On Mar 17, 2010, at 3:25 PM, anna wrote:


Hi guys, I am using the blp() function from RBloomberg package which returns a matrix of prices with the columns corresponding to the security name and the columns to the date. When I have a look at the matrix I can see the rownames (dates) on the left of the prices but when I call the rownames() function it returns me a NULL value. It worked perfectly until I had to
reinstall the RBloomberg package. Here is my code:
(you need to be connected to bloomberg to run it):
conn <- blpConnect(na.action="na")
prices <- blp(conn, securirtyNames, "PX_LAST", startDate, endDate)
rownames(prices)
NULL

any idea of what it could be? What I don't understand is that I can see
those rownames on the console...

Given that there appears to be no function named blp in the Index of the current version of RBloomberg, I am not surprised that you get a null return from rownames() on an object created by it.
http://finzi.psych.upenn.edu/R/library/RBloomberg/html/00Index.html

I'm guessing that you need to use blpGetData or blpReadFields or one of the other higher level functions. The package maintainers are at R- Forge:
http://r-forge.r-project.org/users/ananelson/


--

David Winsemius, MD
West Hartford, CT

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