title: How to adjust intraday bar prices for split, dividends etc. in rbbg?
body: <p>Is there a friendly and knowledgeable person out there with experience in the R &quot;Rbbg&quot; library (wrapper for connecting Bloomberg's API to R)? I have create code all the library's functions (bdh, bdp and bds) and moved to the &quot;bar&quot; function which is used to extract intraday bar prices on securities.</p>
  <p>Everything went well until pulled 5-minutes bar data on Apple since 2014-01-01 (see code example below). The function extracts the unadjusted prices which make them useless as Apple introduced a 7:1 split not long ago.</p>
  <blockquote>
  <p>library(Rbbg)</p>
  <p>conn &lt;- blpConnect()</p>
  <p>prices &lt;- bar(conn, &quot;AAPL US Equity&quot;, &quot;TRADE&quot;, &quot;2014-01-01 09:30:00.000&quot;, &quot;2014-06-24 16:00:00.000&quot;, &quot;5&quot;)</p>
  <p>print(conn$BOOLEAN_OPTION_NAMES)</p>
  </blockquote>
  <p>According to the <a href="http://findata.org/rbloomberg/rbloomberg-manual-0-4-144.pdf" rel="nofollow noreferrer">Rbbg manual PDF</a> (p. 15) it is possible to use Option Settings to make changes to the output. The last line in the code example gives you a string named &quot;adjustmentFollowDPDF&quot; which should be set with a following boolean value. This option is possible within the &quot;bdh&quot; function for historical data with &quot;DAILY&quot; as the highest frequency.</p>
  <p>The DPDF is a function in the Bloomberg Terminal to set your adjustment configuration. So the API should allow to import these settings in your data query.</p>
  <p>I have tried all possible combinations to include the &quot;adjustmentFollowDPDF&quot; in the &quot;bar&quot; function without luck.</p>
  <p>Is there anyone out there that experience in this field. Without adjusted prices the &quot;bar&quot; function is completely useless and wrong.</p>
  <p>UPDATE: I just want to let everyone know that the issue is solved by the kind people that still maintains the &quot;Rbgg&quot; package.</p>