RBloomberg error?

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Konrad Banachewicz

RBloomberg error?

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Dear All,

I am using the RBloomberg package on a BB terminal to download some tick
data for processing in R. The end points
for the intervals of interest are stored in a chron object "zakres":

*> zakres
[1] (10/09/09 09:55:00) (10/09/09 09:59:00) (10/09/09 10:00:00)
*
During work, I noticed some strange behavior: if I issue the following
command

*dane1 <- blpGetData(conn, "VG1 Index",
c("BID"),start=zakres[1],end=zakres[2], barsize=0)
*
everything is fine

*> head(dane1)
                     BID
(10/09/09 09:55:00) 2887
(10/09/09 09:55:00) 2887
(10/09/09 09:55:00) 2887
(10/09/09 09:55:00) 2887
(10/09/09 09:55:00) 2887
(10/09/09 09:55:00) 2887
Warning message:
In zoo(rval, x.index[i]) :
  some methods for “zoo” objects do not work if the index entries in ‘
order.by’ are not unique


*but if I do

*blpGetData(conn, "2600 HK Equity", c("BID"),start=zakres[1],end=zakres[2],
barsize=0)

*I get

*Error in substring(paste("0", v$day, sep = ""), first =
nchar(paste(v$day))) :
  invalid substring argument(s)
*
For the sake of comparison, I tried downloading the data in the Excel data
wizard and it works - which means the price
information is there. Has anyone encountered a similiar problem? I would
very much appreciate any hints rg
solving the issue.


regards,
Konrad *
*
--
Most people are other people. Their thoughts are someone else's opinions,
their lives a mimicry, their passions a quotation.

   Oscar Wilde

        [[alternative HTML version deleted]]


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Ana Nelson

Re: RBloomberg error?

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It seems no data is available for this security. You can use retval="raw"
for debugging.


> blpGetData(conn, "2600 HK Equity",
c("BID"),start=zakres[1],end=zakres[2],barsize=0, retval="raw")
[[1]]
[[1]][[1]]
[[1]][[1]][[1]]
NULL



[[2]]
[[2]][[1]]
[[2]][[1]][[1]]
[1] "#N/A History"



attr(,"num.of.date.cols")
[1] 1
attr(,"class")
[1] "BlpCOMReturn"
attr(,"securities")
[1] "2600 HK EQUITY"
attr(,"fields")
[1] "BID"







On Wed, Oct 14, 2009 at 3:58 PM, Konrad Banachewicz <
[hidden email]> wrote:

> Dear All,
>
> I am using the RBloomberg package on a BB terminal to download some tick
> data for processing in R. The end points
> for the intervals of interest are stored in a chron object "zakres":
>
> *> zakres
> [1] (10/09/09 09:55:00) (10/09/09 09:59:00) (10/09/09 10:00:00)
> *
> During work, I noticed some strange behavior: if I issue the following
> command
>
> *dane1 <- blpGetData(conn, "VG1 Index",
> c("BID"),start=zakres[1],end=zakres[2], barsize=0)
> *
> everything is fine
>
> *> head(dane1)
>                     BID
> (10/09/09 09:55:00) 2887
> (10/09/09 09:55:00) 2887
> (10/09/09 09:55:00) 2887
> (10/09/09 09:55:00) 2887
> (10/09/09 09:55:00) 2887
> (10/09/09 09:55:00) 2887
> Warning message:
> In zoo(rval, x.index[i]) :
>  some methods for “zoo” objects do not work if the index entries in ‘
> order.by’ are not unique
>
>
> *but if I do
>
> *blpGetData(conn, "2600 HK Equity", c("BID"),start=zakres[1],end=zakres[2],
> barsize=0)
>
> *I get
>
> *Error in substring(paste("0", v$day, sep = ""), first =
> nchar(paste(v$day))) :
>  invalid substring argument(s)
> *
> For the sake of comparison, I tried downloading the data in the Excel data
> wizard and it works - which means the price
> information is there. Has anyone encountered a similiar problem? I would
> very much appreciate any hints rg
> solving the issue.
>
>
> regards,
> Konrad *
> *
> --
> Most people are other people. Their thoughts are someone else's opinions,
> their lives a mimicry, their passions a quotation.
>
>   Oscar Wilde
>
>        [[alternative HTML version deleted]]
>
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only.
> -- If you want to post, subscribe first.
>
        [[alternative HTML version deleted]]


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Konrad Banachewicz

Re: RBloomberg error?

