[R-SIG-Finance] Question related to RBloomberg

Sergey Goriatchev sergeyg at gmail.com
Fri Oct 16 11:18:15 CEST 2009


Hello, everyone

I have RBloomberg 0.1-11 on my machine.
I cannot extract futures contract value with this code:

conn <- blpConnect(show.days="week", na.action="previous.days",
periodicity="daily")
ty1.cvalue <- blpGetData(conn, c("TY1 Comdty"), "FUT_CONT_SIZE")
blpDisconnect(conn)

I get an error message:
Error in if (typ[n] == "character") { : argument is of length zero

By the way, the following example in blpGetData does not work either,
producing the same error message:
> conn <- blpConnect()
>
> ## Snapshot
> eda <- blpGetData(conn, c("ED5 Comdty","ED6 Comdty","ED7 Comdty",
+ "ED8 Comdty"), "BID")
Error in if (typ[n] == "character") { : argument is of length zero

I can always specify the contract size manually, of course, but I
wonder why these requests do not work with RBloomberg?

Thanks in advance for your help!

Best,
Sergey



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