# Rblpapi millisecond resolution

I'm using Rblapi to get tick data, using the nice getTicks function. Much to my dismay the index is rounded to the second, while milliseconds time stamp could be provided. Tried returnsAs xts, fts(?) or matrix, but no luck. Anyone has an idea about how to make it work?

• could you provide an example of the call? – Ric Feb 5 '16 at 11:41
• Sure. Something like: oil <- getTicks(c("CO1 Comdty", "CL1 Comdty",returnas="xts") (I don't have BB in front of me ATM, so it's from memory,sorry). The issue is actually especially acute when one needst to align ticks movements in a merged xts (or fts, or matrix) since there are obviously a lot of trades every seconds at time. The Bloomberg support says the historical API calls are only granular at the second, though, so I think I'm out of luck. This is quite frankly very disapointing and make the tick data a bit useless for high frequency studies – Max F Feb 6 '16 at 4:55
• Ok, I checked this ... the synthax that you provide does not work because "xts" is not a return typ. What if you contact the package author directly? I think he is quite responsive. – Ric Feb 8 '16 at 13:02
• Did You find any way to get ticks with milli/microseconds to R from bloomberg? I've got an official answer that microseconds are supported and You can check it yourself keeping mouse over timestamp in QRM – Lomiarz Sep 26 '18 at 13:30