Art Steinmetz
validate some variations on bds()
devtools::install_github("business-science/tidyquant")## Skipping install of 'tidyquant' from a github remote, the SHA1 (f367de1f) has not changed since last install.
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library(stringr)
library(dplyr)
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library(Rblpapi)## Rblpapi version 0.3.6 using Blpapi headers 3.8.18.1 and run-time 3.8.18.1.
## Please respect the Bloomberg licensing agreement and terms of service.
library(tidyquant)## Loading required package: quantmod
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## Loading required package: TTR
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library(Rblpapi)
paste("Using tidyquant version",packageVersion('tidyquant'))## [1] "Using tidyquant version 0.5.3.9000"
# Get BBG Descriptive Data
## Not run:
## simple query
blpConnect()
output_bds<-bds("GOOG US Equity", "TOP_20_HOLDERS_PUBLIC_FILINGS")
output_bds## Amount Held Country Filing Date Holder Name
## 1 20995893 United States 2017-09-30 VANGUARD GROUP
## 2 20038614 n/a 2017-02-22 PAGE LAWRENCE E
## 3 19381435 n/a 2017-08-10 BRIN SERGEY
## 4 18648659 United States 2017-11-17 BLACKROCK
## 5 13389160 United States 2017-09-30 FMR LLC
## 6 12314039 United States 2017-09-30 CAPITAL GROUP COMPAN
## 7 11739152 United States 2017-09-30 STATE STREET CORP
## 8 9508968 United States 2017-09-30 T ROWE PRICE GROUP I
## 9 4598070 United States 2017-09-30 JPMORGAN CHASE & CO
## 10 4323614 n/a 2017-08-25 SCHMIDT ERIC EMERSON
## 11 4163578 United States 2017-09-30 NORTHERN TRUST CORPO
## 12 3843461 United States 2017-09-30 BNY MELLON
## 13 3439401 United States 2017-09-30 INVESCO LTD
## 14 3401789 United States 2017-09-30 TIAA-CREF
## 15 3251657 United States 2017-09-30 GEODE CAPITAL MANAGE
## 16 3239665 United States 2017-09-30 DODGE & COX
## 17 3213342 United Kingdom 2017-09-30 JANUS HENDERSON GROU
## 18 3205983 United States 2017-09-30 ALLIANCE BERNSTEIN
## 19 2836902 United Kingdom 2017-09-30 BAILLIE GIFFORD AND
## 20 2761215 Japan 2017-03-31 GOVMT PENSION INVST
## Institution Type Latest Change Metro Area
## 1 Investment Advisor 555855 Philadelphia
## 2 Unclassified 0 Unclassified
## 3 Unclassified 0 Unclassified
## 4 Investment Advisor 588587 New York City/Southern CT/Northern NJ
## 5 Investment Advisor -582519 Boston
## 6 Investment Advisor 328534 Los Angeles/Pasadena
## 7 Investment Advisor -184515 Boston
## 8 Investment Advisor -560124 Baltimore
## 9 Investment Advisor -58824 New York City/Southern CT/Northern NJ
## 10 Unclassified 2625 Unclassified
## 11 Investment Advisor 147586 Chicago
## 12 Investment Advisor -49491 Pittsburgh
## 13 Investment Advisor 13183 Atlanta
## 14 Investment Advisor -38505 New York City/Southern CT/Northern NJ
## 15 Investment Advisor 94475 Boston
## 16 Investment Advisor -19823 San Francisco/San Jose
## 17 Investment Advisor 9255 London
## 18 Investment Advisor 176180 New York City/Southern CT/Northern NJ
## 19 Investment Advisor -82370 Edinburgh
## 20 Government 0 Tokyo
## Percent Outstanding Portfolio Name Source
## 1 6.01 n/a ULT-AGG
## 2 5.73 n/a Form 4
## 3 5.55 n/a Form 4
## 4 5.34 n/a ULT-AGG
## 5 3.83 n/a ULT-AGG
