
Thanks again Ana.

As always, I appreciate the hard work you're putting into maintaining
this package.

Best,

Cliff

On Mon, Jun 14, 2010 at 9:59 AM, Ana Nelson [via R]
<ml-node+2254506-1815688372-241286@n4.nabble.com> wrote:
> Cliff,
>
> This looks like a bug in RBloomberg. I'll fix it in the next release,
> in the mean time I suggest you batch your requests into smaller
> increments (try 2 hours) and combine the results.
>
> Regards,
> Ana
>
>
>
> On Fri, Jun 11, 2010 at 12:12 AM, Cliff Clive <[hidden email]> wrote:
>>
>> Thanks for the input Cedrick.  I don't think it's a problem with
>> Bloomberg's
>> data limit, though; the files I've been getting have only been around
>> 100-200 KB.
>>
>>
>> I've played with it a bit more, and here's what I've found.  I don't have
>> a
>> solution yet, but hopefully this will add some clarity for anyone
>> interested
>> in understanding my situation.
>>
>> To get a full day of data I wrote a loop that called for tick data in 5
>> minute intervals throughout all of the hours of the trading day, and
>> aggregated all of the downloads into one table.  It's not a pretty
>> solution,
>> but it works... sort of.
>>
>> My new problem is, even within small intervals, I've found that it's only
>> downloading ticks for about half of the interval (roughly the first 2 1/2
>> minutes of each 5 minute interval).  In fact my aggregated table is about
>> the same size of file as my attempt to download the full day in one shot,
>> making me think that I'm losing the same proportion of my data set each
>> time, regardless of the size of the time interval.  But that's just a
>> hypothesis; I still don't know what is really going on.
>>
>> I'm wondering whether the problem is with R or if it's with Bloomberg.
>> Maybe I'm trying to download at a busy time of day.  I'll set up my
>> program
>> to run late tonight and see if it works any better.
>>
>> In the mean time, if anyone does have any suggestions, I would greatly
>> appreciate them.
>>
>> Thanks,
>>
>> CC
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