Retrieves fund historical market data.

Provided with a set of Bloomberg fund tickers and a time period, queries Bloomberg for the corresponding fund historical market data or retrieves it from an existing storethat SQLite database.

pull_fund_market(
  source = "Bloomberg",
  tickers,
  start,
  end,
  verbose = T,
  file = NULL,
  ...
)

Arguments

source	a scalar character vector. Specifies the data source for the query: "Bloomberg" or "storethat". Defaults to "Bloomberg".
tickers	a chatacter vector. Specifies the Bloomberg fund tickers to query data for.
start	a scalar character vector. Specifies the starting date for the query in the following format: 'yyyy-mm-dd'.
end	a scalar character vector. Specifies the end date for the query in the following format: 'yyyy-mm-dd'.
verbose	a logical scalar vector. Should progression messages be printed? Defaults to TRUE.
file	a scalar chatacter vector. Optional parameter that specifies the target storethat SQLite database file to retrieve data from.
...	optional parameters to pass to the bdh function from the Rblpapi package used for the query (options parameter).

Value

An S4 object of class FundMarket.

See also

• The fields dataset in the BBGsymbols package (finRes suite) for details on the Bloomnerg fields used here.

• Helper datasets in the fewISOs and GICS packages (finRes suite).

Examples

if (FALSE) {

    BBG_mkt <- pull_fund_market(source = "Bloomberg", tickers = c("SPY US Equity", "IVV US Equity"),
      start = "2000-01-01", end = as.character(Sys.Date()))

    storethat_mkt <- pull_fund_market(source = "Bloomberg", file = "~/storethat.sqlite",
      tickers = c("SPY US Equity", "IVV US Equity"),
      start = "2000-01-01", end = as.character(Sys.Date()))

    storethat_mkt <- pull_fund_market(source = "Bloomberg", tickers = c("SPY US Equity", "IVV US Equity"),
      start = "2000-01-01", end = as.character(Sys.Date()))

  }