Marcin,

While I have not seen this problem with the R Bloomberg package, I have
certainly seen something similar with large calls to the Bloomberg API from
Excel. For some reason, the API seemed to choke if it received "too many"
data requests. I never had any luck getting clarification from Bloomberg as
to the limits of the API and only got around the problem by breaking my
problem into smaller requests. In your case, you might need to loop through
say 100 stocks or so at a time. In any event, it is certainly worth testing
whether your code works with a smaller number than 900.

Regards,
Sean.

On Fri, Feb 1, 2008 at 4:19 PM, Marcin Kopaczynski <
marcin.kopaczynski@soundinvest.net> wrote:

> hi robert,
>
> i´ve got a problem with the bloomberg data import. usually all works well,
> but sometimes it seems that nothing is downloaded at all from bloomberg.
>
> example: i wanted to download px_last for 900 us-stocks beginning with
> 19900101 (giving him the appropriate chron-date format). the download
> starts, the downloaded data is stored and written out to a file. new data is
> being concatenated with the old data (column by column) until all 900 stocks
> are downloaded. during this process the download breaks down, and the
> strange thing is, that it does happen SOMETIMES and not at the same place
> (i.e. not at stock number 390, but at number 401 at one time and 789 at
> other time). sometimes it does not happen at all. also, when i resume the
> download, i.e. tell him to download the data from where he stopped, it then
> works.
>
> so i checked the functions in your package and the problem really seems to
> be with the download itself. what happens is: in the function
> <blpGetHistoricalData> the object <lst> is NULL. this makes the command
> "attr(lst, "num.of.date.cols")  <- 1" to throw an error, because he is not
> able to assign an attribute to a NULL object:
> "attr(lst, "num.of.date.cols") <- 1 : attempt to set an attribute on NULL".
> the object <lst> becomes then a data.frame of the dimension
> [0:number.of.tickers], which obviously is not what one would expect to get.
>
> my question is: have you ever experienced such a problem? the problem seems
> to become more probable, the more data one downloads from bloomberg.
>
> here are some infos on my environment:
>
> R 2.5.1
> windows xp on the bloomberg terminal
> chron 2.3.16
> RBloomberg 0.1-10
> RDCOMClient 0.91-0
> zoo 1.4-2
>
> i´ve been talking to bloomberg about this problem, as well. they assured me
> that it is not about the amount of data i was downloading. so there must be
> something else.
>
> thx in advance for your help,
>
> marcin
>
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