diff options
Diffstat (limited to 'bloomberg-data.R')
| -rw-r--r-- | bloomberg-data.R | 9 |
1 files changed, 3 insertions, 6 deletions
diff --git a/bloomberg-data.R b/bloomberg-data.R index 92d864a..8118d6c 100644 --- a/bloomberg-data.R +++ b/bloomberg-data.R @@ -1,4 +1,5 @@ require(RBloomberg) +source(getBloombergData.R) conn <- blpConnect(jvm.params = "-Xmx1024m") sp500.tickers <- as.character(bds(conn,"SPX Index","INDX_MEMBERS")[,1]) #remove exchange information @@ -8,15 +9,11 @@ for(i in 1:length(sp500.tickers)){ } list.sp500 <- list() -for(i in 1:length(sp500.tickers)){ +for(i in 1:10){ ticker <- sp500.tickers[i] - list.sp500[[ticker]] <- bdh(conn,paste(ticker,"Equity"),c("PX_OPEN","PX_HIGH","PX_LOW","PX_LAST"),as.Date("2000-01-01"),dates.as.row.names=F) + list.sp500[[ticker]] <- getBloombergData(conn,ticker,start.date) } -#split information -EQY_DVD_HIST_SPLITS -#dividend information -DVD_HIST add <- read.table("sp500 add.csv",sep=",",fill=T,header=T,colClasses="character",quote="") add$date <- as.Date(add$date,format="%m/%d/%Y") |