Comments (7)
In other words, is the format (seen from running print()
on the returned message) assumed to be fixed:
$ r -lRblpapi -e'print(head(beqs("Global Oil Companies YTD Return","GLOBAL","ENGLISH","GENERAL","20150930",verbose=TRUE)))'
Sending Request: BeqsRequest = { screenName = "Global Oil Companies YTD Return" screenType = GLOBAL Group = "GENERAL" languageId = ENGLISH overrides[] = { overrides = { fieldId = "PiTDate" value = "20150930" } } \
}
Processing Response
BeqsResponse = {
data = {
fieldDisplayUnits = {
Ticker = ""
Short Name = ""
Total Return YTD = ""
Market Cap = ""
Price:D-1 = ""
P/E = ""
Revenue T12M = ""
EPS T12M = ""
}
securityData[] = {
securityData = {
security = "002506 CH"
fieldExceptions[] = {
}
fieldData = {
Ticker = "002506 CH"
Short Name = "GCL SYSTEM INT-A"
Total Return YTD = 1078.202501
Market Cap = 2527281408.000000
Price:D-1 = 1.001491
P/E = 2.211897
Revenue T12M = 833422051.073852
EPS T12M = 0.408008
}
}
[.... many more deleted ...]
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Agreed, not ideal. The result will always be a mixture of strings and numbers, thus the only usable object in Rcpp (besides building the DF in C++) is the CharacterMatrix. We can convert to DF either in the C++, or in the R wrapper around beqs_impl, and then convert on a per column basis to numberic if possible. Thoughts?
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The order of the columns is not fixed, unfortunately, and the string columns can pop up anywhere in the matrix. The order of the result is determined in EQS (and even then, it is sometimes returned with a different ordering) - thus we cannot make any assumptions about the column type beforehand.
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It can be done. In another project I stored it in something like or Boost Any (or maybe
Boost Variant, its been awhile and I do not have that code anymore) and converted each column based on type when constructing the data frame before return.
And of course here @armstrtw also fixed that issue here for bds()
:
R> res <- bds("GOOG US Equity", "TOP_20_HOLDERS_PUBLIC_FILINGS")
R> head(res, 3)
Amount Held Country Filing Date Holder Name Institution Type
1 21733002 n/a 2015-09-25 PAGE LAWRENCE E n/a
2 21202715 n/a 2015-09-30 BRIN SERGEY n/a
3 16646344 UNITED STATES 2015-06-30 BLACKROCK Investment Advisor
Latest Change Metro Area Percent Outstanding
1 -16670 n/a 6.32
2 -16666 n/a 6.16
3 155303 New York City/Southern CT/Northern NJ 4.84
Portfolio Name Source
1 n/a Form 4
2 n/a Form 4
3 n/a ULT-AGG
R> sapply(res, class)
Amount Held Country Filing Date Holder Name
"numeric" "character" "Date" "character"
Institution Type Latest Change Metro Area Percent Outstanding
"character" "numeric" "character" "numeric"
Portfolio Name Source
"character" "character"
R>
We wanted to revisit this issue amd code anyway as there may now be better data frame proxies out there. Or maybe not.. In any event, we have not gotten to it yet.
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I have something very crude in a branch. Currently covers only character and double:
~/git/rblpapi$ r -lRblpapi -e'print(head(beqs("Global Oil Companies YTD Return")))'
Ticker Short.Name Total.Return.YTD Market.Cap Price.D.1
1 002506 CH Equity GCL SYSTEM INT-A 1078.20250 2520166912 1.0014905
2 S92 GR Equity SMA SOLAR TECHNO 152.22221 1339073024 38.5900002
3 PTG TB Equity PTG ENERGY PCL 143.23562 591326208 0.3535846
4 ALDW US Equity ALON USA PARTNER 131.71331 1379535744 22.0690269
5 SRS IM Equity SARAS SPA 127.33814 1803096064 1.8960000
6 ES FP Equity ESSO S.A.F. 99.59298 819479360 63.7500000
P.E Revenue.T12M EPS.T12M
1 2.211897 833422051 0.40800850
2 0.000000 893484992 -4.48400007
3 48.333332 1279731045 0.00696470
4 7.233236 2321284054 2.83934554
5 34.100716 9271717120 0.05560001
6 0.000000 14152000000 -13.02999878
~/git/rblpapi$
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I did some more cleanup and now committed the branch.
@csrvermaak That is a good test for your emerging git skills. Do a checkout and then see if you can build in the branch :)
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I'm all over it like a rash :)
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