Hi 
I know there is some limit to number of datafields you can retrieve from 
Bloomberg at any given time.
There are also two methods where I dont know which one is used by R.
Synchronous and asynchronous. A big request should always be programmed as 
asynchrounous and gives back an array that is filled by Bloomberg in a 
"random" manner. The synchronous request tends to freeze starting at a 
certain size since it is waiting for the Bloomberg internal algorithm to 
fill all fields and only to send it onve all those fileds are filled - 
which then might be to big for the connection.
Therefore in case R uses a synchornous request to Bloomberg making it 
asynchronous by requesting smaller fields and then gluing it together 
might be the only option.

Best Regards

Matthias


----- Weitergeleitet von Matthias Koberstein/D293694/Trinkaus/DE am 
04.05.2009 09:07 -----

Von:
Paul DeBruicker <pdebruic@gmail.com>
An:
Phil Joubert <philjoubert@yahoo.com>
Kopie:
r-sig-finance@stat.math.ethz.ch
Datum:
01.05.2009 17:24
Betreff:
Re: [R-SIG-Finance] RBloomberg - limit on size of return array?
Gesendet von:
r-sig-finance-bounces@stat.math.ethz.ch



Hi,


What's the problem with doing it in two requests and gluing it
together with a rbind() or cbind()?

Also, you might benefit from specifying the two letter exchange code
before the word "Equity" in your paste() statement.  So make it "LN
Equity" or whatever it should be.



Paul



On Wed, Apr 29, 2009 at 6:27 AM, Phil Joubert <philjoubert@yahoo.com> 
wrote:
>
> Hi
>
> I'm using RBloomberg to download timeseries data, but I'm getting an 
error.
>
> vsTickers <- unlist(blpGetData(oBbgConn, sIndex, "INDX_MEMBERS", 
retval="raw"))
> vsTickers <- paste(vsTickers, "Equity")
> dtStart <- chron("31/12/1998", format="d/m/y")
> dtEnd <- chron("31/12/2008", format="d/m/y")
> vdPrices <- blpGetData(oBbgConn, vsTickers, "PX_LAST", dtStart, dtEnd)
>
> I expect this code to get the TS of the FTSE components over the last 10 
years. Instead I get a zoo object with the correct number of columns, but 
no data, and the warning "In as.matrix.BlpCOMReturn(x) : NAs introduced by 
coercion".
>
> I suspect the problem is the size of the return array. If I try to get a 
subset of the data (e.g. vsTickers[1:40] or [40:79], or smaller time 
frame) I have no problem. If I set retval="raw" the first element is 
"Error : Exception occurred.\n".
>
> Any ideas? I've tried the same extraction via the VBA, but it just 
hangs.
>
> thanks
> Phil
>
> _______________________________________________
> R-SIG-Finance@stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only.
> -- If you want to post, subscribe first.
>

_______________________________________________
R-SIG-Finance@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only.
-- If you want to post, subscribe first.




**** Ressourcen schonen, weniger drucken - Think before you print! ****

---------------------------------------------------------------------
Diese E-Mail sowie eventuelle Anhänge enthalten vertrauliche und / oder rechtlich geschützte Informationen. Wenn Sie nicht der richtige Adressat sind oder diese E-Mail irrtümlich erhalten haben, informieren Sie bitte sofort den Absender und vernichten Sie diese Mail. Das unerlaubte Kopieren oder Speichern sowie die unbefugte Weitergabe dieser E-Mail sind nicht gestattet.

This e-mail and any attachments may contain confidential...{{dropped:16}}

