问题
Good afternoon.
The task I want to perform is actually quite simple. Using R, connected to Bloomberg with the Rbplpapi package, I want to get as more as possible of intraday (1min) data for the S&P 500.I tried the following code:
library("Rblpapi")
con = blpConnect()
start_date = "01/01/1999 00:00:00"
last_date = "07/12/2019 00:00:00"
start_date = as.POSIXct(start_date, format="%m/%d/%Y %H:%M:%S",tz="EST")
last_date = as.POSIXct(last_date, format="%m/%d/%Y %H:%M:%S",tz="EST")
data_spx = getBars("SPX Index", barInterval = 1, startTime = start_date, endTime = last_date, tz="EST")
When I run this, I only get the data until the 2017-12-27. Is there any way to get data before this date or is it a limitation directly from Bloomberg ? In addition, if I change the start/end date to any date before the 2017-12-27 I do not get any data at all, so it seems that it is not a limitation in terms of datapoints.
Many thanks
回答1:
I asked a Bloomberg rep and was told that this isn't supported. Feel free to ask about this as well - maybe they could add support.
来源：https://stackoverflow.com/questions/56990427/rbplpapi-get-more-than-7-months-of-intraday-data