使用 Rblapi 包拉取数据 [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，我可以捕获在许多情况下需要的布隆伯股票代码，因为它指定了交易资产的交易所的代码.为此，我只需要在 BDP()-Formula 中添加... Equity isin"，其中..."是 ISIN 的占位符.所以使用新的 Rblpapi 包(顺便说一下，这是一个很棒的工具！)我可以尝试做同样的事情:

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:

这是随机 ISIN 的列表

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equity"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")

但是留下了一些未指定的代码.

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?

以我在 Excel 中的外观为例，这是相应的图片.

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 你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

所以在你的例子中，这应该有效:

So in your example, this should work:

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

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