Hi
I am trying to get data (open,high,low close) in 1 minute time intervals
from Bloomberg.
Currently I have the following
library(RBloomberg)
conn=blpConnect()
t_bar1= bar(conn, "IUSA IM Equity", "TRADE", "2012-03-21 09:00:00.000",
"2012-03-21 15:00:00.000", "1")
head(t_ob1)
time open high low
close numEvents volume
2012-03-21T09:01:00.000 2012-03-21T09:01:00.000 10.5825 10.5875 10.5825
10.5875 2 295
2012-03-21T09:05:00.000 2012-03-21T09:05:00.000 10.5850 10.5850 10.5850
10.5850 1 3000
2012-03-21T09:07:00.000 2012-03-21T09:07:00.000 10.5850 10.5850 10.5850
10.5850 1 1352
2012-03-21T09:11:00.000 2012-03-21T09:11:00.000 10.5875 10.5875 10.5875
10.5875 1 3465
2012-03-21T09:18:00.000 2012-03-21T09:18:00.000 10.5850 10.5850 10.5850
10.5850 1 1314
2012-03-21T09:23:00.000 2012-03-21T09:23:00.000 10.5800 10.5800 10.5800
10.5800 1 400
As you can see, it only seems to get the data for when there was a trade.
How do I get this data for the whole day inlcuding the 1 minute intervals
when there were no trades
[[alternative HTML version deleted]]
_______________________________________________
R-SIG-Finance@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should
go.
