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Rblpapi package data limits?

Jon Golenbock
Hi, I was hoping somebody might be a regular user of this package to
interact with Bloomberg terminal. I've been having an issue pulling
historical data, it seems to cut off at a seemingly arbitrary point --


library(rRblpapi)
library(dplyr)
library(purrr)
library(lubridate)
library(magrittr)

striplist <- c("NGK7","NGM7", "NGN7","NGQ7", "NGU7","NGV7","NGX7")
striplist <- paste(striplist, "Comdty")


df <- striplist %>%
  map(~ getBars(., barInterval = 60 *24,startTime =
floor_date(Sys.time(),"day") - days(300))) %>%
  map(~select(., times, close))
names(df) <- striplist


this should be producing close data for 300 days, yet you will see that the
data only goes back 140.

Anybody run into this before, should I have expected this?

Thanks,
Jon

        [[alternative HTML version deleted]]

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Re: Rblpapi package data limits?

braverock
On Wed, 2017-04-05 at 08:54 -0400, Jon Golenbock wrote:

> Hi, I was hoping somebody might be a regular user of this package to
> interact with Bloomberg terminal. I've been having an issue pulling
> historical data, it seems to cut off at a seemingly arbitrary point
> --
>
>
> library(rRblpapi)
> library(dplyr)
> library(purrr)
> library(lubridate)
> library(magrittr)
>
> striplist <- c("NGK7","NGM7", "NGN7","NGQ7", "NGU7","NGV7","NGX7")
> striplist <- paste(striplist, "Comdty")
>
>
> df <- striplist %>%
>   map(~ getBars(., barInterval = 60 *24,startTime =
> floor_date(Sys.time(),"day") - days(300))) %>%
>   map(~select(., times, close))
> names(df) <- striplist


Many people do not use the 'tidyverse', especially in finance where
data is often very large and ultimately needs to be a 'wide' time
series and one tends to do more matrix math than factor munging.

Please create a *minimal* reproducible example using *just* the Rblpapi
package. It will make it easier for others to help you.


> this should be producing close data for 300 days, yet you will see
> that the
> data only goes back 140.
>
> Anybody run into this before, should I have expected this?
>
> Thanks,
> Jon
>

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Re: Rblpapi package data limits?

Jon Golenbock
Sorry!

 getBars("NGX7 Comdty",barInterval = 60 *24,startTime =
as.POSIXct('2015-04-01'))

data only goes back to 9/20/16 for me. When I look up the ticker on the
terminal, i get data back to 2/19/2008.

On Wed, Apr 5, 2017 at 9:03 AM, Brian G. Peterson <[hidden email]>
wrote:

> On Wed, 2017-04-05 at 08:54 -0400, Jon Golenbock wrote:
> > Hi, I was hoping somebody might be a regular user of this package to
> > interact with Bloomberg terminal. I've been having an issue pulling
> > historical data, it seems to cut off at a seemingly arbitrary point
> > --
> >
> >
> > library(rRblpapi)
> > library(dplyr)
> > library(purrr)
> > library(lubridate)
> > library(magrittr)
> >
> > striplist <- c("NGK7","NGM7", "NGN7","NGQ7", "NGU7","NGV7","NGX7")
> > striplist <- paste(striplist, "Comdty")
> >
> >
> > df <- striplist %>%
> >   map(~ getBars(., barInterval = 60 *24,startTime =
> > floor_date(Sys.time(),"day") - days(300))) %>%
> >   map(~select(., times, close))
> > names(df) <- striplist
>
>
> Many people do not use the 'tidyverse', especially in finance where
> data is often very large and ultimately needs to be a 'wide' time
> series and one tends to do more matrix math than factor munging.
>
> Please create a *minimal* reproducible example using *just* the Rblpapi
> package. It will make it easier for others to help you.
>
>
> > this should be producing close data for 300 days, yet you will see
> > that the
> > data only goes back 140.
> >
> > Anybody run into this before, should I have expected this?
> >
> > Thanks,
> > Jon
> >
>

        [[alternative HTML version deleted]]

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Re: Rblpapi package data limits?

Whit Armstrong-3
talk to your rep or helpdesk... you or your employer has paid a lot of
money for that privilege.

as far as I know, they limit bar data to a very short lookback.  if you're
pulling daily data, you can pull the full history, however, you'll have to
use the tickers with two digit years, as the commodity tickers will repeat.
or use the rolling tickers.

