CODEWITHSUNDEEP
rbloombergblpapirblpapi
Frank Drin
Frank Drin

Reputation: 1743

Rblpapi BDH : How do I add a column based on BDH formula and column reference?

Im trying to create a column using the RBLPAPI BDH 

StockMove <- function(ticker){
StockMove <- bdh("MSFT Equity", "Chg_Pct_1D", x$Date, x$Date)
colnames(ernmove) <- NULL
ernmove <- ernmove[,2]

}

but I keep getting the error

Error in eval(substitute(expr), envir, enclos) : expecting a single value
Called from: bdh_Impl(con, securities, fields, start.date, end.datee, options, overrides, verbose, identity)

x$Date is a column of historic dates, and I am trying to create a new column and pull BDH data for each row corresponding to the x$Date column in that row. . As a sanity check, I used Sys.Date() in place of the x$Date input and it works correctly.

Thanks for any advice, this is my first question so apologies for any errors.

Upvotes: 1

Views: 1213

Answers (1)

Erik Olson
Erik Olson

Reputation: 1164

You say x$Date is a column of dates. BDH wants a start date and end date. I think that's what the error is telling you. You're giving it a column where it wants a single value.

I haven't written any R in forever so forgive me is this is buggy:

startDate <- min(x$Date)
endDate <-max(x$Date)
bdh("MSFT Equity", "Chg_Pct_1D", startDate, endDate)

BDH is not well suited to retrieving data from a predetermined list of dates. And not even one date at a time, because holidays have empty data unless you use an override to fill them in.

Instead, I always retrieve the full range of dates from start to end with BDH. If I have a column of specific dates that I need, I look them up in that result.

Upvotes: 1

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