pull_index_market: Retrieves index historical market data.

In bautheac/pullit: Pulling financial data from Bloomberg made easy

Description

Provided with a set of Bloomberg index tickers and a time period, queries Bloomberg for the corresponding index historical market data or retrieves it from an existing storethat SQLite database.

Usage

pull_index_market(
  source = "Bloomberg",
  tickers,
  start,
  end,
  verbose = T,
  file = NULL,
  ...
)

Arguments

source	a scalar character vector. Specifies the data source for the query: "Bloomberg" or "storethat". Defaults to "Bloomberg".
tickers	a chatacter vector. Specifies the Bloomberg index tickers to query data for.
start	a scalar character vector. Specifies the starting date for the query in the following format: 'yyyy-mm-dd'.
end	a scalar character vector. Specifies the end date for the query in the following format: 'yyyy-mm-dd'.
verbose	a logical scalar vector. Should progression messages be printed? Defaults to TRUE.
file	a scalar chatacter vector. Optional parameter that specifies the target storethat SQLite database file to retrieve data from.
...	optional parameters to pass to the bdh function from the Rblpapi package used for the query (options parameter).

See Also

• The fields dataset in the BBGsymbols package (finRes suite) for details on the Bloomnerg fields used here.

• Helper datasets in the fewISOs and GICS packages (finRes suite).

Examples

## Not run: 

    BBG_mkt <- pull_index_market(source = "Bloomberg", tickers = c("NEIXCTA Index", "BARCCTA Index"),
      start = "2000-01-01", end = as.character(Sys.Date()))

    storethat_mkt <- pull_index_market(source = "storethat", file = "~/storethat.sqlite",
      tickers = c("NEIXCTA Index", "BARCCTA Index"),
      start = "2000-01-01", end = as.character(Sys.Date()))

    storethat_mkt <- pull_index_market(source = "storethat", tickers = c("NEIXCTA Index", "BARCCTA Index"),
      start = "2000-01-01", end = as.character(Sys.Date()))

  
## End(Not run)

bautheac/pullit documentation built on June 7, 2021, 12:11 p.m.