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

[Piotr Chmielowski]

Ana,

The error is not easily reproducible, albeit persistent, and the diagnostics are, as you rightly notice, sparse.

It is my "guess" that it is probably caused by the transient states of the API. I would definitely *not* call this error a "bug" in the RBloomberg package for which all users I am sure are as grateful as I am.

I was remotely hoping that somebody has come across and discovered a workaround. I still harbour this hope...

Thanks for the suggestions on the log files - there are no error messages in the bbcomm.log.* files unfortunately.

I guess the rest of the discussion would take us away from the main subject of this forum.

Will try the java version - it is on the "to do" list :(

Piotr



Piotr Chmielowski
Chief Operating Officer/Group Risk Manager

Kingsley House, Wimpole Street, London, W1G 0RE, United Kingdom
http://www.reechaim.com/

 DDI: +44 20 7399 3662

 Switchboard: +44 20 7399 3650

 Fax: +44 20 7399 3698

 Mobile: +44 7825 711 957

Email: piotr.chmielowski at reechaim.com
http://www.reechaim.com/

Reech AiM Partners LLP, Registered Office: 42-44 Portman Road, Reading, Berkshire, RG30 1EA. Registered in England and Wales No. OC321436. Authorised and regulated by the Financial Services Authority.
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-----Original Message-----

From: Ana Nelson [mailto:nelson.ana at gmail.com]
Sent: Thursday, April 15, 2010 1:47 PM
To: Piotr Chmielowski
Cc: r-sig-finance at stat.math.ethz.ch
Subject: Re: [R-SIG-Finance] rbloomberg error when requesting data

Hi, Piotr,

Many thanks for your exemplary error report. :-)

I believe this cryptic message happens because there is an error within the Bloomberg API, but RDCOMClient or RBloomberg is not equipped to convey this message to you.

http://msdn.microsoft.com/en-us/library/ms221083.aspx
http://msdn.microsoft.com/en-us/library/ms221233.aspx

I suggest you look for errors in the Bloomberg log files located in C:\blp\api, or perhaps you can install DebugView which may give some more insight into the error which is occurring:
http://technet.microsoft.com/en-us/sysinternals/bb896647.aspx

Then you may be able to find the cause of this intermittent issue.

You may also wish to try the newer Java-based version of RBloomberg available from findata.org.

Regards,
Ana



----- Original Message -----
From: "Piotr Chmielowski" <piotr.chmielowski at reechaim.com>
To: r-sig-finance at stat.math.ethz.ch
Sent: Thursday, 15 April, 2010 12:48:54 GMT +00:00 GMT Britain, Ireland, Portugal
Subject: [R-SIG-Finance] rbloomberg error when requesting data

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

Kingsley House, Wimpole Street, London, W1G 0RE, United Kingdom
http://www.reechaim.com/

 DDI: +44 20 7399 3662

 Switchboard: +44 20 7399 3650

 Fax: +44 20 7399 3698

 Mobile: +44 7825 711 957

Email: piotr.chmielowski at reechaim.com
http://www.reechaim.com/

Reech AiM Partners LLP, Registered Office: 42-44 Portman Road, Reading, Berkshire, RG30 1EA. Registered in England and Wales No. OC321436. Authorised and regulated by the Financial Services Authority.
Reech CBRE Alternative Real Estate LLP, Registered Office: 42-44 Portman Road, Reading, Berkshire, RG30 1EA. Registered in England and Wales No. OC322313. Authorised and regulated by the Financial Services Authority.
This message and any attachments (the "message") is inte...{{dropped:10}}

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