[R-SIG-Finance] sudden problem with RBloomberg
Sergey Goriatchev
sergeyg at gmail.com
Tue Apr 13 09:30:48 CEST 2010
Hello everyone
I run R 2.10 (also, R 2.7.2) with RBloomberg 0.1-10
I cannot run new java-based RBloomberg due to local restrictions.
This morning I get a sudden problem with RBloomberg:
------------------------
> conn <- blpConnect(show.days="week", na.action="previous.days", periodicity="daily")
> bldata <- blpGetData(conn, signal.tickers, "PX_LAST", start=start.date, end=end.date, retval="zoo")
> conn <- blpConnect(show.days="trading", na.action="previous.days", periodicity="daily")
> ty1.csize <- blpGetData(conn, "TY1 Comdty", "FUT_CONT_SIZE", retval="raw")[[1]][[1]] #USD
Error: Exception occurred.
> gc1.cvalue <- blpGetData(conn, "GC1 Comdty", "CONTRACT_VALUE", start=as.chron(Sys.Date()-5), end=as.chron(Sys.Date()), retval="zoo")
Warning message:
In as.matrix.BlpCOMReturn(x) : NAs introduced by coercion
> gi1.cvalue <- blpGetData(conn, "GI1 Index", "CONTRACT_VALUE", start=as.chron(Sys.Date()-5), end=as.chron(Sys.Date()), retval="zoo")
Warning message:
In as.matrix.BlpCOMReturn(x) : NAs introduced by coercion
> es1.cvalue <- blpGetData(conn, "ES1 Index", "CONTRACT_VALUE", start=as.chron(Sys.Date()-5), end=as.chron(Sys.Date()), retval="zoo")
Warning message:
In as.matrix.BlpCOMReturn(x) : NAs introduced by coercion
> blpDisconnect(conn)
---------------------------
I don't know what is going on, in particular the first "Error:
Exception occured" is new to me. I tried restart R, different versions
of R, feeding line by line, nothing helps.
Anyone has an inkling what the problem is caused by?
Best,
Sergey
--
Simplicity is the last step of art./Bruce Lee
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