[R-SIG-Finance] rbloomberg error when requesting data

[Piotr Chmielowski]

Hello,

I use the RBloomberg package to retrieve price data for securities.
Sometimes (unfortunately this is not reproducible, so "sometimes" is the key word), one of the many calls to blpGetData triggers an error with very little info:

<checkErrorInfo> 80020009
No support for InterfaceSupportsErrorInfo
Error: Exception occurred.

Unfortunately, this error is not easily reproducible - after initializing the connection the same call with the same arguments usually succeeds.

If anybody has encountered similar behaviour in the past, and has discovered a workaround, it would be very much appreciated.

Piotr

System data below:

platform       i386-pc-mingw32
arch           i386
os             mingw32
system         i386, mingw32
status
major          2
minor          6.0
year           2007
month          10
day            03
svn rev        43063
language       R
version.string R version 2.6.0 (2007-10-03)

Package:       RBloomberg
Version:       0.1-10
Date:          2006-05-04
Title:         R/Bloomberg
Author:        Robert Sams <robert at sanctumfi.com>
Maintainer:    Robert Sams <robert at sanctumfi.com>
Description:   Fetch data from Bloomberg
License:       GPL
Depends:       RDCOMClient, zoo, chron
Packaged:      Thu May 4 18:05:46 2006; rms
Built:         R 2.6.0; ; 2007-10-09 15:18:59; windows


Piotr Chmielowski
Chief Operating Officer/Group Risk Manager

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