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")