From 13b979c5152960458736a33a428b06d6e342ea7a Mon Sep 17 00:00:00 2001
From: Guillaume Horel <guillaume.horel@gmail.com>
Date: Fri, 14 Oct 2011 01:12:46 -0400
Subject: Preliminary getBloombergData function

not very robust yet, need to test more corner cases.
---
 bloomberg-data.R | 9 +++------
 1 file changed, 3 insertions(+), 6 deletions(-)

(limited to 'bloomberg-data.R')

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")
-- 
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