Is there a friendly and knowledgeable person out there with experience in the R "Rbbg" library (wrapper for connecting Bloomberg's API to R)? I have create code all the library's functions (bdh, bdp and bds) and moved to the "bar" function which is used to extract intraday bar prices on securities.
Everything went well until pulled 5-minutes bar data on Apple since 2014-01-01 (see code example below). The function extracts the unadjusted prices which make them useless as Apple introduced a 7:1 split not long ago.
library(Rbbg)
conn <- blpConnect()
prices <- bar(conn, "AAPL US Equity", "TRADE", "2014-01-01 09:30:00.000", "2014-06-24 16:00:00.000", "5")
print(conn$BOOLEAN_OPTION_NAMES)
According to the Rbbg manual PDF (p. 15) it is possible to use Option Settings to make changes to the output. The last line in the code example gives you a string named "adjustmentFollowDPDF" which should be set with a following boolean value. This option is possible within the "bdh" function for historical data with "DAILY" as the highest frequency.
The DPDF is a function in the Bloomberg Terminal to set your adjustment configuration. So the API should allow to import these settings in your data query.
I have tried all possible combinations to include the "adjustmentFollowDPDF" in the "bar" function without luck.
Is there anyone out there that experience in this field. Without adjusted prices the "bar" function is completely useless and wrong.
UPDATE: I just want to let everyone know that the issue is solved by the kind people that still maintains the "Rbgg" package.