[R-SIG-Finance] RBloomberg - limit on size of return array?

[Paul DeBruicker]

Hi,


What's the problem with doing it in two requests and gluing it
together with a rbind() or cbind()?

Also, you might benefit from specifying the two letter exchange code
before the word "Equity" in your paste() statement.  So make it "LN
Equity" or whatever it should be.



Paul



On Wed, Apr 29, 2009 at 6:27 AM, Phil Joubert <philjoubert at yahoo.com> wrote:
>
> Hi
>
> I'm using RBloomberg to download timeseries data, but I'm getting an error.
>
> vsTickers <- unlist(blpGetData(oBbgConn, sIndex, "INDX_MEMBERS", retval="raw"))
> vsTickers <- paste(vsTickers, "Equity")
> dtStart <- chron("31/12/1998", format="d/m/y")
> dtEnd <- chron("31/12/2008", format="d/m/y")
> vdPrices <- blpGetData(oBbgConn, vsTickers, "PX_LAST", dtStart, dtEnd)
>
> I expect this code to get the TS of the FTSE components over the last 10 years. Instead I get a zoo object with the correct number of columns, but no data, and the warning "In as.matrix.BlpCOMReturn(x) : NAs introduced by coercion".
>
> I suspect the problem is the size of the return array. If I try to get a subset of the data (e.g. vsTickers[1:40] or [40:79], or smaller time frame) I have no problem. If I set retval="raw" the first element is "Error : Exception occurred.\n".
>
> Any ideas? I've tried the same extraction via the VBA, but it just hangs.
>
> thanks
> Phil
>
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