> library(RBloomberg)
Loading required package: rJava
> conn <- blpConnect()
R version 2.11.1 (2010-05-31) 
rJava Version 0.8-7 
RBloomberg Version 0.4-143 
Java environment initialized successfully.
Looking for most recent blpapi3.jar file...
Bloomberg API Version 3.3.3.3 
> 
> Sys.setenv(TZ="GMT")
> start.date <- as.POSIXct("2009-01-01")
> end.date <- as.POSIXct("2009-01-07")
> 
> df <- bdh(conn, c("AMZN US Equity", "OCN US Equity"), c("PX_LAST", "BID"), start.date, end.date)
> df
           ticker       date PX_LAST     BID
1  AMZN US Equity 2009-01-01      NA      NA
2  AMZN US Equity 2009-01-02 54.3600 54.1900
3  AMZN US Equity 2009-01-03      NA      NA
4  AMZN US Equity 2009-01-04      NA      NA
5  AMZN US Equity 2009-01-05 54.0600 54.0300
6  AMZN US Equity 2009-01-06 57.3600 57.3500
7  AMZN US Equity 2009-01-07 56.2000 56.1900
8   OCN US Equity 2009-01-01      NA      NA
9   OCN US Equity 2009-01-02  5.4868  5.4627
10  OCN US Equity 2009-01-03      NA      NA
11  OCN US Equity 2009-01-04      NA      NA
12  OCN US Equity 2009-01-05  5.5109  5.4989
13  OCN US Equity 2009-01-06  5.5109  5.4989
14  OCN US Equity 2009-01-07  5.5049  5.4989
> 
> t <- unstack(na.omit(df), PX_LAST~ticker)
> rownames(t) <- unique(na.omit(df)$date)
> t
           AMZN.US.Equity OCN.US.Equity
2009-01-02          54.36        5.4868
2009-01-05          54.06        5.5109
2009-01-06          57.36        5.5109
2009-01-07          56.20        5.5049
> 
> t <- unstack(df, BID~ticker)
> rownames(t) <- unique(df$date)
> t
           AMZN.US.Equity OCN.US.Equity
2009-01-01             NA            NA
2009-01-02          54.19        5.4627
2009-01-03             NA            NA
2009-01-04             NA            NA
2009-01-05          54.03        5.4989
2009-01-06          57.35        5.4989
2009-01-07          56.19        5.4989
> 
> reshape(df, direction="wide", timevar="date", idvar="ticker")
          ticker PX_LAST.2009-01-01 BID.2009-01-01 PX_LAST.2009-01-02
1 AMZN US Equity                 NA             NA            54.3600
8  OCN US Equity                 NA             NA             5.4868
  BID.2009-01-02 PX_LAST.2009-01-03 BID.2009-01-03 PX_LAST.2009-01-04
1        54.1900                 NA             NA                 NA
8         5.4627                 NA             NA                 NA
  BID.2009-01-04 PX_LAST.2009-01-05 BID.2009-01-05 PX_LAST.2009-01-06
1             NA            54.0600        54.0300            57.3600
8             NA             5.5109         5.4989             5.5109
  BID.2009-01-06 PX_LAST.2009-01-07 BID.2009-01-07
1        57.3500            56.2000        56.1900
8         5.4989             5.5049         5.4989
> reshape(df, direction="wide", timevar="date", idvar="ticker", drop="BID", new.row.names=unique(df$ticker))
                       ticker PX_LAST.2009-01-01 PX_LAST.2009-01-02
AMZN US Equity AMZN US Equity                 NA            54.3600
OCN US Equity   OCN US Equity                 NA             5.4868
               PX_LAST.2009-01-03 PX_LAST.2009-01-04 PX_LAST.2009-01-05
AMZN US Equity                 NA                 NA            54.0600
OCN US Equity                  NA                 NA             5.5109
               PX_LAST.2009-01-06 PX_LAST.2009-01-07
AMZN US Equity            57.3600            56.2000
OCN US Equity              5.5109             5.5049
> 
> blpDisconnect(conn)
         used (Mb) gc trigger (Mb) max used (Mb)
Ncells 229680  6.2     407500 10.9   350000  9.4
Vcells 113766  0.9     786432  6.0   390780  3.0
> 
> proc.time()
   user  system elapsed 
   1.51    0.64    2.92