I was trying to download daily data from a few tickers from Bloomberg with Rblpapi
. I wanted all calendar data, not just trading days, but, when I put these options, my data return only with NA
.
Options:
options <- c("periodicitySelection" = "DAILY",
"nonTradingDayFillOption" = "NON_TRADING_WEEKDAYS",
"nonTradingDayFillMethod" = "NIL_VALUE")
data <- bdh("BCSWFPD BGN Curncy", c("PX_LAST"), start.date = ymd("2000-01-01"), options = options)
If I remove the options and leave only the periodicitySelection
, it works fine.
periodicitySelection
, I receive data until today. $\endgroup$