[R-SIG-Finance] RBloomberg connection options

[John Laing]

David,

These options in the RBloomberg package correspond directly to options
that Bloomberg exposes through the API. I haven't been able to come up
with any cases where the options do interesting things, but they would
be set through a bdp (or similar) call like this:

bdp(conn, "GOOG Equity", "PX_LAST", option_names =
"includeExchangeCodes", option_values = "TRUE")

Sorry if that's not especially helpful... If I come up with a better
example I'll be sure to let you know.

John

On Thu, Sep 22, 2011 at 10:22 AM, David Reiner
<David.Reiner at xrtrading.com> wrote:
> Thanks to Ana and John for this great package!
>
> I am intrigued by the options shown in one example, but clueless as to how to take advantage of them.
> How do we set useUTCTime to FALSE ?
> Here's the example that shows there is such an option:
>
>> library(RBloomberg)
>> conn <- blpConnect()
>> conn$BOOLEAN_OPTION_NAMES
>  [1] "useUTCTime"                "returnRelativeDate"        "adjustmentNormal"          "adjustmentAbnormal"
>  [5] "adjustmentSplit"           "adjustmentFollowDPDF"      "returnEids"                "includeConditionCodes"
>  [9] "includeNonPlottableEvents" "includeExchangeCodes"
>
> I tried conn$ useUTCTime and conn@ useUTCTime, and
> conn <- blpConnect(useUTCTime=FALSE)
> but none of these make sense to the package.
>
> Thanks for the help,
> David L. Reiner, Ph.D.
> Head Quant
> XR Trading LLC
> 550 West Jackson Boulevard, Suite 1000
> Chicago, IL 60661-5704
> (312) 244-4610 direct
> (312) 244-4500 main
> David.Reiner at xrtrading.com
>
>
>
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