data.frame containig identifiers (rows) and fields (columns). NULL on failure.

PROGRAMNAME=gethistory

list of xts objects. If auto.assign=TRUE the xts objects are loaded in env and the object names are returned. NULL on failure.

Examples

## Not run: 
# Run RblConnect first

# Build a request file to download the daily closing prices of 
#  EURO STOXX Index from 2005-01-01 to 2015-12-31.
RblRequest <- 
     RblRequestBuilder(
          header = c(FIRMNAME = RblUser(), 
                     PROGRAMNAME = 'gethistory', 
                     DATERANGE = '20050101|20151231'),
          fields = c('PX_LAST'), 
          identifiers = c('SXXE Index')
     )
                                
# Upload the request file
req <- RblUpload(RblRequest)

# Download the response file
out <- RblDownload(req$out)

# Import the data
data <- RblParse(out)
str(data)

## End(Not run)

RblDataLicense documentation built on March 31, 2023, 10:13 p.m.