[R-SIG-Finance] RBloomberg

[davidr at rhotrading.com]

Eric,

As no-one's jumped on this, I will give it a go.
Bloomberg's bbcomm.exe is notoriously flakey, sometimes returning
nothing but pretending to have answered your request.
About all I can suggest is to wrap your calls in try-catch and retry
once.
Either bbcomm.exe was at fault, in which case the second call should
succeed, or
there is no data for the ticker and time range you are requesting, in
which case,
you just go to the next ticker or time range.

I'm pretty sure this is not RBloomberg's fault.

HTH,
David L. Reiner, PhD
Head Quant
Rho Trading Securities, LLC

p.s. I'm just guessing, because you really haven't given us much
information.

-----Original Message-----
From: r-sig-finance-bounces at stat.math.ethz.ch
[mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of Eric
Owiesny
Sent: Monday, June 02, 2008 7:51 AM
To: r-sig-finance at stat.math.ethz.ch
Subject: [R-SIG-Finance] RBloomberg

Hi,

I've been having some trouble with having the connection to Bloomberg 
fail after a while.  I've been using RBloomberg and wrote a simple 
function that downloads intraday data to write it to a file.  This works

fine for a while, but will periodically give me an error saying:

Error in substr(text, first, last) : invalid Substring argument(s)

If I restart the function, it will work again.  I was wondering if 
anyone else had this problem or knew what was going on.

Thanks,
Eric Owiesny

------------------------------------------------------------------------
------------------
This message is for the named person(s) use only. It may contain
confidential proprietary or legally privileged information. No
confidentiality or privilege is waived or lost by any mistransmission.
If you receive this message in error, please immediately delete it and
all copies of it from your system, destroy any hard copies of it and
notify the sender. You must not, directly or indirectly use, disclose,
distribute, print, or copy any part of this message if you are not the
intended recipient. Allston Trading LLC and its subsidiaries and
affiliates each reserve the right to monitor all e-mail communications
through its networks. Any views expressed in this message are those of
the individual sender, except where the message states otherwise and the
sender is authorized to state them to be the views of any such entity.

_______________________________________________
R-SIG-Finance at stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only.
-- If you want to post, subscribe first.