Hi Everyone.
I am downloading intraday Bloomberg data from R.
The code I give is:
library(zoo)
library(chron)
library(RBloomberg)
conn<-blpConnect(show.days="trading",na.action="previous.days",periodici
ty="daily")
dat<-blpGetData(conn, "VG1 Index", c("LAST_PRICE"),
start=as.chron(as.Date("2006-9-01", "%Y-%m-%d")),barfields="OPEN",
barsize=10,retval="data.frame")
blpDisconnect(conn)
write.table(dat,"Z:\h1.csv",sep=",",row.names=F,col.names=T)
Now, though I give show.days="trading", in the above code, my intraday
downloads also have Saturdays and Sunday data (non-active days). Why is
this so? Is it not updated in R? Note that this happens only for
intraday downloads and not for the usual historical downloads where time
is not considered.
Please answer me ASAP...
Thanks in advance.
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