diff options
Diffstat (limited to 'R/load_bloomberg_data.R')
| -rw-r--r-- | R/load_bloomberg_data.R | 8 |
1 files changed, 4 insertions, 4 deletions
diff --git a/R/load_bloomberg_data.R b/R/load_bloomberg_data.R index 0b38c74a..c7a22a8f 100644 --- a/R/load_bloomberg_data.R +++ b/R/load_bloomberg_data.R @@ -3,7 +3,7 @@ library(Rbbg) root.dir <- "//WDSENTINEL/share/CorpCDOs"
source(file.path(root.dir, "code", "R", "etdb.R"))
load(file.path(root.dir, "data", "bloomberg_data.RData"))
-cusips <- dbGetQuery(dbCon, "select distinct cusip from et_collateral")
+cusips <- dbGetQuery(dbCon, "select distinct upper(cusip) from et_collateral")
bbgCon <- blpConnect(throw.ticker.errors=FALSE)
fields.corp <- c("PX_LAST","LAST_UPDATE_DT","ISSUER","MATURITY","CPN","CPN_TYP",
@@ -18,8 +18,8 @@ corpcusips <- substr(rownames(dataCorp[which(!is.na(dataCorp$ISSUER)),]),1,9) dataCorp <- dataCorp[which(!is.na(dataCorp$ISSUER)),]
rownames(dataCorp) <- substr(rownames(dataCorp), 1, 9)
dataCorp <- data.frame(CUSIP=rownames(dataCorp), dataCorp )
-fh = file(file.path(root.dir, "data", "bloomberg",
-paste0("bloomberg_datacorp_",Sys.Date(),".csv")),"wb")
+fh <- file(file.path(root.dir, "data", "bloomberg",
+ paste0("bloomberg_datacorp_", Sys.Date(), ".csv")),"wb")
write.csv(dataCorp, file=fh, row.names=F)
close(fh)
@@ -38,7 +38,7 @@ mtgecusips <- substr(rownames(dataMtge[which(!is.na(dataMtge$ISSUER)),]),1,9) dataMtge <- dataMtge[which(!is.na(dataMtge$ISSUER)),]
rownames(dataMtge) <- substr(rownames(dataMtge), 1, 9)
dataMtge <- data.frame(CUSIP=rownames(dataMtge), dataMtge )
-fh = file(file.path(root.dir, "data", "bloomberg",
+fh <- file(file.path(root.dir, "data", "bloomberg",
paste0("bloomberg_datamtge_", Sys.Date(), ".csv"), "wb"))
write.csv(dataMtge, file=fh, row.names=F)
close(fh)
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