RBloomberg warning message
Sergey, you need to do better than this.
Hi, Ana, Thank you for answering. In each load I download only numerical data (prices), I am not combining different types of data. I use retval="zoo", because I find it most useful for my purposes. Moreover, I've tried "data.frame" before and there were problems with this setting for retval. I cannot provide an example script, firstly because it is proprietary, secondly, because it is very long, and thirdly, because providing something illustrative is difficult as the problem pops up in different places (I call blpGetData many times in the script and at different places) or not at all sometimes!
If your script is proprietary, then rewrite for this list a line or two of code that replicates a case of the problem. If you can't replicate the problem and it seems to be an emerging property of your big script, I'd suggest you rewrite the script in a more modular way so that (1) the problem goes away or (2) you are able to replicate the problem at least stochastically with some code you can post here.
Since I load daily data for last 5 years and for up to 30 instruments sometimes, I think the load size may be responsible. But then only partly, because the same problem pops up when I load 4 years of daily data for just one ticker. Also the problem does not always pop up when I load data for 30 tickers at the same time.
Are you aware of Bloomberg's "Extended Rules and Usage Limits"?
Maybe it is some kind of function overload? Before I used to connect at the beginning of the script, get some data, process it, output results, get some more data, etc... without disconnecting after each data retreival call. From today I connect-retreive-disconnect-process-connect-...
Did this problem exist when your script was making just one connection request? Do you have a good reason for making multiple connect/disconnect calls? I'm sure it's possible to torture the bloomberg connection control to the point where the API does weird things.
Basically, I am not sure why the problem pops up from time to time.
Without examples, neither are we. Robert
Kind Regards, Sergey Hi, Sergey, A matrix can only handle 1 kind of data. Everything has to be a numeric, or everything has to be a string. Are you trying to combine different types of data? It might be better to try retval="data.frame". Otherwise, can you provide an example script which reproduces the problem? Regards, Ana On Tue, Jul 7, 2009 at 3:55 PM, Sergey Goriatchev <sergeyg at gmail.com> wrote:
Hello, everyone I have this very long script, where I call blpGetData many times (I get some data, I do some computations, I output results in
and Excel
file, I call some other data....) As the code grew, I started to get the same warning message
more and
more often: "Warning message: In as.matrix.BlpCOMReturn(x) NAs are introduced by coersion" Basically, blpGetData sometimes does not work! This message comes up in different parts of the code (in different calls to blpGetData), and since script is very long and runs considerable amount of time, one such error completely
messes up the
end results. Does anyone know why blpGetData sometimes fails to execute? Thanks in advance for help! Best, Sergey
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