[R-SIG-Finance] Problems collecting Intraday data

Samuel Kemp samkemp at predictedmarkets.com
Tue Jul 24 13:34:33 CEST 2007


I have been using the blpGetData() function to fetch intraday High and Low
data (10min intervals) i.e.

conn <- blpConnect()
BBCode <- 'VGU7 Index'   # Eurostoxx 50 Futures Sept 07 Contract
Date <- "06/28/07"       # which day
Open <- "07:00:00"	 # from time
Close <- "21:00:00"	 # to time
Interval <- 10		 # time interval between values
dat   <- blpGetData(conn, BBCode, c('LAST_PRICE'),start=as.chron(Date,
Open), end=as.chron(Date,Close),barfields=c('HIGH','LOW'), barsize=Interval)

However, sometimes it works and then sometimes (using exactly the same
inputs) it does not - I get the following error...

Error in substr(x, as.integer(start), as.integer(stop)) : 
        invalid substring argument(s) in substr()

Does anyone have a solution to this problem and/or explanation?

Many thanks in advance,


p.s. I am not sure if it is relevant but my computer is running XP.

Samuel Kemp
Predicted Markets Ltd.
t  +44(0)1428 729743
m  +44(0)7880 740220
e  samkemp at predictedmarkets.com  
w  www.predictedmarkets.com  

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