[R-SIG-Finance] Rbbg/RBloomberg Having Trouble to Downloan Tick Data

[John Laing]

Hi Chao,

I think the error you're seeing is due to Bloomberg not providing tick
data back to 2010. Try rolling the dates forward to something more
recent and it should work for you.

-John

On Wed, May 30, 2012 at 8:57 PM, Chao Zhang <zhangchao at gmail.com> wrote:
> Dear all,
>
> I have been trying to use RBloomberg to download tick data but am having
> some issues. I am confident that my settings are probably correct because I
> am able to get correct results for other types of Bloomberg data requests.
> I just can NOT get the tick function working even with the examples
> provided by RBloomberg manual.
>
> Please take a look at the below R session to see details. You can also see
> what versions I am using.
>
>> conn <- blpConnect()
> R version 2.15.0 (2012-03-30)
> rJava Version 0.9-3
> Rbbg Version 0.4-153
> Java environment initialized successfully.
> Looking for most recent blpapi3.jar file...
> Adding C:\blp\API\APIv3\JavaAPI\v3.4.5.5\lib\blpapi3.jar to Java classpath
> Bloomberg API Version 3.4.5.5
>> bdh(conn, "GOLDS Comdty", "PX_LAST", "20090101", "20090107")
> #This bdh call works.
>                 date PX_LAST
> 2009-01-01 2009-01-01  879.45
> 2009-01-02 2009-01-02  875.40
> 2009-01-05 2009-01-05  859.50
> 2009-01-06 2009-01-06  863.90
> 2009-01-07 2009-01-07  842.95
>
>> tick(conn, "RYA ID Equity", "TRADE", "2010-09-21 09:00:00.000",
> "2010-09-21 09:10:00.000")
> #This tick call is provided by on Page 13 of RBloomberg manual.
> Error in `colnames<-`(`*tmp*`, value = c("time", "type", "value", "size" :
>  length of 'dimnames' [2] not equal to array extent
>
> The last line above is the error.
>
> I want to thank findata for developing and maintaining Rbbg. It has been
> crucial to my daily technical life now and is the most important tool I
> have in R. Please help me to figure our what is wrong with tick. Thanks!
>
> - Chao
>
>        [[alternative HTML version deleted]]
>
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