Run 'Bloomberg Data History' Queries
This function uses the Bloomberg API to retrieve 'bdh' (Bloomberg Data History) queries
bdh(securities, fields, start.date, end.date = NULL,
include.non.trading.days = FALSE, options = NULL, overrides = NULL,
verbose = FALSE, identity = defaultAuthentication(),
con = defaultConnection(), int.as.double = getOption("blpIntAsDouble",
FALSE))securities |
A character vector with security symbols in Bloomberg notation. |
fields |
A character vector with Bloomberg query fields. |
start.date |
A Date variable with the query start date. |
end.date |
An optional Date variable with the query end date; if omitted the most recent available date is used. |
include.non.trading.days |
An optional logical variable indicating whether non-trading days should be included. |
options |
An optional named character vector with option values. Each field must have both a name (designating the option being set) as well as a value. |
overrides |
An optional named character vector with override values. Each field must have both a name (designating the override being set) as well as a value. |
verbose |
A boolean indicating whether verbose operation is desired, defaults to ‘FALSE’ |
identity |
An optional identity object as created by a
|
con |
A connection object as created by a |
int.as.double |
A boolean indicating whether integer fields should be retrieved as doubles instead. This option is a workaround for very large values which would overflow int32. Defaults to ‘FALSE’ |
A list with as a many entries as there are entries in
securities; each list contains a data.frame with one row
per observations and as many columns as entries in
fields. If the list is of length one, it is collapsed into
a single data frame. Note that the order of securities returned
is determined by the backend and may be different from the order
of securities in the securities field.
Whit Armstrong and Dirk Eddelbuettel
For historical futures series, see ‘DOCS #2072138 <GO>’ on the Bloomberg terminal about selecting different rolling conventions.
## Not run:
bdh("SPY US Equity", c("PX_LAST", "VOLUME"), start.date=Sys.Date()-31)
## example for an options field: request monthly data; see section A.2.4 of
## http://www.bloomberglabs.com/content/uploads/sites/2/2014/07/blpapi-developers-guide-2.54.pdf
## for more
opt <- c("periodicitySelection"="MONTHLY")
bdh("SPY US Equity", c("PX_LAST", "VOLUME"),
start.date=Sys.Date()-31*6, options=opt)
## example for non-date start
bdh("SPY US Equity", c("PX_LAST", "VOLUME"),
start.date="-6CM", options=opt)
## example for options and overrides
opt <- c("periodicitySelection" = "QUARTERLY")
ovrd <- c("BEST_FPERIOD_OVERRIDE"="1GQ")
bdh("IBM US Equity", "BEST_SALES", start.date=Sys.Date()-365.25*4,
options=opt, overrides=ovrd)
## example for returnRelativeDate option
opt <- c(periodicitySelection="YEARLY", periodicityAdjustment="FISCAL", returnRelativeDate=TRUE)
bdh("GLB ID Equity", "CUR_MKT_CAP", as.Date("1997-12-31"), as.Date("2017-12-31"), options=opt)
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