使用Rblapi软件包提取数据 [英] Using the Rblapi package to pull data

问题描述

我有一个ISIN列表，这是我唯一的信息来源.在Excel中，我可以捕获很多情况下所需的Bloomber代码，因为它指定了资产进行交易的交易所的代码.为此，我只需要在BDP()公式中添加"... Equity isin"，其中"..."是ISIN的占位符. 因此，使用新的Rblpapi程序包(顺便说一句，它是一个了不起的工具！)，我可以尝试执行以下操作:

I have a list of ISINs which is my only source of information. In Excel I can catch the Bloomber ticker which is needed in many cases because it specifies the code of the exchange on which the asset is traded. To do so I only have to add "... Equity isin" in a BDP()-Formula where "..." is a placeholder for the ISIN. So with the new Rblpapi package (which is by the way a fantastic tool!) I can try to do the same:

以下是随机的ISIN列表

Here is a list of random ISINs

isins = c("LU0942970442", "LU0997545750"  ,"CH0019597530" , "CH0017142719"  , "CH0131872431", "VGG0475N1087", "US46429B6974", 
"LU0911032141"  , "DE000A1JCWS9")

在bdp公式中添加股权"并调用"TICKER_AND_EXCH_CODE"

adding "equity" and calling "TICKER_AND_EXCH_CODE" within the bdp formula

require(Rblpapi)
blpConnect()    

portfolio_ticker = bdp(paste(c(isins),"equity"), "TICKER_AND_EXCH_CODE")

但是，未指定某些股票行情指示器.

however leaves some Tickers unspecified.

> portfolio_ticker
                    TICKER_AND_EXCH_CODE
LU0942970442 equity              XBAC SW
LU0997545750 equity           AXESZHD LX
CH0019597530 equity                     
CH0017142719 equity                     
CH0131872431 equity                     
VGG0475N1087 equity           ARIASII VI
US46429B6974 equity                     
LU0911032141 equity           FCEUSMI LX
DE000A1JCWS9 equity           CHOMCAR GR

我的问题是:这是我这方面的思维错误，还是程序包中的错误?

My question is: Is this a thinking-error on my side or is this a bug in the package?

作为示例，它在Excel中对我来说是这样，相应的图片.

As an example how it looks on my side in Excel, here is the corresponding picture.

推荐答案

Rblpapi使用C API-查询isins，您需要像这样格式化它们:

Rblpapi uses the C API - to query isins you need to format them like this:

/isin/THE_ISIN_HERE

因此在您的示例中，这应该可行:

So in your example, this should work:

bdp("/isin/LU0942970442", "TICKER_AND_EXCH_CODE")

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