wmorgan85

Results 9 comments of wmorgan85

If I remember rightly intraday bars will only return yield for yield quoted securities. In BDH there is a QuoteType parameter which accepts price/yield. There will be an equivalent in...

Equity indices that are calculated but not cash traded should fit this bill. They usually print at regular intervals, though that is index dependent . If you need something more...

Having checked, it looks like the example is actually incorrect. It should be COMDTY:Vessel, not COMDTY:Vessels. The intended use of the function is to replicate the =BSRCH() formula from Excel....

@ucb what would you be trying to use it for in the R context out of interest? I'm sure such a feature would be welcomed into the package were someone...

The parameter in the API is `includeExchangeCodes`, but this doesn't seem to be exposed yet in the `getTicks` function. This is the request diagram from the [official docs](https://data.bloomberglp.com/professional/sites/10/2017/03/BLPAPI-Core-Developer-Guide.pdf) ![image](https://user-images.githubusercontent.com/867414/119985333-6ab4fb00-bfba-11eb-8cd2-6879de1b1c50.png) This...

Unfortunately there is no service that allows you to check the schema of BDS fields and there isn't anything in plan in the short/medium term that would resolve this. On...

Just checked it on my side and we DO take account of this. This is in line with my understanding of how we chunk requests in Excel. The Excel add-in...

You should use getPortfolio not bds. In Excel the Bloomberg implementation of bds routes these fields to a different service. In Rblpapi we introduced a new function. On 14 Sep...

One other point to note is that this is an AIM portfolio, as indicated by the TS- prefix of the security. IIRC it is not supported using the same service....