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List:       r-sig-finance
Subject:    [R-SIG-Finance] Rbbg (formerly RBloomberg) -- Pulling portfolio data
From:       "Sarran, Paul" <psarran () mesirowfinancial ! com>
Date:       2014-05-22 23:01:50
Message-ID: 755A902DD501F5468B7A64CD3FAA3DE90887A44E () chwnexchg2 ! mesirow ! net
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Hi - I have portfolios set up with Bloomberg. I can pull various portfolio data into \
Excel using the Bloomberg API (ie the formula =BDS("U12345567-00 \
Client","PORTFOLIO_DATA") pulls a list of tickers, position size, market value, etc \
into Excel).

I'm trying to find a way to pull the same data into R using the RBbg, but can't find \
a way to make it work. The package seems to be working, and I'm just not sure if \
there's a way to pull the data I want.

Does anyone have experience with this?

Thanks in advance.

- Paul

Example:

library(Rbbg)
conn <- blpConnect()

bds(conn, "AAPL US Equity", "DVD_HIST")[1:3, ]

bds(conn, "U1392424-30 CLIENT", "PORTFOLIO_DATA")

blpDisconnect(conn)

Gives the output:


> library(Rbbg)
> conn <- blpConnect()
R version 3.1.0 (2014-04-10)
rJava Version 0.9-6
Rbbg Version 0.5.1
Java environment initialized successfully.
Looking for most recent blpapi3.jar file...
Adding C:\blp\API\APIv3\JavaAPI\v3.7.1.1\lib\blpapi3.jar to Java classpath
Bloomberg API Version 3.7.1.1
> 
> bds(conn, "AAPL US Equity", "DVD_HIST")[1:3, ]
  Declared Date    Ex-Date Record Date Payable Date Dividend Amount Dividend \
Frequency 1    2014-04-23 2014-05-08  2014-05-12   2014-05-15            3.29         \
Quarter 2    2014-01-27 2014-02-06  2014-02-10   2014-02-13            3.05           \
Quarter 3    2013-10-28 2013-11-06  2013-11-11   2013-11-14            3.05           \
Quarter  Dividend Type
1  Regular Cash
2  Regular Cash
3  Regular Cash
> 
> bds(conn, "U1392424-30 CLIENT", "PORTFOLIO_DATA")
Error in .jcall("RJavaTools", "Ljava/lang/Object;", "invokeMethod", cl,  :
  org.findata.blpwrapper.WrapperException: unknown field error type \
NOT_APPLICABLE_TO_PORT_DATA
> 
> blpDisconnect(conn)
          used (Mb) gc trigger (Mb) max used  (Mb)
Ncells  531868 28.5     899071 48.1   871205  46.6
Vcells 1643056 12.6   10353599 79.0 39467884 301.2



Paul Sarran
Research Analyst
US Value Equity

Mesirow Financial
353 North Clark Street
Chicago, Illinois 60654
office: (312) 595-6921
email: psarran@mesirowfinancial.com

Visit us on the Web at mesirowfinancial.com

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