[R-SIG-Finance] RBloomberg data download problem

thomas.chan.sf at boci-pru.com.hk thomas.chan.sf at boci-pru.com.hk
Tue Nov 29 05:52:14 CET 2011


I checked it with Excel API again today and do see the missing data.
Perhaps it is a Bloomberg problem!?


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  |thomas.chan.sf at boci-pru.com.hk                                                                                                          |
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  |r-sig-finance at r-project.org                                                                                                             |
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  |r-sig-finance-bounces at r-project.org                                                                                                     |
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  |29/11/2011 12:38                                                                                                                        |
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  |[R-SIG-Finance] RBloomberg data download problem                                                                                        |
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  |r-sig-finance-bounces at r-project.org                                                                                                     |
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Hello,

I have been using RBloomberg for some time and it seems to be working fine.
A couple weeks ago I used this formula (bdh(conn, "EI779327 Corp",
"YLD_CNV_LAST", "20090629", "")  to download yield  data. I notice that
there were a few NAs in the data and the number of missing observations
were different in two downloads in two different days. I checked it using
Excel API and found that there should not be missing observation at all. I
do it again today and found that there are even more missing observations.
Furthermore, it caused my Excel API connection to break down. It seems that
the RBloomberg connection is giving incomplete data. What is happening?
Suggestions would be greatly appreciated.

I am using R X64 2.14.0.

Tom

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