Get Multiple Ticks from Bloomberg
This function uses the Bloomberg API to retrieve multiple ticks for the requested security.
getMultipleTicks(security, eventType = c("TRADE", "BID", "ASK"),
startTime = Sys.time() - 60 * 60, endTime = Sys.time(), verbose = FALSE,
returnAs = getOption("blpType", "data.frame"), tz = Sys.getenv("TZ", unset
= "UTC"), con = defaultConnection())security |
A character variable describing a valid security ticker |
eventType |
A character vector describing event
types, default is |
startTime |
A Datetime object with the start time, defaults to one hour before current time |
endTime |
A Datetime object with the end time, defaults to current time |
verbose |
A boolean indicating whether verbose operation is desired, defaults to ‘FALSE’ |
returnAs |
A character variable describing the type of return object; currently supported are ‘data.frame’ (also the default) and ‘data.table’ |
tz |
A character variable with the desired local timezone, defaulting to the value ‘TZ’ environment variable, and ‘UTC’ if unset |
con |
A connection object as created by a |
A numeric matrix with elements ‘time’, (as a
‘POSIXct’ object), ‘values’ and ‘sizes’, or
an object of the type selected in returnAs.
Dirk Eddelbuettel
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