## 6 3.52 Multiple Portfolios 13F
## 7 3.36 n/a ULT-AGG
## 8 2.72 n/a ULT-AGG
## 9 1.32 n/a ULT-AGG
## 10 1.24 n/a Form 4
## 11 1.19 NORTHERN TRUST CORPO 13F
## 12 1.10 n/a ULT-AGG
## 13 0.98 n/a ULT-AGG
## 14 0.97 n/a ULT-AGG
## 15 0.93 GEODE CAPITAL MANAGE 13F
## 16 0.93 DODGE & COX 13F
## 17 0.92 JANUS HENDERSON GROU 13F
## 18 0.92 n/a ULT-AGG
## 19 0.81 BAILLIE GIFFORD & CO 13F
## 20 0.79 Multiple Portfolios MF-AGG
The parameter names for bds() differ slightly from bdp() and bdh(). securities becomes security and that blows up piping in the ticker symbols. fields becomes field
my_bloomberg_data <- c('GOOG US Equity') %>%
tq_get(get = "rblpapi",
rblpapi_fun = "bds",
field = c("TOP_20_HOLDERS_PUBLIC_FILINGS")
)'x = 'GOOG US Equity', get = 'Rblpapi': Error in bds(securities = "GOOG US Equity", field = "TOP_20_HOLDERS_PUBLIC_FILINGS"): unused argument (securities = "GOOG US Equity")'
When the parameter is piped in tq_get tries to assign it to securities even if the function is bds', which throws anunused argument` error.
Commented out because otherwise execution halts. Error message shown below.
# my_bloomberg_data <- tq_get(security = 'GOOG US Equity',
# get = "rblpapi",
# rblpapi_fun = "bds",
# field = c("TOP_20_HOLDERS_PUBLIC_FILINGS")
# )Error in tq_get(security = "GOOG US Equity", get = "rblpapi", rblpapi_fun = "bds", : argument "x" is missing, with no default
my_bloomberg_data <- tq_get(x = 'GOOG US Equity',
get = "rblpapi",
rblpapi_fun = "bds",
field = c("TOP_20_HOLDERS_PUBLIC_FILINGS")
)x = 'GOOG US Equity', get = 'Rblpapi': Error in bds(securities = "GOOG US Equity", field = "TOP_20_HOLDERS_PUBLIC_FILINGS"): unused argument (securities = "GOOG US Equity")
also doesn't work.
my_bloomberg_data <- tq_get(x= 'GOOG US Equity',
securities='not needed',
fields = 'not needed',
get = "rblpapi",
rblpapi_fun = "bds",
security='GOOG US Equity',
field = c("TOP_20_HOLDERS_PUBLIC_FILINGS")
)## Warning: x = 'GOOG US Equity', get = 'Rblpapi': Error in bds(security = "GOOG US Equity", securities = "not needed", fields = "not needed", : formal argument "security" matched by multiple actual arguments
'x = 'GOOG US Equity', get = 'Rblpapi': Error in bds(securities = "GOOG US Equity", securities = "not needed", : unused arguments (securities = "GOOG US Equity", securities = "not needed", fields = "not needed")'
my_bloomberg_data <- tq_get(x='not needed',
fields = 'not needed',
get = "rblpapi",
rblpapi_fun = "bds",
security='GOOG US Equity',
field = c("TOP_20_HOLDERS_PUBLIC_FILINGS")
)## Warning: x = 'not needed', get = 'Rblpapi': Error in bds(security = "not needed", fields = "not needed", security = "GOOG US Equity", : formal argument "security" matched by multiple actual arguments
This is the error that I get when I run the chunk above interactively. It is different from the error I get when I knit the notebook!
x = 'not needed', get = 'Rblpapi': Error in bds(securities = "not needed", fields = "not needed", security = "GOOG US Equity", : unused arguments (securities = "not needed", fields = "not needed")
Interesting. Note that securities is shown as an unused argument though it does not appear in the parameter list. It is a holdover from the last call, somehow.