Closed henrique1008 closed 2 years ago
It was much simpler than I thought, and my question wasn't very smart kkkk
It was enough to change the format that the date is passed in the overrides
library(tidyverse)
conn <- Rblpapi::blpConnect()
date <- '20190312'
overrd <- c(CHAIN_DATE = date)
Rblpapi::bds(security = "SCO1 Comdty",
field = "FUT_CHAIN",
overrides = overrd,
con = conn) %>%
magrittr::extract2(1) %>%
dplyr::as_tibble() %>%
janitor::clean_names()
Good Morning
This Excel query returns tickers of futures contracts existing on a given date for iron ore
=@BDS("SCO1 Comdty", "FUT_CHAIN","CHAIN_DATE",B1,"cols=1;rows=38")
Where B1 is a cell in Excel with a date fomat field, as 03/10/2018 or any other date
In this query, CHAIN_DATE is an overrides to choose the reference date
It returns all open contract tickers for that reference date
Trying to reproduce in R, I believe it looks like
This returns results but not the expected results.
Apparently the overrides are not working in R as it works in Excel, and the return from R is equivalent to returning from Excel without the overrides
I would like to extract a long series of past data for a study, and I needed to get the CHAIN_DATE overrides to work, can you help me please?