library(RBloomberg) conn <- blpConnect() bdh(conn, "GOLDS Comdty", "PX_LAST", "20090101", "20090107") Sys.setenv(TZ="GMT") start.date <- as.POSIXct("2009-01-01") end.date <- as.POSIXct("2009-01-07") bdh(conn, "GOLDS Comdty", "PX_LAST", start.date, end.date) bdh(conn, "GOLDS Comdty", "PX_LAST", Sys.Date() - 10) library(zoo) result <- bdh(conn, "GOLDS Comdty", "PX_LAST", Sys.Date() - 10) zoo(result, order.by = rownames(result)) bdh(conn, "GOLDS Comdty", "PX_LAST", Sys.Date() - 366, option_names = "periodicitySelection", option_values = "MONTHLY") df <- bdh(conn, c("AMZN US Equity", "GOOG US Equity", "MSFT US Equity"), c("PX_LAST", "BID"), start.date, end.date) df na.omit(df) bdh(conn, c("AMZN US Equity"), c("PX_LAST", "BID"), start.date, end.date, always.display.tickers = TRUE) bdh(conn, c("AMZN US Equity"), c("PX_LAST", "BID"), start.date, end.date, always.display.tickers = TRUE, dates.as.row.names = FALSE) bdh(conn, "/SEDOL1/2292612 EQUITY", c("PX_LAST", "BID"), "20090401", "20090410") # We should get NULL back when there's no data... bdh(conn, "/SEDOL1/2292612 EQUITY", c("PX_LAST", "BID"), "20090405", "20090405") # To return rows for all requested dates, even when they have no data... bdh(conn, "/SEDOL1/2292612 EQUITY", c("PX_LAST", "BID"), "20090405", "20090405", include.non.trading.days = TRUE) # This is equivalent to... bdh(conn, "/SEDOL1/2292612 EQUITY", c("PX_LAST", "BID"), "20090405", "20090405", option_names = c("nonTradingDayFillOption", "nonTradingDayFillMethod"), option_values = c("ALL_CALENDAR_DAYS", "NIL_VALUE")) # Consult API documentation for other available option values. bdh(conn, "/SEDOL1/2292612 EQUITY", c("PX_LAST", "BID"), "20090405", "20090405", option_names = c("nonTradingDayFillOption", "nonTradingDayFillMethod"), option_values = c("ALL_CALENDAR_DAYS", "PREVIOUS_VALUE")) blpDisconnect(conn)