Provided with a set of Bloomberg index tickers and a time period, queries Bloomberg for the corresponding index historical market data or retrieves it from an existing storethat SQLite database.
pull_index_market( source = "Bloomberg", tickers, start, end, verbose = T, file = NULL, ... )
source | a scalar character vector. Specifies the data source for the query: "Bloomberg" or "storethat". Defaults to "Bloomberg". |
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tickers | a chatacter vector. Specifies the Bloomberg index 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 ( |
if (FALSE) { BBG_mkt <- pull_index_market(source = "Bloomberg", tickers = c("NEIXCTA Index", "BARCCTA Index"), start = "2000-01-01", end = as.character(Sys.Date())) storethat_mkt <- pull_index_market(source = "storethat", file = "~/storethat.sqlite", tickers = c("NEIXCTA Index", "BARCCTA Index"), start = "2000-01-01", end = as.character(Sys.Date())) storethat_mkt <- pull_index_market(source = "storethat", tickers = c("NEIXCTA Index", "BARCCTA Index"), start = "2000-01-01", end = as.character(Sys.Date())) }