Essentially, I'm trying to re-create the data displayed Bloomberg's QRMD
function.  When I run the following I get the error below:

 

blpGetData(conn,c("X 4 Corp"), c("VOLUME","LAST_PRICE"),
,start=as.chron(14432.375),end=as.chron(14433.55), barsize=0)

                    VOLUME LAST_PRICE

(07/08/09 10:15:01) 150000 150000.000

(07/08/09 11:05:01) 350000    123.026

Warning message:

In matrix(vec, nrow = nr, ncol = nc) :

  data length [11] is not a sub-multiple or multiple of the number of
rows [2]

 

 

When I run the data request to return the "raw" data I get:

 

 

blpGetData(conn,"X 4 Corp", c("VOLUME","LAST_PRICE"),
,start=as.chron(14432.375),end=as.chron(14433.55),
barsize=0,retval="raw")

[[1]]

[[1]][[1]]

[[1]][[1]][[1]]

An object of class "COMDate"

[1] 40001.64

 

[[1]][[1]][[2]]

An object of class "COMDate"

[1] 40002.42

 

[[1]][[1]][[3]]

An object of class "COMDate"

[1] 40002.43

 

[[1]][[1]][[4]]

An object of class "COMDate"

[1] 40002.46

 

 

 

[[2]]

[[2]][[1]]

[[2]][[1]][[1]]

NULL

 

[[2]][[1]][[2]]

[1] 150000

 

[[2]][[1]][[3]]

[1] 350000

 

[[2]][[1]][[4]]

[1] 150000

 

 

 

[[3]]

[[3]][[1]]

[[3]][[1]][[1]]

[1] 123.026

 

[[3]][[1]][[2]]

[1] 118.107

 

[[3]][[1]][[3]]

[1] 118.475

 

[[3]][[1]][[4]]

[1] 118.75

 

 

Coercions to "zoo" or "matrix" fail because of the NULL that is
returned. Does anyone know how to get around this?

 

Thanks in advance!

 

 

 

Keith Sabol

 

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