[R-SIG-Finance] RBloomberg warning message

[Sergey Goriatchev]

Dear Robert,

I know you are right about providing examples etc
It is just not possible in this case.

WHen I was only made one connection request I did not get any errors.
My code is already very modular, that is also one of the reasons to
call blpGetData in different places in the code. The other reason, I
am managing my RAM.

I'll try to figure something out.

Thank you for your reply!

Regards,
Sergey

On Wed, Jul 8, 2009 at 14:36, Robert Sams<robert at sanctumfi.com> wrote:
> Sergey, you need to do better than this.
>
>> 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!
>
> If your script is proprietary, then rewrite for this list a line or two
> of code that replicates a case of the problem. If you can't replicate
> the problem and it seems to be an emerging property of your big script,
> I'd suggest you rewrite the script in a more modular way so that (1) the
> problem goes away or (2) you are able to replicate the problem at least
> stochastically with some code you can post here.
>
>> 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.
>
> Are you aware of Bloomberg's "Extended Rules and Usage Limits"?
>
>>
>> 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-...
>
> Did this problem exist when your script was making just one connection
> request? Do you have a good reason for making multiple
> connect/disconnect calls? I'm sure it's possible to torture the
> bloomberg connection control to the point where the API does weird
> things.
>
>> Basically, I am not sure why the problem pops up from time to time.
>
> Without examples, neither are we.
>
>
> Robert
>
>>
>> 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
>>
>>
>>
>> --
>> I'm not young enough to know everything. /Oscar Wilde
>> Experience is one thing you can't get for nothing. /Oscar
>> Wilde When you are finished changing, you're finished.
>> /Benjamin Franklin Tell me and I forget, teach me and I
>> remember, involve me and I learn.
>> /Benjamin Franklin
>> Luck is where preparation meets opportunity. /George Patten
>>
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>



-- 
I'm not young enough to know everything. /Oscar Wilde
Experience is one thing you can't get for nothing. /Oscar Wilde
When you are finished changing, you're finished. /Benjamin Franklin
Tell me and I forget, teach me and I remember, involve me and I learn.
/Benjamin Franklin
Luck is where preparation meets opportunity. /George Patten