[R-SIG-Finance] [R-sig-finance] [R] Bloomberg Data Import to R
Marcin Kopaczynski
marcin.kopaczynski at soundinvest.net
Fri Feb 1 07:18:47 CET 2008
hi robert,
i´ve got a problem with the bloomberg data import. usually all works
well, but sometimes it seems that nothing is downloaded at all from
bloomberg.
example: i wanted to download px_last for 900 us-stocks beginning with
19900101 (giving him the appropriate chron-date format). the download
starts, the downloaded data is stored and written out to a file. new
data is being concatenated with the old data (column by column) until
all 900 stocks are downloaded. during this process the download breaks
down, and the strange thing is, that it does happen SOMETIMES and not at
the same place (i.e. not at stock number 390, but at number 401 at one
time and 789 at other time). sometimes it does not happen at all. also,
when i resume the download, i.e. tell him to download the data from
where he stopped, it then works.
so i checked the functions in your package and the problem really seems
to be with the download itself. what happens is: in the function
<blpGetHistoricalData> the object <lst> is NULL. this makes the command
"attr(lst, "num.of.date.cols") <- 1" to throw an error, because he is
not able to assign an attribute to a NULL object:
"attr(lst, "num.of.date.cols") <- 1 : attempt to set an attribute on
NULL". the object <lst> becomes then a data.frame of the dimension
[0:number.of.tickers], which obviously is not what one would expect to get.
my question is: have you ever experienced such a problem? the problem
seems to become more probable, the more data one downloads from bloomberg.
here are some infos on my environment:
R 2.5.1
windows xp on the bloomberg terminal
chron 2.3.16
RBloomberg 0.1-10
RDCOMClient 0.91-0
zoo 1.4-2
i´ve been talking to bloomberg about this problem, as well. they assured
me that it is not about the amount of data i was downloading. so there
must be something else.
thx in advance for your help,
marcin
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