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<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Arial","sans-serif";
color:#1F497D">Hi John,<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Arial","sans-serif";
color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Arial","sans-serif";
color:#1F497D">Thanks a lot for this. With your suggestion I can definitely go back to Bloomberg now. Your formula works fine for all other futures, even if they did not exist
then, so that’s the proof that this is actually a Bloomberg issue for ES1 Index.<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Arial","sans-serif";
color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Arial","sans-serif";
color:#1F497D">Thanks again.<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Arial","sans-serif";
color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Arial","sans-serif";
color:#1F497D">Regards,<br>
Sergio<o:p></o:p></span></p>
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<p class="MsoNormal"><b><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">From:</span></b><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif""> John Laing [mailto:john.laing@gmail.com]
<br>
<b>Sent:</b> 06 September 2011 18:31<br>
<b>To:</b> Sergio Bizzotto<br>
<b>Cc:</b> r-sig-finance@r-project.org<br>
<b>Subject:</b> Re: [R-SIG-Finance] RBloomberg - no historical date retrieved since yesterday for ES1 Index<o:p></o:p></span></p>
</div>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal" style="margin-bottom:12.0pt">Hi Sergio,<br>
<br>
It seems highly unlikely that the issue is in RBloomberg. Two reasons why I think this:<br>
<br>
1) You can retrieve data for other tickers, so your configuration works. The package doesn't care what ticker you give it; it just passes that along to Bloomberg.<br>
2) In Excel, BDH("ES1 Index","PX_OPEN","1990-01-01") returns "#N/A N/A".<br>
<br>
You should go back to Bloomberg. The problem is probably on their side, even if they don't realize/admit it yet.<br>
<br>
Thanks,<br>
John<br>
<br>
<o:p></o:p></p>
<div>
<p class="MsoNormal">On Tue, Sep 6, 2011 at 12:42 PM, Sergio Bizzotto <<a href="mailto:Sergio.Bizzotto@reechaim.com">Sergio.Bizzotto@reechaim.com</a>> wrote:<o:p></o:p></p>
<div>
<p style="margin:0in;margin-bottom:.0001pt"><span lang="EN-GB" style="font-size:
10.0pt"> </span><o:p></o:p></p>
<div>
<p class="MsoNormal" style="mso-margin-top-alt:auto;margin-bottom:12.0pt"><span style="font-size:10.0pt">Hello,</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="font-size:10.0pt">Since yesterday it seems like the historical data retrieval for the ticker ES1 Index does not work, NULL is returned. I run it for months and it used
to work without any problems.</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="font-size:10.0pt"> </span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;margin-bottom:12.0pt"><span style="font-size:10.0pt">I am using the following:</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="font-size:10.0pt">conn <- blpConnect();<br>
test=bdh(conn, securities="ES1 Index", fields=c("PX_OPEN", "PX_HIGH", "PX_LOW", "PX_LAST", "PX_BID", "PX_ASK", "PX_VOLUME"), start_date=as.Date(”1990-01-01”), include.non.trading.days=F, dates.as.row.names=FALSE);<br>
<br>
The same code works and retrieves data for all the other tickers I am using (87 futures tickers), including “NQ1 Index”.</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="font-size:10.0pt"> </span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="font-size:10.0pt">I am using Rbloomberg_0.4-149 with rJava_0.8-5.</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="font-size:10.0pt"> <br>
Is anybody experiencing the same issue? I have spoken yesterday to Bloomberg and they said that their API is working fine and there are currently no problems. I also run the Bloomberg API diagnostic test and everything seems to work properly.
</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="font-size:10.0pt">Initially I thought the problem could have been caused by yesterday’s US holiday but today the problem still persists when retrieving the data for
that ticker using RBloomberg. Any chance the problem is on the RBloomberg package side?</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="font-size:10.0pt"><br>
Thanks.</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="font-size:10.0pt"><br>
Regards,<br>
Sergio</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="font-size:10.0pt"> </span><o:p></o:p></p>
</div>
<p class="MsoNormal"><span style="font-size:7.5pt;font-family:"Arial","sans-serif""> </span><o:p></o:p></p>
<p style="margin:0in;margin-bottom:.0001pt"><span style="font-size:7.5pt;
font-family:"Arial","sans-serif""> </span><o:p></o:p></p>
<p style="margin:0in;margin-bottom:.0001pt"><b><span lang="EN-GB" style="font-size:10.0pt">Sergio Bizzotto</span></b><b><span lang="EN-GB" style="font-size:11.0pt"><br>
</span></b><span lang="EN-GB" style="font-size:10.0pt">Senior Risk Analyst</span><span lang="EN-GB" style="font-size:7.5pt;font-family:"Arial","sans-serif";color:navy"> </span><o:p></o:p></p>
<p style="margin:0in;margin-bottom:.0001pt"> <o:p></o:p></p>
<p style="margin:0in;margin-bottom:.0001pt"><span style="font-size:7.5pt">Error! Filename not specified.</span><b><span lang="EN-GB" style="font-size:7.5pt">
</span></b><o:p></o:p></p>
<p style="margin:0in;margin-bottom:.0001pt"><b><span lang="EN-GB" style="font-size:7.5pt">Reech AiM Partners LLP, Henrietta House, 8 Henrietta Place,</span></b><b><span lang="EN-GB" style="font-size:8.0pt"> London,
</span></b><b><span lang="EN-GB" style="font-size:7.5pt">W1G 0NB,</span></b><b><span lang="EN-GB" style="font-size:8.0pt"> United Kingdom</span></b><o:p></o:p></p>
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<p><span lang="EN-GB" style="font-size:7.5pt">Reech AiM Partners LLP, Registered Office: 4th Floor, Reading Bridge House, George Street, Reading RG1 8LS. Registered in England and Wales No. OC321436. Authorised and regulated by the Financial Services Authority.
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<p style="margin:0in;margin-bottom:.0001pt"><span style="font-family:"Arial","sans-serif""><b>Error! Filename not specified.</b> </span><o:p></o:p></p>
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