From e8a5cfea058c145e751fcee27daace0c991d1606 Mon Sep 17 00:00:00 2001 From: Guillaume Horel Date: Fri, 14 Oct 2011 20:01:02 -0400 Subject: More bug fixes should be almost there! --- bloomberg-data.R | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) (limited to 'bloomberg-data.R') diff --git a/bloomberg-data.R b/bloomberg-data.R index 8118d6c..bf7afad 100644 --- a/bloomberg-data.R +++ b/bloomberg-data.R @@ -1,5 +1,5 @@ require(RBloomberg) -source(getBloombergData.R) +source("getBloombergData.R") conn <- blpConnect(jvm.params = "-Xmx1024m") sp500.tickers <- as.character(bds(conn,"SPX Index","INDX_MEMBERS")[,1]) #remove exchange information @@ -8,13 +8,13 @@ for(i in 1:length(sp500.tickers)){ sp500.tickers[i] <- strsplit(ticker," ")[[1]][1] } +start.date <- as.Date("2000-01-01") list.sp500 <- list() for(i in 1:10){ ticker <- sp500.tickers[i] list.sp500[[ticker]] <- getBloombergData(conn,ticker,start.date) } - add <- read.table("sp500 add.csv",sep=",",fill=T,header=T,colClasses="character",quote="") add$date <- as.Date(add$date,format="%m/%d/%Y") -- cgit v1.2.3-70-g09d2