[R-SIG-Finance] RBloomberg

davidr at rhotrading.com davidr at rhotrading.com
Mon Jun 2 20:28:47 CEST 2008


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
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.

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

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

-----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
Sent: Monday, June 02, 2008 7:51 AM
To: r-sig-finance at stat.math.ethz.ch
Subject: [R-SIG-Finance] RBloomberg


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.

Eric Owiesny

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