[R-SIG-Finance] sudden problem with RBloomberg

[Sergey Goriatchev]

I wanted also to add that the errors come up in the beginning of a
long script, it is second call to Bloomberg.
After this call there are numerous other calls where more data and
more diverse data is called from Bloomberg, including contract sizes.
These calls perform without errors.
Ain't that funny?

Best,
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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>
>



-- 
Simplicity is the last step of art./Bruce Lee
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Experience is one thing you can't get for nothing. /Oscar Wilde
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