[R-SIG-Finance] RBloomberg warning message

[Sergey Goriatchev]

Hi, Ana,

Thank you for answering.
In each load I download only numerical data (prices), I am not
combining different types of data.
I use retval="zoo", because I find it most useful for my purposes.
Moreover, I've tried "data.frame" before and there were problems with
this setting for retval.
I cannot provide an example script, firstly because it is proprietary,
secondly, because it is very long, and thirdly, because providing
something illustrative is difficult as the problem pops up in
different places (I call blpGetData many times in the script and at
different places) or not at all sometimes!

Since I load daily data for last 5 years and for up to 30 instruments
sometimes, I think the load size may be responsible. But then only
partly, because the same problem pops up when I load 4 years of daily
data for just one ticker. Also the problem does not always pop up when
I load data for 30 tickers at the same time.

Maybe it is some kind of function overload? Before I used to connect
at the beginning of the script, get some data, process it, output
results, get some more data, etc... without disconnecting after each
data retreival call. From today I
connect-retreive-disconnect-process-connect-...

Basically, I am not sure why the problem pops up from time to time.

Kind Regards,
Sergey





Hi, Sergey,
A matrix can only handle 1 kind of data. Everything has to be a numeric, or
everything has to be a string. Are you trying to combine different types of
data?
It might be better to try retval="data.frame".
Otherwise, can you provide an example script which reproduces the problem?
Regards,
Ana

On Tue, Jul 7, 2009 at 3:55 PM, Sergey Goriatchev <sergeyg at gmail.com> wrote:
> Hello, everyone
>
> I have this very long script, where I call blpGetData many times (I
> get some data, I do some computations, I output results in and Excel
> file, I call some other data....)
>
> As the code grew, I started to get the same warning message more and more
> often:
>
> "Warning message:
> In as.matrix.BlpCOMReturn(x) NAs are introduced by coersion"
>
> Basically, blpGetData sometimes does not work!
>
> This message comes up in different parts of the code (in different
> calls to blpGetData), and since script is very long and runs
> considerable amount of time, one such error
> completely messes up the end results.
>
> Does anyone know why blpGetData sometimes fails to execute?
>
> Thanks in advance for help!
>
> Best,
> Sergey



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