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Rblp / Rblpapi

R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/
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bdh overrides #303

Closed cdspqi closed 4 years ago

cdspqi commented 4 years ago

In the example below, overrides don't seem to be working: start_date <- as.Date("2020-02-05") end_date <- start_date field_name <- "EQY_WEIGHTED_AVG_PX" ticker <- "FXI US Equity" bbg_overrides<-c(VWAP_START_TIME="14:00", VWAP_END_TIME="15:00")

bdh(ticker,fields=field_name,start.date=start_date,end.date=end_date,overrides=bbg_overrides)

date EQY_WEIGHTED_AVG_PX 1 2020-02-05 41.4351

The value returned above is for the whole day. The actual value for the time period I specified should be 41.3959 (note that the default time zone on my host machine is CST)

eddelbuettel commented 4 years ago

You created a new issue which is not what I suggested / asked in #32

Closing, and editing myself.

cdspqi commented 4 years ago

Misunderstood. Thanks Dirk!

From: Dirk Eddelbuettel notifications@github.com Sent: Wednesday, February 12, 2020 8:42 AM To: Rblp/Rblpapi Rblpapi@noreply.github.com Cc: Chris Dardanes cdardanes@sterlingpartnersqi.com; Author author@noreply.github.com Subject: Re: [Rblp/Rblpapi] bdh overrides (#303)

You created a new issue which is not what I suggested / asked in #32https://nam10.safelinks.protection.outlook.com/?url=https%3A%2F%2Fgithub.com%2FRblp%2FRblpapi%2Fpull%2F32&data=01%7C01%7Ccdardanes%40sterlingpartnersqi.com%7C5de6e9e2132a48f8345e08d7afc9ab65%7Cc986f6fc26fe4fe688f332d03ef45b47%7C0&sdata=xiK1Av1ExtxRE%2B2ze%2FoHtL1wwoRJl68mEALDeDtXLKM%3D&reserved=0

Closing, and editing myself.

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