Description Usage Arguments Value See Also Examples
View source: R/HighLevelFunctions.R
By default, this methods blocks call, until the file is available (which can be several minutes) (see sync
parameter
for details)
1 2 | GetHistory(con, fields, tickers, fromDate, toDate = Sys.Date(), sync = TRUE,
parser = GetHistoryParser, verbose = FALSE, useSystemUudecode = FALSE)
|
con |
The |
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') |
fromDate |
The start date in your request |
toDate |
The end date in your request. Per default, this is today. |
sync |
If TRUE, then the call will not return until the file is available, or until it times out |
parser |
The parser used to convert the file into an R object. The default parser is the |
verbose |
Prints output if TRUE |
useSystemUudecode |
workaround for a bug with long filenames on some linux systems. Requires installation of sharutils on your system (sudo apt-get install sharutils). This parameter will be removed as soon as we fix the bug. |
A list containing the downloaded data. If you use the default parser, then an xts object 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.
GetData, GetSnapshot
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 | ## Not run:
con <- BdlConnection(user = 'dl111111',
pw = 'XvH,gE2A',
key = '3xzZl0yA')
#######################
#Sync call
history <- GetHistory(con,
fields = c('PX_OPEN', 'PX_HIGH', 'PX_LOW'),
tickers = c('SPX Index', 'SMI Index', 'IBM US Equity', '120421Q FP Equity'),
fromDate = "2015-05-01", toDate = "2015-05-08",
verbose = TRUE)
#the call blocks, and after 5 minutes or so, you get the reply
if(history$success) {
history$reply
#or extract single column:
history$reply$SPX_Index.PX_HIGH
}
#To see the downloaded file content:
cat(history$response)
#Or, if you prefer a list with one xts object per security:
history <- GetHistory(con,
fields = c('PX_OPEN', 'PX_HIGH', 'PX_LOW'),
tickers = c('SPX Index', 'SMI Index', 'IBM US Equity', '120421Q FP Equity'),
fromDate = "2015-05-01", toDate = "2015-05-08",
parser = GetHistoryListParser,
verbose = TRUE)
#######################
#Async call
history <- GetHistory(con,
fields = c('PX_OPEN', 'PX_HIGH', 'PX_LOW'),
tickers = c('SPX Index', 'SMI Index', 'IBM US Equity', '120421Q FP Equity'),
fromDate = "2015-05-01", toDate = "2015-05-08",
sync = FALSE,
verbose = TRUE)
#the method returns after uploading. 5 minutes later, you can request to download
#the reply using the callback:
reply <- history$GetReply()
if(!is.null(reply)) {
#do something with the data
}
######################
#Re-download an existing file
TryGetBdlData(con, history$replyFileName)
## End(Not run)
|
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