GetData: Download data from Bloomberg using the getdata program.

Description Usage Arguments Value See Also Examples

View source: R/HighLevelFunctions.R

Description

By default, this methods blocks call, until the file is available (which can be several minutes) (see sync parameter for details)

Usage

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GetData(con, fields, tickers, sync = TRUE, parser = GetDataParser,
  verbose = FALSE)

Arguments

con

The BdlConnection object containing the Bloomberg credentials

fields

A vector of fields, e.g. c('PX_LAST', 'NAME')

tickers

A vector of Bloomberg tickers to be downloaded, e.g. c('SPX Index', 'IBM US Equity')

sync

If TRUE, the call does not return until the response file is available, or if a timeout occurs

parser

The parser used to convert the file into an R object. See GetDataParser for details on the default parser.

verbose

Prints output if TRUE

Value

A list containing the downloaded data. If you use the default parser, then a dataframe is returned. More precisely, the list contains the following items:

connection

The BdlConnection object used to connect ot Bloomberg (R). This contains the credentials necessary.

requestTime

The time at which the request was sent to Bloomberg (R)

requestFileName

The name of the file that was uploaded to Bloomberg (R)

replyTime

The time at which the reply was downloaded from Bloomberg (R). Applies only if sync == TRUE

replyFileName

The name of the file that was uploaded to Bloomberg (R)

GetReply(parser., verbose.)

A callback function to download the reply file. The paramaeters are optional and allow you to overwrite their counterparts given in the GetSnapshot call.

success

TRUE if the method call was successful. In case of sync == TRUE, this means that a reply file was successfully downloaded and parsed. Otherwise, it means that the request file was successfully uploaded.

See Also

GetHistory, GetSnapshot

Examples

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## Not run: 
#' con <- BdlConnection(user = 'dl111111', 
                     pw = 'XvH,gE2A', 
                     key = '3xzZl0yA')


#######################
#Sync call

data <- GetData(con,
                fields = c('PX_LAST', 'NAME', 'CRNCY'), 
                tickers = c('SPX Index', 'SMI Index', 'IBM US Equity', '120421Q FP Equity'))
                      
#the call blocks, and after 5 minutes or so, you get the reply
if(data$success) {
  data$reply
  #or extract a single value
  data$reply['SPX Index', 'PX_LAST']
}

#If your data does not make sense, or you have other problems, you can re-download again using
#any other parser, and overwriting the verbose parameter:
cat(data$GetReply(verbose. = TRUE, parser. = function(x) x))

#######################
#Async call

data <- GetData(con,
                fields = c('PX_LAST', 'NAME', 'CRNCY'), 
                tickers = c('SPX Index', 'SMI Index', 'IBM US Equity', '120421Q FP Equity'),
                sync = FALSE)

#the method returns after uploading. 5 minutes later, you can request to download
#the reply using the callback:
reply <- data$GetReply()
if(!is.null(reply)) {
  #do something with the data
}



## End(Not run)

gluc/datalicenseR documentation built on Aug. 5, 2021, 10:50 p.m.