blp {RBloomberg}R Documentation

Get Bloomberg Reference Data

Description

This is the primary user-level function for retrieving Bloomberg reference data.

Usage

blp(conn, securities, fields, override_fields = NULL, overrides NULL)

Arguments

conn Connection object
securities A single ticker string or a vector of tickers.
fields A single field string or a vector of field names.
override_fields, overrides Override field names and their corresponding values.

Details

Pass either a single security/field or a vector of securities and fields. Objects are converted with .jarray before being passed to the Java wrapper which accesses the Bloomberg API and returns the result.

Overrides which are dates must be passed in "YYYYMMDD" format as per Bloomberg Version 3 API.

Author(s)

Ana Nelson ana@ananelson.com

Examples

# Please consult unit tests for more examples.
## Not run: 
library(RBloomberg)
conn <- blpConnect()

bdp(conn, "AMZN US Equity", "NAME")

securities <- c("AMZN US Equity", "OCN US Equity")
fields <- c("NAME", "PX_LAST", "TIME", "SETTLE_DT", "HAS_CONVERTIBLES") # Demo different return data types.
bdp(conn, securities, fields)

securities <- c("AMZN US Equity", "OCN US Equity")
fields <- c("CUST_TRR_RETURN_HOLDING_PER")
override_fields <- c("CUST_TRR_START_DT", "CUST_TRR_END_DT", "CUST_TRR_CRNCY")
overrides <- c("20090601", "20091231", "PRC")
bdp(conn, securities, fields, override_fields, overrides)

securities <- c("RYA ID EQUITY", "OCN US EQUITY", "YHOO US EQUITY")
fields <- c("LT_DEBT_TO_COM_EQY")
override_fields <- c("EQY_FUND_DT")
overrides <- c("20051231")
bdp(conn, securities, fields, override_fields, overrides)

override_fields <- c("EQY_FUND_DT")
overrides <- c("20061231")
bdp(conn, securities, fields, override_fields, overrides)

bdp(conn, "/SEDOL1/2292612 EQUITY", "NAME")

blpDisconnect(conn)

## End(Not run)

[Package RBloomberg version 0.4-144 Index]