bdh issue with dates

[andrewbenito]

Issue: Using the bdh function to download monthly Economic data with Rblpapi generates a dataframe with end of month dates, not the actual dates the data were published. Question(s): How do I get the actual date when the Econ data release was published? Is it addressed in an Option or Override? Thank you.

Example below.

[eddelbuettel]

Nit: Let's please not post images here. GitHun has excellent markdown rendering for code. Use "three backticks plus r" to open an R block.

Nit: Your example is not minimal. Drop tidyverse, drop lubridate as as.Date() is of course a base R function.

Nit: We do not see the bottom of your example as you posted an image. Those don't scroll once render :wink:

I have the vague feeling I once had this issue. We often want vintages with data and ideally both "when published at" and "what period publish for". But I don't recall. Did you try Bloomberg Help?

[mtkerbeR]

Is this the result you are looking for:

library(Rblpapi)
blpConnect()
bdh("UKCCI Index", c("ECO_RELEASE_DT", "ACTUAL_RELEASE"), Sys.Date()-100)
#>         date ECO_RELEASE_DT ACTUAL_RELEASE
#> 1 2021-10-31     2021-10-21            -17
#> 2 2021-11-30     2021-11-18            -14
#> 3 2021-12-31     2021-12-16            -15
#> 4 2022-01-31     2022-01-20            -19

[andrewbenito]

That's it. Thank you.