RblQuery | R Documentation |
The function provides a high level interface to Bloomberg Datalicense 'getdata' and 'gethistory' programs.
RblQuery(
identifiers,
fields,
from = NULL,
to = Sys.Date(),
auto.assign = FALSE,
env = parent.frame(),
category = c(),
add_headers = c(),
overrides = c(),
limit = 5,
split = 100,
frequency = 60,
timeout = 3600,
filename = format(Sys.time(), "%m%d%H%M%S"),
verbose = TRUE
)
identifiers |
vector of Bloomberg identifiers. E.g. c('SXXE Index', 'SX5E Index') |
fields |
vector of Bloomberg fields. E.g. c('PX_LAST', 'PX_CLOSE', 'PX_OPEN', 'PX_HIGH', 'PX_LOW') |
from |
date or string (format YYYY-MM-DD). Start time for the 'gethistory' request. If not provided, a 'getdata' request will be made |
to |
date or string (format YYYY-MM-DD). End time for the 'gethistory' request. Ignored if from is not provided |
auto.assign |
logical. Should results be loaded to env? Ignored if from is not provided |
env |
where to create objects if auto.assign = TRUE |
category |
vector of Data License categories to enable. E.g. c('SECMASTER', 'PRICING', 'FUNDAMENTALS'). WARNING! Each DL category is billed separately, so check your DL license carefully! |
add_headers |
named vector of additional headers. E.g. c(PROGRAMFLAG = 'oneshot') |
overrides |
named vector of Bloomberg overrides. E.g. c('END_DT' = '20100101') |
limit |
prevent requesting data for more than this amout of identifiers. This is done to help you keeping your budget under control. Data License is billing based on the amout of instruments you request, so check your DL license carefully before increasing this limit. |
split |
maximum number of identifiers to process at once. Requests are split to avoid memory leaks. |
frequency |
the polling frequency to check if the response file is available at Bloomberg |
timeout |
the timeout in seconds |
filename |
name assigned to the remote file. Only alphanumeric characters are allowed. Invalid characters are removed. |
verbose |
logical. Should R report extra information on progress? |
The following routine to query Bloomberg is implemented:
see RblRequestBuilder
see RblUpload
see RblDownload
see RblParse
A list with components
List of characters representing each of the request files uploaded to Bloomberg
List of characters representing each of the response file downloaded from Bloomberg
Return of RblParse
## Not run:
# Run RblConnect first
data <- RblQuery(fields = c('PX_LAST', 'PX_OPEN', 'PX_HIGH', 'PX_LOW'),
identifiers = c('SXXE Index', "SX5E Index"),
from = '2005-01-01')
str(data)
## End(Not run)
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