[R-SIG-Finance] RBloomberg connection options - Email found in subject

[David Reiner]

Thanks for the response, John.
I tried this:
> tick(conn, "ESA Index", c("BID", "ASK"), "2011-09-28 10:00:00.000", "2011-09-28 10:00:01.000", option_names="useUTCTime",option_values="FALSE")
Error in .jcall("RJavaTools", "Ljava/lang/Object;", "invokeMethod", cl,  : 
  com.bloomberglp.blpapi.NotFoundException: Element Defintion: useUTCTime not found in: IntradayTickRequest

I guess I will have to always remember to shift my times to/from UTC or write a wrapper.
I'm not sure it is supported for intraday tick requests; on WAPI<go> under the API development topics #5,
they seem to indicate that it should work for at least VWAPs, but it's a little hard to know if it applies to others.

Thanks for all your good work on this package!
-- David

> sessionInfo()
R version 2.13.1 Patched (2011-08-17 r56745)
Platform: i386-pc-mingw32/i386 (32-bit)

locale:
[1] LC_COLLATE=English_United States.1252  LC_CTYPE=English_United States.1252    LC_MONETARY=English_United States.1252
[4] LC_NUMERIC=C                           LC_TIME=English_United States.1252    

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] zoo_1.7-3          RBloomberg_0.4-150 rJava_0.9-1       

loaded via a namespace (and not attached):
[1] grid_2.13.1     lattice_0.19-31

-----Original Message-----
From: John Laing [mailto:john.laing at gmail.com] 
Sent: Tuesday, September 27, 2011 9:19 PM
To: David Reiner
Cc: r-sig-finance at r-project.org
Subject:  Re: [R-SIG-Finance] RBloomberg connection options

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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