CODEWITHSUNDEEP
rrblpapi
Chechy Levas
Chechy Levas

Reputation: 2312

Rblpapi: Is there a way to run these requests as a batch?

My code

library(Rblpapi)
library(purrr)
blpConnect()
tickers = c("AAPL US Equity", "VOD LN Equity")
adjustmentFactors = setNames({
  tickers %>% map(function(ticker){
    res = bds(
      security = ticker
      , field = "EQY_DVD_ADJUST_FACT"
      , overrides = c("CORPORATE_ACTIONS_FILTER"="ABNORMAL_CASH|CAPITAL_CHANGE|NORMAL_CASH")
    )
    message(ticker)
    res
  })
}, tickers)

This takes a long time to run because each call to bds is a separate request. Is there a way to package this up into a single request? Or maybe some other way of speeding it up?

Upvotes: 0

Views: 144

Answers (1)

tester
tester

Reputation: 1692

Sorry, I mesread your question a bit and thought it was a bdp or bdh call. As can be seen from the doucmentation of Rblpapi, bds only takes single tickers as an argument. Anyway, here's my approach:

tickers = c("AAPL US Equity", "VOD LN Equity", "BMW GY Equity")
get_bds <- function(x){
  bds(
    security = x
    , field = "EQY_DVD_ADJUST_FACT"
    , overrides = c("CORPORATE_ACTIONS_FILTER"="ABNORMAL_CASH|CAPITAL_CHANGE|NORMAL_CASH")
  )
}

test <- lapply(tickers, FUN = get_bds)
> head(test[[1]], 3)
  Adjustment Date Adjustment Factor Adjustment Factor Flag Adjustment Factor Operator Type
1      2020-11-06            1.0000                      1                               2
2      2020-08-31            4.0000                      3                               1
3      2020-08-07            0.9982                      1                               2

Upvotes: 0

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