[R-SIG-Finance] Problem with RBloomberg and xts.

[John Laing]

Sorry, that should be:
install.packages("RBloomberg",repos="http://r.findata.org/")

On Thu, Sep 22, 2011 at 9:35 AM, John Laing <john.laing at gmail.com> wrote:
> Art,
>
> The version of RBloomberg on CRAN (and therefore the version you're
> using) is very old. Please do
>
> install.packages("RBloomberg", repos = "r.findata.org")
>
> for the most recent version.
>
> Upgrading should help, but if you're still having issues after that
> please let us know.
>
> John
>
> On Thu, Sep 22, 2011 at 8:48 AM, Artem Simonov <scherrzo at rambler.ru> wrote:
>> Dear friends!
>>
>> I'm trying to get some time series with RBloomberg and then merge them
>> using merge.xts function
>>
>> the code is the following:
>>
>> #install.packages(c("RBloomberg","xts"))
>> library(RBloomberg)
>> library(xts)
>> blpConnect()
>> symbol1<-"OGZD LI Equity"
>> symbol2<-"LKOD LI Equity"
>> s<-as.chron("2011-01-10")
>> e<-as.chron("2011-07-12")
>> ts1 <- blpGetData(conn, symbol1, "PX_LAST",
>> start=s,end=e)
>> ts2<- blpGetData(conn, symbol2, "PX_LAST",
>> start=s,end=e)
>>
>> a_ts1<-index(ts1)
>> b_ts1<-as.double(ts1)
>> c_ts1<-as.Date(a_ts1)
>> m1_ts1<-matrix(b_ts1)
>> aa1_ts1<-as.POSIXct(c_ts1)
>> a11_ts1<-xts(m1_ts1,aa1_ts1)
>>
>> a_ts2<-index(ts2)
>> b_ts2<-as.double(ts2)
>> c_ts2<-as.Date(a_ts2)
>> m1_ts2<-matrix(b_ts2)
>> aa1_ts2<-as.POSIXct(c_ts2)
>> a11_ts2<-xts(m1_ts2,aa1_ts2)
>>
>> e1<-merge.xts(a11_ts1,a11_ts2,method="inner")
>>
>> I've got the following warning messages:
>>
>> Warning messages:
>> 1: In merge.xts(a11_ts1, a11_ts2, method = "inner") :
>>  NAs introduced by coercion
>> 2: In merge.xts(a11_ts1, a11_ts2, method = "inner") :
>>  NAs introduced by coercion
>>
>> Could you please tell me what I am doing wrong or probably a shorter way
>> to merge two or more time series, downloaded with RBloomberg and which
>> may have different number of points?
>>
>> Thank you in advance!
>>
>> Kind regards,
>> Art Simonov,
>> London.
>>
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>