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Rblp / Rblpapi

R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/
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Exchange Code #308

Open CharlesRSmith44 opened 4 years ago

CharlesRSmith44 commented 4 years ago

I can't figure out how to download the exchange code for trades using the getTicks function. Is this possible?

Thank you!

johnlaing commented 4 years ago

Currently, no. This package is constrained by the Bloomberg API itself, and its documentation is vague on what fields are available in tick data. There is nothing said about exchange code.

Possibly the field is available but undocumented. You could ask the help desk about this.

Christianolob commented 3 years ago

I need that too. I asked for help in Bloomberg help desk for C++ they did not provide any support for that. Also, documentation is poor. In the other hand, Excel can provide that data with formula below.

=BDH("UC1 Curncy","Trade","2021-05-27 00:00:00","2021-05-27 23:59:59","IntrRw=true","BrkrCodes=S","Price=S","Type=H","Headers=Y","cols=5;rows=16671")

wmorgan85 commented 3 years ago

The parameter in the API is includeExchangeCodes, but this doesn't seem to be exposed yet in the getTicks function.

This is the request diagram from the official docs image

This is the response diagram from the official docs image