1 files changed, 9 insertions, 0 deletions
diff --git a/R/hf.R b/R/hf.R
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index 00000000..b88e01f8
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+++ b/R/hf.R
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+library(Rbbg)
+conn <- blpConnect(jvm.params = "-Xmx2048m")
+hyg.ticker <- "HYG US Equity"
+hy21.ticker <- "CXPHY521 Corp"
+
+hy21data <- tick(conn, hy21.ticker, c("TRADE", "BID", "ASK"), start_date="2013-09-20 9:30:00.000",
+                 end_date="2013-10-08 16:00:00.000")
+hygdata3 <- tick(conn, hyg.ticker, c("TRADE", "BID", "ASK"), start_date="2013-10-01 9:30:00.000",
+                 end_date="2013-10-08 20:30:00.000")