[R-SIG-Finance] sudden problem with RBloomberg

[Sergey Goriatchev]

Hi, Ana

Thank you for your help.
1) I have same RDCOMClient installed on 2.10 and on 2.7.2, the one
that is available on RDCOMClient web page (don't remember version
number and do not know how to find it out in R)
2) I cannot install this version of RBloomberg where I am at, due to
IT restrictions. I need to do it at home and then transport the whole
thing here (do not ask why). And I cannot install any Java.
3) The code has been running fine before. Surely, there were glitches
from time to time, especially when there were calls for a lot of data,
but on rerun the code eventually worked. Until today.
Today I get this exception no matter what I do, I restarted PC, I
restarted R, I ran different versions of R, I ran code line by line
(once it worked, but then it started throwing off errors again). That
is really strange.
4) With contract sizes I can simply set values by hand, without calls
to Bloomberg, but I wanted it all connected to Bloomberg.
5) I cannot live without zoo objects. There is a lot of code and it
all is written around zoo objects.

I will try manually some more and see if I can find some acceptable
solution, but the code worked fine till today...

Kind Regards,
Sergey

On Tue, Apr 13, 2010 at 10:44, Ana Nelson <nelson.ana at gmail.com> wrote:
> Do you somehow have RDCOMClient installed on R 2.10? Or are you running this
> on R 2.7.2?
>
> Can you try installing this version of RBloomberg:
> install.packages("RBloomberg", repos="http://R-Forge.R-project.org")
>
> Have you been able to run this code before, and it just suddenly stopped
> working this morning?
>
> You might try an explicit blpDisconnect before you connect a second time,
> and look for error messages in the log files in C:\blp\api.
>
> Also, try running a version of this script which just calls blpGetData with
> retval="raw" and without doing anything with the result. You are doing other
> things as well as talking to RBloomberg in this code, for example your
> subsetting might be causing the exception, and asking for a zoo might be
> part of the problem further below.
>
>
> On Tue, Apr 13, 2010 at 8:30 AM, Sergey Goriatchev <sergeyg at gmail.com>
> wrote:
>>
>> 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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>> should go.
>
>



-- 
Simplicity is the last step of art./Bruce Lee
The more you know, the more you know you don't know. /Myself

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
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