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

[Phil Joubert]

No problem with the workaround you suggest - thats what I've done. I just think it would be cleaner to be able to do the call as originally suggested.

INDX_MEMB returns the full ticker including country / market code - eg first value is "AAL LN".

thanks
Phil

--- On Fri, 5/1/09, Paul DeBruicker <pdebruic at gmail.com> wrote:

> From: Paul DeBruicker <pdebruic at gmail.com>
> Subject: Re: [R-SIG-Finance] RBloomberg - limit on size of return array?
> To: "Phil Joubert" <philjoubert at yahoo.com>
> Cc: r-sig-finance at stat.math.ethz.ch
> Date: Friday, May 1, 2009, 6:22 PM
> 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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