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Thank you!

K

On Thu, Oct 15, 2009 at 12:07 PM, Ana Nelson <[hidden email]> wrote:

> It seems no data is available for this security. You can use retval="raw"
> for debugging.
>
>
> > blpGetData(conn, "2600 HK Equity",
> c("BID"),start=zakres[1],end=zakres[2],barsize=0, retval="raw")
>
> [[1]]
> [[1]][[1]]
> [[1]][[1]][[1]]
> NULL
>
>
>
> [[2]]
> [[2]][[1]]
> [[2]][[1]][[1]]
> [1] "#N/A History"
>
>
>
> attr(,"num.of.date.cols")
> [1] 1
> attr(,"class")
> [1] "BlpCOMReturn"
> attr(,"securities")
> [1] "2600 HK EQUITY"
> attr(,"fields")
> [1] "BID"
>
>
>
>
>
>
>
> On Wed, Oct 14, 2009 at 3:58 PM, Konrad Banachewicz <
> [hidden email]> wrote:
>
>> Dear All,
>>
>> I am using the RBloomberg package on a BB terminal to download some tick
>> data for processing in R. The end points
>> for the intervals of interest are stored in a chron object "zakres":
>>
>> *> zakres
>> [1] (10/09/09 09:55:00) (10/09/09 09:59:00) (10/09/09 10:00:00)
>> *
>> During work, I noticed some strange behavior: if I issue the following
>> command
>>
>> *dane1 <- blpGetData(conn, "VG1 Index",
>> c("BID"),start=zakres[1],end=zakres[2], barsize=0)
>> *
>> everything is fine
>>
>> *> head(dane1)
>>                     BID
>> (10/09/09 09:55:00) 2887
>> (10/09/09 09:55:00) 2887
>> (10/09/09 09:55:00) 2887
>> (10/09/09 09:55:00) 2887
>> (10/09/09 09:55:00) 2887
>> (10/09/09 09:55:00) 2887
>> Warning message:
>> In zoo(rval, x.index[i]) :
>>  some methods for “zoo” objects do not work if the index entries in ‘
>> order.by’ are not unique
>>
>>
>> *but if I do
>>
>> *blpGetData(conn, "2600 HK Equity",
>> c("BID"),start=zakres[1],end=zakres[2],
>> barsize=0)
>>
>> *I get
>>
>> *Error in substring(paste("0", v$day, sep = ""), first =
>> nchar(paste(v$day))) :
>>  invalid substring argument(s)
>> *
>> For the sake of comparison, I tried downloading the data in the Excel data
>> wizard and it works - which means the price
>> information is there. Has anyone encountered a similiar problem? I would
>> very much appreciate any hints rg
>> solving the issue.
>>
>>
>> regards,
>> Konrad *
>> *
>> --
>> Most people are other people. Their thoughts are someone else's opinions,
>> their lives a mimicry, their passions a quotation.
>>
>>   Oscar Wilde
>>
>>        [[alternative HTML version deleted]]
>>
>>
>> _______________________________________________
>> [hidden email] mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>> -- Subscriber-posting only.
>> -- If you want to post, subscribe first.
>>
>
>

--
Most people are other people. Their thoughts are someone else's opinions,
their lives a mimicry, their passions a quotation.

   Oscar Wilde

        [[alternative HTML version deleted]]


_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only.
-- If you want to post, subscribe first.