[R-SIG-Finance] RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array"

Murali.Menon at avivainvestors.com Murali.Menon at avivainvestors.com
Wed Nov 16 17:49:36 CET 2011


I don't think you can get tick data from 2010 on Bloomberg. I can't get it via Bloomberg's Excel add-in either (I get #N/A N/A) 

Have you tried using today's date, for example? It works for me on R2.14.0 with Bloomberg API, RBloomberg and rJava versions same as you:

> tick(conn, "RYA ID Equity", "TRADE", "2011-11-16 16:00:00.000", "2011-11-16 16:10:00.000")
                      time  type value  size
1  2011-11-16T16:00:06.000 TRADE 3.649   943
2  2011-11-16T16:00:06.000 TRADE 3.649  2450
3  2011-11-16T16:00:10.000 TRADE 3.649  1550
4  2011-11-16T16:00:10.000 TRADE 3.649  1086
5  2011-11-16T16:00:12.000 TRADE 3.649   500
6  2011-11-16T16:00:12.000 TRADE 3.649  1000
7  2011-11-16T16:00:29.000 TRADE 3.649   750
8  2011-11-16T16:01:09.000 TRADE 3.650 14395
9  2011-11-16T16:02:53.000 TRADE 3.651   236
10 2011-11-16T16:06:07.000 TRADE 3.651  1200
11 2011-11-16T16:06:45.000 TRADE 3.651   410

In your case, Bloomberg returned null data that was converted from Java into R as a 0 by 0 matrix, on which the column names "time", "type" "value" and "size" were tried to be updated, whereupon the tick() called failed.

Murali

-----Original Message-----
From: r-sig-finance-bounces at r-project.org [mailto:r-sig-finance-bounces at r-project.org] On Behalf Of Jacopo Anselmi
Sent: 16 November 2011 16:26
To: r-sig-finance at r-project.org
Subject: [R-SIG-Finance] RBloomberg update on "Error in dimnames(x) <- dn : 'dimnames' applied to non-array"

Dear RUsers,

I'm wondering if the error has been solved somehow. I'm running this
version of R, rJava and RBloomberg


R version 2.13.1 (2011-07-08)
rJava Version 0.9-1
RBloomberg Version 0.4-150
Bloomberg API Version 3.4.3.2

Exactly as Larry Shank, I'm running perfectly bpd, bds, bdh, it is not
working for tick or bar. Here is the result of the code that i'm
running:

> tick(conn, "RYA ID Equity", "TRADE", "2010-09-21 09:00:00.000", "2010-09-21 09:10:00.000")Error in dimnames(x) <- dn :
  length of 'dimnames' [2] not equal to array extent

> bar(conn, "RYA ID Equity", "TRADE", "2010-09-21 09:00:00.000", "2010-09-21 15:00:00.000", "60")Error in process.result(result, "first.column") : subscript out of bound


I've tried the workaround that Ana mentioned, but I was unable to find old
versions of rJava and RBloomberg.


Thanks everyone!

Jacopo

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