RBloomberg - no historical date retrieved since yesterday for ES1 Index

Hi Sergio,

It seems highly unlikely that the issue is in RBloomberg. Two reasons why I
think this:

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.
2) In Excel, BDH("ES1 Index","PX_OPEN","1990-01-01") returns "#N/A N/A".

You should go back to Bloomberg. The problem is probably on their side, even
if they don't realize/admit it yet.

Thanks,
John


On Tue, Sep 6, 2011 at 12:42 PM, Sergio Bizzotto <
Sergio.Bizzotto at reechaim.com> wrote:

?Hello,

****

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.****

** **

I am using the following:

****

conn <- blpConnect();
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);

The same code works and retrieves data for all the other tickers I am using
(87 futures tickers), including ?NQ1 Index?.****

** **

I am using Rbloomberg_0.4-149 with rJava_0.8-5.****


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. ****

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?****


Thanks.****


Regards,
Sergio****

** **




***Sergio Bizzotto**
*Senior Risk Analyst



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