[R-SIG-Finance] Problem on blpGetData function from RBloomberg package, is there a maximum return value size?

[Brian G. Peterson]

lippel anna wrote:
> Hello, this is the statement I am writing to get the closing prices of 80 stocks:
>
>  
>
> donnees<-blp(conn,mblist,"PX_LAST",startDate,endDate)
>
> where mblist represents a list of 80 stocks
>
> I set the endDate to yesterday
>
> When I set startDate to beginning of september it returns me the right value but when I want to set it at january 2005 it returns me the following error:
>
> "Error in blpGetHistoricalData(conn, securities, fields, start, end, barsize,  : 
>  Call to BLPSubscribe did not return any data!"
>
> As it is working for one smaller case I am wondering if it's not a size limitation problem. If that is the case what is the limit. It would slow down my code a lot if If I have to call it for each stock, do you another way to do it?thank you!
>   
Bloomberg limits how much data you can get in a single query. 

Experiment on breaking it up. 

Schedule getting the data from Bloomberg and store it somewhere else.

Good Luck,

    - Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock