The function provides a high level interface to Bloomberg Datalicense 'getdata' and 'gethistory' programs.
RblQuery( identifiers, fields, from = NULL, to = Sys.Date(), auto.assign = FALSE, env = parent.frame(), category = c(), add_headers = c(), overrides = c(), limit = 5, split = 100, frequency = 60, timeout = 3600, filename = format(Sys.time(), "%m%d%H%M%S"), verbose = TRUE )
vector of Bloomberg identifiers. E.g. c('SXXE Index', 'SX5E Index')
vector of Bloomberg fields. E.g. c('PX_LAST', 'PX_CLOSE', 'PX_OPEN', 'PX_HIGH', 'PX_LOW')
date or string (format YYYY-MM-DD). Start time for the 'gethistory' request. If not provided, a 'getdata' request will be made
date or string (format YYYY-MM-DD). End time for the 'gethistory' request. Ignored if from is not provided
logical. Should results be loaded to env? Ignored if from is not provided
where to create objects if auto.assign = TRUE
vector of Data License categories to enable. E.g. c('SECMASTER', 'PRICING', 'FUNDAMENTALS'). WARNING! Each DL category is billed separately, so check your DL license carefully!
named vector of additional headers. E.g. c(PROGRAMFLAG = 'oneshot')
named vector of Bloomberg overrides. E.g. c('END_DT' = '20100101')
prevent requesting data for more than this amout of identifiers. This is done to help you keeping your budget under control. Data License is billing based on the amout of instruments you request, so check your DL license carefully before increasing this limit.
maximum number of identifiers to process at once. Requests are split to avoid memory leaks.
the polling frequency to check if the response file is available at Bloomberg
the timeout in seconds
name assigned to the remote file. Only alphanumeric characters are allowed. Invalid characters are removed.
logical. Should R report extra information on progress?
A list with components
List of characters representing each of the request files uploaded to Bloomberg
List of characters representing each of the response file downloaded from Bloomberg
The following routine to query Bloomberg is implemented: