[R-SIG-Finance] RBloomberg: Is there a limit to the size of a tick data download?

Cliff Clive cliffclive at gmail.com
Thu Jun 10 23:29:05 CEST 2010

I've been trying to download a full day's worth of tick data for a stock
using RBloomberg, but for whatever reason it's only giving me a few hours at
a time.  Here are the commands I'm entering:

> conn = blpConnect()
> TICKS = tick(conn, "AMZN Equity", c("TRADE", "BID_BEST", "ASK_BEST"), 
                          "2010-06-09 00:00:00.000", "2010-06-09

When I run this in R, I'm only getting data covering the last few hours of
my request, from 19:58:00 to 23:58:28.  I've run this several times and each
time I only seem to get a few hours' worth of data; it's not even the same
size each time.

Does anyone know what could be causing this?
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