Rblpapi (version 0.3.15)

getMultipleTicks: Get Multiple Ticks from Bloomberg

Description

This function uses the Bloomberg API to retrieve multiple ticks for the requested security.

Usage

getMultipleTicks(security, eventType = c("TRADE", "BID", "ASK"),
  startTime = Sys.time() - 60 * 60, endTime = Sys.time(), verbose = FALSE,
  returnAs = getOption("blpType", "data.frame"), tz = Sys.getenv("TZ", unset
  = "UTC"), con = defaultConnection())

Value

A numeric matrix with elements ‘time’, (as a ‘POSIXct’ object), ‘values’ and ‘sizes’, or an object of the type selected in returnAs.

Arguments

security

A character variable describing a valid security ticker

eventType

A character vector describing event types, default is c("TRADE", "BID", "ASK")

startTime

A Datetime object with the start time, defaults to one hour before current time

endTime

A Datetime object with the end time, defaults to current time

verbose

A boolean indicating whether verbose operation is desired, defaults to ‘FALSE’

returnAs

A character variable describing the type of return object; currently supported are ‘data.frame’ (also the default) and ‘data.table’

tz

A character variable with the desired local timezone, defaulting to the value ‘TZ’ environment variable, and ‘UTC’ if unset

con

A connection object as created by a blpConnect call, and retrieved via the internal function defaultConnection.

Author

Dirk Eddelbuettel