sudden problem with RBloomberg
Sergey, Please read this before you post to this list again: http://www.catb.org/~esr/faqs/smart-questions.html Please try adding blpDisconnect(conn) as below. And please check the log file for error messages as I asked you to in my previous email. conn <- blpConnect(show.days="week", na.action="previous.days", periodicity="daily") bldata <- blpGetData(conn, .tickers, "PX_LAST", start=start.date, end=end.date, retval="zoo") blpDisconnect(conn) conn <- blpConnect(show.days="trading" , na.action="previous.days", periodicity="daily") Regards, Ana
On Tue, Apr 13, 2010 at 10:21 AM, Sergey Goriatchev <sergeyg at gmail.com> wrote:
Hi, Ana Thank you for your help. 1) I have same RDCOMClient installed on 2.10 and on 2.7.2, the one that is available on RDCOMClient web page (don't remember version number and do not know how to find it out in R) 2) I cannot install this version of RBloomberg where I am at, due to IT restrictions. I need to do it at home and then transport the whole thing here (do not ask why). And I cannot install any Java. 3) The code has been running fine before. Surely, there were glitches from time to time, especially when there were calls for a lot of data, but on rerun the code eventually worked. Until today. Today I get this exception no matter what I do, I restarted PC, I restarted R, I ran different versions of R, I ran code line by line (once it worked, but then it started throwing off errors again). That is really strange. 4) With contract sizes I can simply set values by hand, without calls to Bloomberg, but I wanted it all connected to Bloomberg. 5) I cannot live without zoo objects. There is a lot of code and it all is written around zoo objects. I will try manually some more and see if I can find some acceptable solution, but the code worked fine till today... Kind Regards, Sergey On Tue, Apr 13, 2010 at 10:44, Ana Nelson <nelson.ana at gmail.com> wrote:
Do you somehow have RDCOMClient installed on R 2.10? Or are you running this
on R 2.7.2?
Can you try installing this version of RBloomberg:
install.packages("RBloomberg", repos="http://R-Forge.R-project.org")
Have you been able to run this code before, and it just suddenly stopped
working this morning?
You might try an explicit blpDisconnect before you connect a second time,
and look for error messages in the log files in C:\blp\api.
Also, try running a version of this script which just calls blpGetData with
retval="raw" and without doing anything with the result. You are doing other
things as well as talking to RBloomberg in this code, for example your
subsetting might be causing the exception, and asking for a zoo might be
part of the problem further below.
On Tue, Apr 13, 2010 at 8:30 AM, Sergey Goriatchev <sergeyg at gmail.com>
wrote:
Hello everyone I run R 2.10 (also, R 2.7.2) with RBloomberg 0.1-10 I cannot run new java-based RBloomberg due to local restrictions. This morning I get a sudden problem with RBloomberg: ------------------------
conn <- blpConnect(show.days="week", na.action="previous.days", periodicity="daily")
bldata <- blpGetData(conn, signal.tickers, "PX_LAST", start=start.date, end=end.date, retval="zoo")
conn <- blpConnect(show.days="trading", na.action="previous.days", periodicity="daily")
ty1.csize <- blpGetData(conn, ?"TY1 Comdty", "FUT_CONT_SIZE", retval="raw")[[1]][[1]] #USD
Error: Exception occurred.
gc1.cvalue <- blpGetData(conn, "GC1 Comdty", "CONTRACT_VALUE", start=as.chron(Sys.Date()-5), end=as.chron(Sys.Date()), retval="zoo")
Warning message: In as.matrix.BlpCOMReturn(x) : NAs introduced by coercion
gi1.cvalue <- blpGetData(conn, "GI1 Index", ?"CONTRACT_VALUE", start=as.chron(Sys.Date()-5), end=as.chron(Sys.Date()), retval="zoo")
Warning message: In as.matrix.BlpCOMReturn(x) : NAs introduced by coercion
es1.cvalue <- blpGetData(conn, "ES1 Index", ?"CONTRACT_VALUE", start=as.chron(Sys.Date()-5), end=as.chron(Sys.Date()), retval="zoo")
Warning message: In as.matrix.BlpCOMReturn(x) : NAs introduced by coercion
blpDisconnect(conn)
--------------------------- I don't know what is going on, in particular the first "Error: Exception occured" is new to me. I tried restart R, different versions of R, feeding line by line, nothing helps. Anyone has an inkling what the problem is caused by? Best, Sergey -- Simplicity is the last step of art./Bruce Lee
_______________________________________________ R-SIG-Finance at stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
-- Simplicity is the last step of art./Bruce Lee The more you know, the more you know you don't know. /Myself I'm not young enough to know everything. /Oscar Wilde Experience is one thing you can't get for nothing. /Oscar Wilde When you are finished changing, you're finished. /Benjamin Franklin Luck is where preparation meets opportunity. /George Patten Kniven sk?rpes bara mot stenen.