[R-SIG-Finance] RBloomberg receives "java.lang.OutOfMemoryError" ... what does this mean?

Cliff Clive cliffclive at gmail.com
Mon Jul 19 20:09:52 CEST 2010


I'm running a loop to download daily tick data for ~200 stocks using the
"tick" command in the latest version of RBloomberg.  I've run this program 5
times today (for all of the days last week), and on the last run, I started
receiving the following message:

java.lang.OutOfMemoryError: Java heap space

Once this message started appearing on my screen, I also noticed that R was
downloading empty data files.

I stopped running my script, and then restarted it, beginning the loop at
the iteration where I started downloading empty files.  It ran through the
remaining stocks, and this time it downloaded full data sets.

Is it safe to assume, based on this observation, that RBloomberg can only
download so much data each time a new connection is opened?  If that is the
case, how often should I reset the connection in order to avoid missing
data?
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