bloomberg - Pulling minute bar data with bar() function in Rbbg (RBloomberg) package in R -

i new rbbg package, please excuse ignorance on part, wondering if possible pull more ~25 days of minute bar data using bar() function. i've found can't pull more 25 or 26 days worth of data , wondering if doing wrong, or if not possible.

here code using:

#install.packages("rjava") #install.packages("rbbg", repos="http://r.findata.org") #install.packages("timedate")  library(rjava) library(rbbg) library(timedate)  conn <- blpconnect()  weekdays = timesequence(from = (sys.date()-38), = (sys.date()-1), = "day")[isweekday(timesequence(from = (sys.date()-38), = (sys.date()-1), = "day"))]  date_time=numeric() volume=numeric() for(i in 1:length(weekdays)){  start.date <- paste(weekdays[i],"13:30:00.000") end.date <- paste(weekdays[i],"20:00:00.000")  raw=bar(conn, "goog equity", "trade", start.date, end.date, "1")  date_time=append(date_time,raw$time) volume=append(volume,raw$volume) }  date.time <- data.frame(do.call('rbind', strsplit(as.character(date_time),'t',fixed=true))) use=data.frame("date"=format(as.date(date.time$x1), "%m/%d/%y"),"time"=date.time$x2,"volume"=raw$volume)  blpdisconnect(conn) 

this works fine , pulls data trading days in past 3.5 weeks. now, if try change 38 greater number in line weekdays = timesequence(from = (sys.date()-38), = (sys.date()-1), = "day")[isweekday(timesequence(from = (sys.date()-38), = (sys.date()-1), = "day"))], following error: error in matrix.data[, 1] : subscript out of bounds when try running above script.

is case api can pull 3.5 weeks of minute bar data? or doing incorrect? ideally, have @ least 100 trading days worth of data.

thank help.

bloomberg delivers 6 months of intraday data. if use function bardata our r package rbbgextension (can found @ github) on google 1-minute bars 6 months back. clarify why convert times gmt because european equities trade across multiple time zones starts @ same time, data time aligned convert prices gmt.

> goog.bar <- bardata(tickers = "goog us", +                     type = "equity", +                     start.date.time = "2014-01-01 09:30:00", +                     end.date.time = "2015-01-21 16:05:00", +                     time.zone = "america/new_york", +                     interval = "1") r version 3.1.0 (2014-04-10)  rjava version 0.9-6  rbbg version 0.5.2  java environment initialized successfully. looking recent blpapi3.jar file... adding c:\blp\api\apiv3\javaapi\v3.7.1.1\lib\blpapi3.jar java classpath bloomberg api version 3.7.1.1  > head(goog.bar)                        open   high    low   close numevents volume 2014-07-10 13:30:00 565.910 566.85 565.01 565.745       142  38862 2014-07-10 13:31:00 565.500 566.06 565.01 565.190        49   7606 2014-07-10 13:32:00 565.110 566.70 565.11 566.350        49   6878 2014-07-10 13:33:00 566.390 566.60 566.00 566.600        34   4473 2014-07-10 13:34:00 566.470 566.48 565.65 565.850        52   6365 2014-07-10 13:35:00 565.775 566.45 565.55 566.050       107  14513 warning message: timezone of object (gmt) different current timezone ().  > tail(goog.bar)                       open    high    low   close numevents volume 2015-01-21 20:54:00 518.00 518.520 518.00 518.275       135  15492 2015-01-21 20:55:00 518.31 518.500 518.22 518.230       116  14048 2015-01-21 20:56:00 518.23 518.374 518.22 518.350        83   9696 2015-01-21 20:57:00 518.35 518.390 518.18 518.250        99  12289 2015-01-21 20:58:00 518.25 518.640 518.20 518.420       116  15353 2015-01-21 20:59:00 518.39 518.390 517.80 518.040       309 101288 warning message: timezone of object (gmt) different current timezone (). 

however, able error. if don't specify actual end date/time, output highlight. point precise end date/time.

> goog.bar <- bardata(tickers = "goog us", +                     type = "equity", +                     start.date.time = "2014-01-01 09:30:00", +                     time.zone = "america/new_york", +                     interval = "1") r version 3.1.0 (2014-04-10)  rjava version 0.9-6  rbbg version 0.5.2  java environment initialized successfully. looking recent blpapi3.jar file... adding c:\blp\api\apiv3\javaapi\v3.7.1.1\lib\blpapi3.jar java classpath bloomberg api version 3.7.1.1  > head(goog.bar)                        open   high    low   close numevents volume 2014-07-10 13:30:00 565.910 566.85 565.01 565.745       142  38862 2014-07-10 13:31:00 565.500 566.06 565.01 565.190        49   7606 2014-07-10 13:32:00 565.110 566.70 565.11 566.350        49   6878 2014-07-10 13:33:00 566.390 566.60 566.00 566.600        34   4473 2014-07-10 13:34:00 566.470 566.48 565.65 565.850        52   6365 2014-07-10 13:35:00 565.775 566.45 565.55 566.050       107  14513 warning message: timezone of object (gmt) different current timezone ().  > tail(goog.bar)                        open    high     low   close numevents volume 2014-08-15 19:54:00 573.445 573.695 573.445 573.620        30   4428 2014-08-15 19:55:00 573.675 573.710 573.550 573.570        54   6496 2014-08-15 19:56:00 573.617 573.715 573.340 573.430       102  12067 2014-08-15 19:57:00 573.585 573.600 573.330 573.375        36   4300 2014-08-15 19:58:00 573.375 573.730 572.920 573.000       181  22467 2014-08-15 19:59:00 572.990 573.500 572.780 573.480       158  43183 warning message: timezone of object (gmt) different current timezone ().