bdp: Run 'Bloomberg Data Point' Queries

View source: R/bdp.R

bdpR Documentation

Run 'Bloomberg Data Point' Queries

Description

This function uses the Bloomberg API to retrieve 'bdp' (Bloomberg Data Point) queries

Usage

bdp(securities, fields, options = NULL, overrides = NULL, verbose = FALSE,
  identity = defaultAuthentication(), con = defaultConnection())

Arguments

securities

A character vector with security symbols in Bloomberg notation.

fields

A character vector with Bloomberg query fields.

options

An optional named character vector with option values. Each field must have both a name (designating the option being set) as well as a value.

overrides

An optional named character vector with override values. Each field must have both a name (designating the override being set) as well as a value.

verbose

A boolean indicating whether verbose operation is desired, defaults to ‘FALSE’

identity

An optional identity object as created by a blpAuthenticate call, and retrived via the internal function defaultAuthentication.

con

A connection object as created by a blpConnect call, and retrieved via the internal function defaultConnection.

Value

A data frame with as a many rows as entries in securities and columns as entries in fields.

Author(s)

Whit Armstrong and Dirk Eddelbuettel

Examples

## Not run: 
  bdp(c("ESA Index", "SPY US Equity"), c("PX_LAST", "VOLUME"))

  ##  using overrides (cf https://github.com/Rblp/Rblpapi/issues/67)
  bdp("EN00 Index", "MLI_OAS", overrides=c(MLI_DATE="20150831"))

  ##  another override example (cf http://stackoverflow.com/a/39373019/143305)
  ovrd <- c("CALC_INTERVAL"="10Y", "MARKET_DATA_OVERRIDE"="PE_RATIO")
  bdp("SPX Index", "INTERVAL_AVG", overrides=ovrd)

## End(Not run)

Rblpapi documentation built on Sept. 30, 2024, 5:08 p.m.