-Whit





On Wed, Apr 5, 2017 at 9:10 AM, Jon Golenbock <[hidden email]>
wrote:

> Sorry!
>
>  getBars("NGX7 Comdty",barInterval = 60 *24,startTime =
> as.POSIXct('2015-04-01'))
>
> data only goes back to 9/20/16 for me. When I look up the ticker on the
> terminal, i get data back to 2/19/2008.
>
> On Wed, Apr 5, 2017 at 9:03 AM, Brian G. Peterson <[hidden email]>
> wrote:
>
> > On Wed, 2017-04-05 at 08:54 -0400, Jon Golenbock wrote:
> > > Hi, I was hoping somebody might be a regular user of this package to
> > > interact with Bloomberg terminal. I've been having an issue pulling
> > > historical data, it seems to cut off at a seemingly arbitrary point
> > > --
> > >
> > >
> > > library(rRblpapi)
> > > library(dplyr)
> > > library(purrr)
> > > library(lubridate)
> > > library(magrittr)
> > >
> > > striplist <- c("NGK7","NGM7", "NGN7","NGQ7", "NGU7","NGV7","NGX7")
> > > striplist <- paste(striplist, "Comdty")
> > >
> > >
> > > df <- striplist %>%
> > >   map(~ getBars(., barInterval = 60 *24,startTime =
> > > floor_date(Sys.time(),"day") - days(300))) %>%
> > >   map(~select(., times, close))
> > > names(df) <- striplist
> >
> >
> > Many people do not use the 'tidyverse', especially in finance where
> > data is often very large and ultimately needs to be a 'wide' time
> > series and one tends to do more matrix math than factor munging.
> >
> > Please create a *minimal* reproducible example using *just* the Rblpapi
> > package. It will make it easier for others to help you.
> >
> >
> > > this should be producing close data for 300 days, yet you will see
> > > that the
> > > data only goes back 140.
> > >
> > > Anybody run into this before, should I have expected this?
> > >
> > > Thanks,
> > > Jon
> > >
> >
>
>         [[alternative HTML version deleted]]
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions
> should go.
>

        [[alternative HTML version deleted]]

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Re: Rblpapi package data limits?

chidley.ryan
In reply to this post by Jon Golenbock
bloomberg doesn't store intraday data more than 140 days. the result is the same for any API you use to access the data



Sent from my iPhone

> On Apr 5, 2017, at 14:54, Jon Golenbock <[hidden email]> wrote:
>
> Hi, I was hoping somebody might be a regular user of this package to
> interact with Bloomberg terminal. I've been having an issue pulling
> historical data, it seems to cut off at a seemingly arbitrary point --
>
>
> library(rRblpapi)
> library(dplyr)
> library(purrr)
> library(lubridate)
> library(magrittr)
>
> striplist <- c("NGK7","NGM7", "NGN7","NGQ7", "NGU7","NGV7","NGX7")
> striplist <- paste(striplist, "Comdty")
>
>
> df <- striplist %>%
>  map(~ getBars(., barInterval = 60 *24,startTime =
> floor_date(Sys.time(),"day") - days(300))) %>%
>  map(~select(., times, close))
> names(df) <- striplist
>
>
> this should be producing close data for 300 days, yet you will see that the
> data only goes back 140.
>
> Anybody run into this before, should I have expected this?
>
> Thanks,
> Jon
>
>    [[alternative HTML version deleted]]
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.

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Re: Rblpapi package data limits?

Jon Golenbock
a-ha. Thank you.

for anyone interested I used bdh to get what I was after --

bdh("NGX7 Comdty", c("Open","High","Low","PX_Last"),start.date = Sys.Date()
- days(300))

On Wed, Apr 5, 2017 at 9:29 AM, <[hidden email]> wrote:

> bloomberg doesn't store intraday data more than 140 days. the result is
> the same for any API you use to access the data
>
>
>
> Sent from my iPhone
>
> > On Apr 5, 2017, at 14:54, Jon Golenbock <[hidden email]> wrote:
> >
> > Hi, I was hoping somebody might be a regular user of this package to
> > interact with Bloomberg terminal. I've been having an issue pulling
> > historical data, it seems to cut off at a seemingly arbitrary point --
> >
> >
> > library(rRblpapi)
> > library(dplyr)
> > library(purrr)
> > library(lubridate)
> > library(magrittr)
> >
> > striplist <- c("NGK7","NGM7", "NGN7","NGQ7", "NGU7","NGV7","NGX7")
> > striplist <- paste(striplist, "Comdty")
> >
> >
> > df <- striplist %>%
> >  map(~ getBars(., barInterval = 60 *24,startTime =
> > floor_date(Sys.time(),"day") - days(300))) %>%
> >  map(~select(., times, close))
> > names(df) <- striplist
> >
> >
> > this should be producing close data for 300 days, yet you will see that
> the
> > data only goes back 140.
> >
> > Anybody run into this before, should I have expected this?
> >
> > Thanks,
> > Jon
> >
> >    [[alternative HTML version deleted]]
> >
> > _______________________________________________
> > [hidden email] mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> > -- Subscriber-posting only. If you want to post, subscribe first.
> > -- Also note that this is not the r-help list where general R questions
> should go.
>

        [[alternative HTML version deleted]]

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