r - 使用 R 从 Bloomberg 中提取历史盘中数据

Answer 1

该bdh()功能不检索日内历史记录。

但是你可以试试getBars()或getTicks()。您在那里的选项值可能需要一些额外的映射。

R> es <- getTicks("ESZ7 Index", returnAs="data.table")
R> es
                        pt       date     time  type   value size condcode
    1: 2017-09-26 10:10:37 2017-09-26 10:10:37 TRADE 2494.50   82     TSUM
    2: 2017-09-26 10:10:37 2017-09-26 10:10:37 TRADE 2494.50   82       AS
    3: 2017-09-26 10:10:37 2017-09-26 10:10:37 TRADE 2494.50    9       OR
    4: 2017-09-26 10:10:37 2017-09-26 10:10:37 TRADE 2494.50    2       OR
    5: 2017-09-26 10:10:37 2017-09-26 10:10:37 TRADE 2494.50    1       OR
   ---                                                                    
57110: 2017-09-26 11:10:32 2017-09-26 11:10:32 TRADE 2496.00    5       AS
57111: 2017-09-26 11:10:32 2017-09-26 11:10:32 TRADE 2496.00    5       OR
57112: 2017-09-26 11:10:33 2017-09-26 11:10:33 TRADE 2496.25    1     TSUM
57113: 2017-09-26 11:10:33 2017-09-26 11:10:33 TRADE 2496.25    1       AB
57114: 2017-09-26 11:10:33 2017-09-26 11:10:33 TRADE 2496.25    1       OR
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